VEUAX vs. UEPIX
VEUAX (JPMorgan Europe Dynamic Fund) and UEPIX (ProFunds Europe 30 Fund) are both Europe Equities funds. Over the past 10 years, VEUAX returned 9.66%/yr vs 9.71%/yr for UEPIX. Their correlation of 0.83 means they have usually moved in the same direction. VEUAX charges 1.25%/yr vs 1.78%/yr for UEPIX.
Performance
VEUAX vs. UEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, VEUAX achieves a 8.24% return, which is significantly lower than UEPIX's 19.43% return. Both investments have delivered pretty close results over the past 10 years, with VEUAX having a 9.66% annualized return and UEPIX not far ahead at 9.71%.
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%
UEPIX
- 1D
- -0.77%
- 1M
- 0.43%
- 6M
- 10.65%
- YTD
- 19.43%
- 1Y
- 38.89%
- 3Y*
- 19.49%
- 5Y*
- 12.04%
- 10Y*
- 9.71%
- ALL TIME*
- 2.13%
Liquidity Comparison
| Position | Avg. 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. UEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UEPIX ProFunds Europe 30 Fund | 19.43% | 28.46% | 2.60% | 18.54% | -7.83% | 24.46% | -9.97% | 17.87% | -12.48% | 19.92% |
Correlation
The correlation between VEUAX and UEPIX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 1999 | 0.83 |
The correlation between VEUAX and UEPIX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
VEUAX vs. UEPIX — Risk / Return Rank
VEUAX
UEPIX
VEUAX vs. UEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Dynamic Fund (VEUAX) and ProFunds Europe 30 Fund (UEPIX). 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.
| VEUAX | UEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.45 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 5.72 | -3.94 |
| Martin ratioReturn relative to average drawdown | 6.25 | 14.98 | -8.73 |
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Drawdowns
VEUAX vs. UEPIX - Drawdown Comparison
The maximum VEUAX drawdown since its inception was -63.73%, smaller than the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for VEUAX and UEPIX.
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Drawdown Indicators
| VEUAX | UEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.73% | -76.06% | +12.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -6.74% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -15.84% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.94% | -26.62% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | -40.51% | -4.13% |
Current DrawdownCurrent decline from peak | -0.86% | -4.85% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -15.37% | -42.95% | +27.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.57% | +0.87% |
Volatility
VEUAX vs. UEPIX - Volatility Comparison
JPMorgan Europe Dynamic Fund (VEUAX) has a higher volatility of 4.69% compared to ProFunds Europe 30 Fund (UEPIX) at 3.46%. This indicates that VEUAX's price experiences larger fluctuations and is considered to be riskier than UEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUAX | UEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.46% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.99% | 12.73% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 15.37% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 17.10% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 18.43% | -0.09% |
VEUAX vs. UEPIX - Expense Ratio Comparison
VEUAX has a 1.25% expense ratio, which is lower than UEPIX's 1.78% expense ratio.
Dividends
VEUAX vs. UEPIX - Dividend Comparison
VEUAX's dividend yield for the trailing twelve months is around 3.18%, more than UEPIX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UEPIX ProFunds Europe 30 Fund | 1.39% | 1.66% | 0.00% | 1.43% | 1.98% | 0.87% | 2.64% | 0.82% | 12.56% | 0.96% | 3.21% | 11.73% |
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
VEUAX and UEPIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEUAX has higher volatility (4.69%) compared to UEPIX (3.46%). In terms of maximum drawdown, VEUAX dropped -63.73% vs UEPIX's -76.06%.
UEPIX currently has the higher Sharpe Ratio (2.54 vs 1.32), 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.
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