VSIEX vs. FINVX
VSIEX (JPMorgan International Equity Fund) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VSIEX returned 8.68%/yr vs 10.55%/yr for FINVX. Their correlation of 0.95 suggests significant overlap in exposure. VSIEX charges 0.70%/yr vs 0.01%/yr for FINVX.
Performance
VSIEX vs. FINVX - Performance Comparison
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Returns By Period
In the year-to-date period, VSIEX achieves a 7.79% return, which is significantly higher than FINVX's 6.86% return. Over the past 10 years, VSIEX has underperformed FINVX with an annualized return of 8.68%, while FINVX has yielded a comparatively higher 10.55% annualized return.
VSIEX
- 1D
- -0.67%
- 1M
- 2.25%
- YTD
- 7.79%
- 6M
- 9.09%
- 1Y
- 14.03%
- 3Y*
- 13.57%
- 5Y*
- 5.94%
- 10Y*
- 8.68%
FINVX
- 1D
- -0.60%
- 1M
- 1.34%
- YTD
- 6.86%
- 6M
- 10.58%
- 1Y
- 23.85%
- 3Y*
- 22.73%
- 5Y*
- 13.16%
- 10Y*
- 10.55%
VSIEX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 7.79% | 25.90% | 1.41% | 17.89% | -19.62% | 11.70% | 13.17% | 27.20% | -17.84% | 29.72% |
FINVX Fidelity Series International Value Fund | 6.86% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between VSIEX and FINVX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2009 | 0.95 |
The correlation between VSIEX and FINVX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
VSIEX vs. FINVX — Risk / Return Rank
VSIEX
FINVX
VSIEX vs. FINVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and Fidelity Series International Value Fund (FINVX). 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.
| VSIEX | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.33 | -1.08 |
| Martin ratioReturn relative to average drawdown | 4.42 | 8.66 | -4.24 |
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
| VSIEX | FINVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.64 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.79 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Drawdowns
VSIEX vs. FINVX - Drawdown Comparison
The maximum VSIEX drawdown since its inception was -60.80%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for VSIEX and FINVX.
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Drawdown Indicators
| VSIEX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.80% | -42.48% | -18.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -10.38% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -14.60% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -33.19% | -27.13% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -42.48% | +7.83% |
Current DrawdownCurrent decline from peak | -2.27% | -1.71% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -14.98% | -9.04% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.79% | +0.51% |
Volatility
VSIEX vs. FINVX - Volatility Comparison
JPMorgan International Equity Fund (VSIEX) and Fidelity Series International Value Fund (FINVX) have volatilities of 4.71% and 4.64%, 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
| VSIEX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.64% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 11.95% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 14.83% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 16.71% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 18.06% | -0.84% |
VSIEX vs. FINVX - Expense Ratio Comparison
VSIEX has a 0.70% expense ratio, which is higher than FINVX's 0.01% expense ratio.
Dividends
VSIEX vs. FINVX - Dividend Comparison
VSIEX's dividend yield for the trailing twelve months is around 5.95%, less than FINVX's 10.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.48% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
VSIEX JPMorgan International Equity Fund | 5.95% | 6.41% | 3.06% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% |
Frequently Asked Questions
With a correlation of 0.93, VSIEX and FINVX 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.
VSIEX has higher volatility (4.71%) compared to FINVX (4.64%). In terms of maximum drawdown, VSIEX dropped -60.80% vs FINVX's -42.48%.
FINVX currently has the higher Sharpe Ratio (1.64 vs 0.95), 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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