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VEUAX vs. FIEUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUAX vs. FIEUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Europe Dynamic Fund (VEUAX) and Fidelity Europe Fund (FIEUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VEUAX having a 8.24% return and FIEUX slightly lower at 7.85%. Over the past 10 years, VEUAX has outperformed FIEUX with an annualized return of 9.66%, while FIEUX has yielded a comparatively lower 8.50% annualized return.


VEUAX

1D
-0.41%
1M
-0.14%
6M
2.41%
YTD
8.24%
1Y
21.88%
3Y*
18.51%
5Y*
9.92%
10Y*
9.66%
ALL TIME*
8.84%

FIEUX

1D
-0.22%
1M
-0.38%
6M
2.53%
YTD
7.85%
1Y
18.88%
3Y*
16.77%
5Y*
5.83%
10Y*
8.50%
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VEUAX vs. FIEUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUAX
JPMorgan Europe Dynamic Fund
8.24%41.51%3.48%18.19%-15.39%17.68%8.45%21.51%-18.69%22.26%
FIEUX
Fidelity Europe Fund
7.85%37.53%4.21%13.68%-20.62%6.63%18.29%24.43%-17.22%29.16%

Correlation

The correlation between VEUAX and FIEUX is 0.95 - 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.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 2, 1995

0.89

The correlation between VEUAX and FIEUX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

VEUAX vs. FIEUX — Risk / Return Rank

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

VEUAX
VEUAX Risk / Return Rank: 4141
Overall Rank
VEUAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VEUAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VEUAX Omega Ratio Rank: 3939
Omega Ratio Rank
VEUAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VEUAX Martin Ratio Rank: 4040
Martin Ratio Rank

FIEUX
FIEUX Risk / Return Rank: 3131
Overall Rank
FIEUX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIEUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FIEUX Omega Ratio Rank: 2828
Omega Ratio Rank
FIEUX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FIEUX Martin Ratio Rank: 3535
Martin Ratio Rank
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.

VEUAX vs. FIEUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Dynamic Fund (VEUAX) and Fidelity Europe Fund (FIEUX). 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.


VEUAXFIEUXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

1.78

1.47

+0.31

Martin ratioReturn relative to average drawdown

6.25

5.40

+0.84

VEUAX vs. FIEUX - Sharpe Ratio Comparison

The current VEUAX Sharpe Ratio is 1.32, which is comparable to the FIEUX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VEUAX and FIEUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEUAX vs. FIEUX - Drawdown Comparison

The maximum VEUAX drawdown since its inception was -63.73%, which is greater than FIEUX's maximum drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VEUAX and FIEUX.


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Drawdown Indicators


VEUAXFIEUXDifference

Max Drawdown

Largest peak-to-trough decline

-63.73%

-59.96%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.38%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

-13.13%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-30.94%

-38.04%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-38.04%

-6.60%

Current Drawdown

Current decline from peak

-0.86%

-1.06%

+0.20%

Average Drawdown

Average peak-to-trough decline

-15.37%

-13.98%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.35%

+0.09%

Volatility

VEUAX vs. FIEUX - Volatility Comparison

JPMorgan Europe Dynamic Fund (VEUAX) has a higher volatility of 4.69% compared to Fidelity Europe Fund (FIEUX) at 4.40%. This indicates that VEUAX's price experiences larger fluctuations and is considered to be riskier than FIEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUAXFIEUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.40%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

15.30%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

17.53%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

17.51%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

17.45%

+0.89%

VEUAX vs. FIEUX - Expense Ratio Comparison

VEUAX has a 1.25% expense ratio, which is higher than FIEUX's 0.77% expense ratio.


Dividends

VEUAX vs. FIEUX - Dividend Comparison

VEUAX's dividend yield for the trailing twelve months is around 3.18%, more than FIEUX's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FIEUX
Fidelity Europe Fund
2.07%2.23%3.28%1.62%0.00%16.10%1.15%7.42%11.93%2.52%1.51%0.43%
VEUAX
JPMorgan Europe Dynamic Fund
3.18%3.45%3.81%3.02%0.77%2.03%1.01%2.82%2.60%1.38%1.93%1.25%

Frequently Asked Questions


With a correlation of 0.95, VEUAX and FIEUX 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.

VEUAX has higher volatility (4.69%) compared to FIEUX (4.40%). In terms of maximum drawdown, VEUAX dropped -63.73% vs FIEUX's -59.96%.

VEUAX currently has the higher Sharpe Ratio (1.32 vs 1.04), 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.

Portfolio Optimizer

Find the right allocation for VEUAX and FIEUX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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