Correlation
The correlation between JOPSX and VTIAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Performance
JOPSX vs. VTIAX - Performance Comparison
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Key characteristics
JOPSX:
0.88
VTIAX:
0.88
JOPSX:
1.17
VTIAX:
1.17
JOPSX:
1.17
VTIAX:
1.16
JOPSX:
0.90
VTIAX:
0.93
JOPSX:
2.19
VTIAX:
2.92
JOPSX:
5.84%
VTIAX:
4.20%
JOPSX:
16.15%
VTIAX:
15.53%
JOPSX:
-35.28%
VTIAX:
-35.82%
JOPSX:
-0.92%
VTIAX:
-0.50%
Returns By Period
In the year-to-date period, JOPSX achieves a 19.62% return, which is significantly higher than VTIAX's 13.83% return.
JOPSX
19.62%
4.32%
11.58%
12.55%
14.31%
9.07%
N/A
VTIAX
13.83%
4.96%
10.90%
12.86%
9.14%
10.35%
5.56%
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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 Rank
JOPSX
VTIAX
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.
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Dividends
JOPSX vs. VTIAX - Dividend Comparison
JOPSX's dividend yield for the trailing twelve months is around 4.85%, more than VTIAX's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOPSX JOHCM International Opportunities Fund | 4.85% | 5.80% | 0.61% | 2.13% | 16.13% | 2.30% | 2.24% | 2.00% | 6.26% | 0.88% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.88% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
Drawdowns
JOPSX vs. VTIAX - Drawdown Comparison
The maximum JOPSX drawdown since its inception was -35.28%, roughly equal to the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for JOPSX and VTIAX.
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Volatility
JOPSX vs. VTIAX - Volatility Comparison
JOHCM International Opportunities Fund (JOPSX) has a higher volatility of 3.02% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 2.71%. This indicates that JOPSX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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