JPVRX vs. VIHAX

Last updated Aug 1, 2026

JPVRX (JPMorgan Developed International Value Fund Class R5) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - JPVRX is a Foreign Large Cap Equities fund managed by JPMorgan, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, JPVRX returned 17.11%/yr vs 14.15%/yr for VIHAX. Their 0.96 correlation means they have historically moved very closely together. JPVRX charges 0.65%/yr vs 0.16%/yr for VIHAX.

Performance

JPVRX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Developed International Value Fund Class R5 (JPVRX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JPVRX having a 17.27% return and VIHAX slightly higher at 18.05%.

JPVRX

• 1D: 2.29%
• 1M: 5.29%
• 6M: 9.82%
• YTD: 17.27%
• 1Y: 38.13%
• 3Y*: 25.84%
• 5Y*: 17.11%
• 10Y*: —
• ALL TIME*: 11.18%

VIHAX

• 1D: 2.01%
• 1M: 4.98%
• 6M: 11.54%
• YTD: 18.05%
• 1Y: 35.31%
• 3Y*: 21.69%
• 5Y*: 14.15%
• 10Y*: 11.25%
• ALL TIME*: 11.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JPVRX JPMorgan Developed International Value Fund Class R5	$0.00	$0.00	$0.00
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	$0.00	$0.00	$0.00

JPVRX vs. VIHAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPVRX JPMorgan Developed International Value Fund Class R5	17.27%	48.54%	9.98%	19.13%	-5.28%	16.67%	-3.97%	15.48%	-18.55%	20.99%
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	18.05%	38.01%	6.96%	16.81%	-6.88%	15.01%	-0.73%	20.03%	-12.38%	22.40%

Correlation

The correlation between JPVRX and VIHAX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.96

The correlation between JPVRX and VIHAX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

JPVRX vs. VIHAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPVRX

JPVRX Risk / Return Rank: 92
JPVRX Sharpe Ratio Rank: 96
JPVRX Sortino Ratio Rank: 94
JPVRX Omega Ratio Rank: 90
JPVRX Calmar Ratio Rank: 90
JPVRX Martin Ratio Rank: 90

VIHAX

VIHAX Risk / Return Rank: 94
VIHAX Sharpe Ratio Rank: 97
VIHAX Sortino Ratio Rank: 95
VIHAX Omega Ratio Rank: 92
VIHAX Calmar Ratio Rank: 92
VIHAX Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPVRX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class R5 (JPVRX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JPVRX	VIHAX	Difference
Sharpe ratio: Return per unit of total volatility	2.72	2.85	-0.12
Sortino ratio: Return per unit of downside risk	3.74	3.92	-0.19
Omega ratio: Gain probability vs. loss probability	1.49	1.52	-0.03
Calmar ratio: Return relative to maximum drawdown	3.48	3.62	-0.14
Martin ratio: Return relative to average drawdown	12.73	13.83	-1.11

JPVRX vs. VIHAX - Sharpe Ratio Comparison

The current JPVRX Sharpe Ratio is 2.72, which is comparable to the VIHAX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of JPVRX and VIHAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JPVRX vs. VIHAX - Drawdown Comparison

The maximum JPVRX drawdown since its inception was -48.30%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for JPVRX and VIHAX.

Drawdown Indicators

	JPVRX	VIHAX	Difference
Max Drawdown Largest peak-to-trough decline	-48.30%	-38.80%	-9.50%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	-9.53%	-1.49%
Max Drawdown (3Y) Largest decline over 3 years	-13.63%	-12.29%	-1.34%
Max Drawdown (5Y) Largest decline over 5 years	-27.52%	-23.92%	-3.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.80%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.18%	-5.94%	-3.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.49%	+0.51%

Volatility

JPVRX vs. VIHAX - Volatility Comparison

JPMorgan Developed International Value Fund Class R5 (JPVRX) has a higher volatility of 4.05% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that JPVRX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPVRX	VIHAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	3.47%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	10.27%	+1.44%
Volatility (1Y) Calculated over the trailing 1-year period	14.12%	12.15%	+1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.07%	13.77%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.72%	15.55%	+2.17%

JPVRX vs. VIHAX - Expense Ratio Comparison

JPVRX has a 0.65% expense ratio, which is higher than VIHAX's 0.16% expense ratio.

Dividends

JPVRX vs. VIHAX - Dividend Comparison

JPVRX's dividend yield for the trailing twelve months is around 2.55%, less than VIHAX's 3.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JPVRX JPMorgan Developed International Value Fund Class R5	2.55%	2.99%	4.60%	5.04%	3.96%	4.96%	3.05%	4.28%	4.68%	2.54%	0.00%
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares	3.43%	3.69%	4.85%	4.58%	4.70%	4.30%	3.22%	5.63%	4.28%	3.16%	2.37%

Frequently Asked Questions

Can I hold both JPVRX and VIHAX in my portfolio?

With a correlation of 0.96, JPVRX and VIHAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JPVRX or VIHAX?

JPVRX has higher volatility (4.05%) compared to VIHAX (3.47%). In terms of maximum drawdown, JPVRX dropped -48.30% vs VIHAX's -38.80%.

Which has better risk-adjusted returns?

VIHAX currently has the higher Sharpe Ratio (2.85 vs 2.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.