OAKIX vs. JFEAX
Compare and contrast key facts about Oakmark International Fund (OAKIX) and JPMorgan Developed International Value Fund Class A (JFEAX).
OAKIX is managed by Oakmark. It was launched on Sep 29, 1992. JFEAX is an actively managed fund by JPMorgan. It was launched on Sep 28, 2001.
Performance
OAKIX vs. JFEAX - Performance Comparison
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OAKIX vs. JFEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKIX Oakmark International Fund | -8.71% | 32.40% | -4.60% | 18.86% | -15.72% | 9.04% | 4.92% | 24.24% | -23.41% | 29.73% |
JFEAX JPMorgan Developed International Value Fund Class A | 1.92% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
Returns By Period
In the year-to-date period, OAKIX achieves a -8.71% return, which is significantly lower than JFEAX's 1.92% return. Over the past 10 years, OAKIX has underperformed JFEAX with an annualized return of 6.35%, while JFEAX has yielded a comparatively higher 9.78% annualized return.
OAKIX
- 1D
- 0.00%
- 1M
- -13.09%
- YTD
- -8.71%
- 6M
- -4.28%
- 1Y
- 12.04%
- 3Y*
- 6.36%
- 5Y*
- 2.93%
- 10Y*
- 6.35%
JFEAX
- 1D
- 0.55%
- 1M
- -9.54%
- YTD
- 1.92%
- 6M
- 10.65%
- 1Y
- 33.15%
- 3Y*
- 22.80%
- 5Y*
- 14.22%
- 10Y*
- 9.78%
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OAKIX vs. JFEAX - Expense Ratio Comparison
OAKIX has a 1.04% expense ratio, which is higher than JFEAX's 1.00% expense ratio.
Return for Risk
OAKIX vs. JFEAX — Risk / Return Rank
OAKIX
JFEAX
OAKIX vs. JFEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Fund (OAKIX) and JPMorgan Developed International Value Fund Class A (JFEAX). 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.
| OAKIX | JFEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.98 | -1.39 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.47 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.55 | -1.91 |
Martin ratioReturn relative to average drawdown | 2.41 | 10.41 | -8.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OAKIX | JFEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.98 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.89 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.55 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.34 | +0.06 |
Correlation
The correlation between OAKIX and JFEAX is 0.86, 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.
Dividends
OAKIX vs. JFEAX - Dividend Comparison
OAKIX's dividend yield for the trailing twelve months is around 2.02%, less than JFEAX's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKIX Oakmark International Fund | 2.02% | 1.84% | 2.46% | 1.85% | 2.97% | 1.23% | 0.33% | 1.81% | 7.15% | 3.04% | 1.48% | 5.06% |
JFEAX JPMorgan Developed International Value Fund Class A | 2.71% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
Drawdowns
OAKIX vs. JFEAX - Drawdown Comparison
The maximum OAKIX drawdown since its inception was -65.18%, roughly equal to the maximum JFEAX drawdown of -62.44%. Use the drawdown chart below to compare losses from any high point for OAKIX and JFEAX.
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Drawdown Indicators
| OAKIX | JFEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.18% | -62.44% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.38% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -27.71% | -10.29% |
Max Drawdown (10Y)Largest decline over 10 years | -53.05% | -48.74% | -4.31% |
Current DrawdownCurrent decline from peak | -13.80% | -9.54% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -14.97% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.95% | +0.86% |
Volatility
OAKIX vs. JFEAX - Volatility Comparison
The current volatility for Oakmark International Fund (OAKIX) is 6.18%, while JPMorgan Developed International Value Fund Class A (JFEAX) has a volatility of 6.67%. This indicates that OAKIX experiences smaller price fluctuations and is considered to be less risky than JFEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKIX | JFEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 6.67% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 10.26% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 16.15% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.05% | 16.09% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 17.99% | +3.35% |