JOPSX vs. VTIAX
Compare and contrast key facts about JOHCM International Opportunities Fund (JOPSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
JOPSX is managed by JOHCM Funds. It was launched on Sep 29, 2016. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOPSX or VTIAX.
Key characteristics
| JOPSX | VTIAX | |
|---|---|---|
| YTD Return | 12.77% | 10.13% |
| 1Y Return | 21.95% | 19.68% |
| 3Y Return (Ann) | 9.75% | 2.40% |
| 5Y Return (Ann) | 9.59% | 6.85% |
| Sharpe Ratio | 1.86 | 1.46 |
| Daily Std Dev | 11.10% | 12.27% |
| Max Drawdown | -30.41% | -35.83% |
| Current Drawdown | -0.37% | -1.14% |
Correlation
The correlation between JOPSX and VTIAX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JOPSX vs. VTIAX - Performance Comparison
In the year-to-date period, JOPSX achieves a 12.77% return, which is significantly higher than VTIAX's 10.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JOPSX vs. VTIAX - Expense Ratio Comparison
JOPSX has a 0.88% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Risk-Adjusted Performance
JOPSX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Opportunities Fund (JOPSX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
JOPSX vs. VTIAX - Dividend Comparison
JOPSX's dividend yield for the trailing twelve months is around 0.54%, less than VTIAX's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOPSX JOHCM International Opportunities Fund | 0.54% | 0.61% | 2.13% | 16.12% | 2.30% | 2.24% | 2.00% | 6.26% | 0.88% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.44% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
JOPSX vs. VTIAX - Drawdown Comparison
The maximum JOPSX drawdown since its inception was -30.41%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for JOPSX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
JOPSX vs. VTIAX - Volatility Comparison
The current volatility for JOHCM International Opportunities Fund (JOPSX) is 3.48%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.39%. This indicates that JOPSX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.