VEUAX vs. VEUSX
Compare and contrast key facts about JPMorgan Europe Dynamic Fund (VEUAX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX).
VEUAX is managed by JPMorgan. It was launched on Nov 1, 1995. VEUSX is managed by Vanguard. It was launched on Aug 13, 2001.
Performance
VEUAX vs. VEUSX - Performance Comparison
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VEUAX vs. VEUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUAX JPMorgan Europe Dynamic Fund | -3.96% | 41.51% | 3.48% | 18.19% | -15.39% | 17.68% | 8.45% | 21.51% | -18.69% | 22.26% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | -1.01% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
Returns By Period
In the year-to-date period, VEUAX achieves a -3.96% return, which is significantly lower than VEUSX's -1.01% return. Over the past 10 years, VEUAX has underperformed VEUSX with an annualized return of 8.28%, while VEUSX has yielded a comparatively higher 8.91% annualized return.
VEUAX
- 1D
- 0.28%
- 1M
- -11.21%
- YTD
- -3.96%
- 6M
- 2.31%
- 1Y
- 19.43%
- 3Y*
- 14.85%
- 5Y*
- 9.18%
- 10Y*
- 8.28%
VEUSX
- 1D
- 2.98%
- 1M
- -6.28%
- YTD
- -1.01%
- 6M
- 3.46%
- 1Y
- 20.78%
- 3Y*
- 14.25%
- 5Y*
- 8.67%
- 10Y*
- 8.91%
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VEUAX vs. VEUSX - Expense Ratio Comparison
VEUAX has a 1.25% expense ratio, which is higher than VEUSX's 0.10% expense ratio.
Return for Risk
VEUAX vs. VEUSX — Risk / Return Rank
VEUAX
VEUSX
VEUAX vs. VEUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Dynamic Fund (VEUAX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX). 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.
| VEUAX | VEUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.25 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.73 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.65 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.71 | 6.31 | -0.59 |
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
| VEUAX | VEUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.25 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.51 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.49 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.30 | +0.12 |
Correlation
The correlation between VEUAX and VEUSX is 0.94, 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
VEUAX vs. VEUSX - Dividend Comparison
VEUAX's dividend yield for the trailing twelve months is around 3.59%, more than VEUSX's 2.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUAX JPMorgan Europe Dynamic Fund | 3.59% | 3.45% | 3.81% | 3.02% | 0.77% | 2.03% | 1.01% | 2.82% | 2.60% | 1.38% | 1.93% | 1.25% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 2.99% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
Drawdowns
VEUAX vs. VEUSX - Drawdown Comparison
The maximum VEUAX drawdown since its inception was -63.73%, roughly equal to the maximum VEUSX drawdown of -63.28%. Use the drawdown chart below to compare losses from any high point for VEUAX and VEUSX.
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Drawdown Indicators
| VEUAX | VEUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.73% | -63.28% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.97% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -30.94% | -32.72% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | -36.87% | -7.77% |
Current DrawdownCurrent decline from peak | -11.76% | -8.61% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -15.51% | -13.02% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.13% | -0.05% |
Volatility
VEUAX vs. VEUSX - Volatility Comparison
JPMorgan Europe Dynamic Fund (VEUAX) and Vanguard European Stock Index Fund Admiral Shares (VEUSX) have volatilities of 7.17% and 7.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUAX | VEUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.49% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 10.99% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 16.95% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 17.20% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 18.15% | +0.55% |