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VSIEX vs. PTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSIEX vs. PTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Equity Fund (VSIEX) and PIMCO RAE PLUS International Fund (PTSIX). The values are adjusted to include any dividend payments, if applicable.

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VSIEX vs. PTSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIEX
JPMorgan International Equity Fund
-1.82%25.90%1.41%17.89%-19.62%11.70%13.17%27.20%-17.84%29.72%
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-16.33%28.37%

Returns By Period

In the year-to-date period, VSIEX achieves a -1.82% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, VSIEX has outperformed PTSIX with an annualized return of 8.10%, while PTSIX has yielded a comparatively lower 0.25% annualized return.


VSIEX

1D
0.47%
1M
-10.91%
YTD
-1.82%
6M
0.14%
1Y
13.07%
3Y*
10.70%
5Y*
5.58%
10Y*
8.10%

PTSIX

1D
0.52%
1M
-7.19%
YTD
7.77%
6M
16.86%
1Y
36.40%
3Y*
18.32%
5Y*
-8.79%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSIEX vs. PTSIX - Expense Ratio Comparison

VSIEX has a 0.70% expense ratio, which is lower than PTSIX's 0.82% expense ratio.


Return for Risk

VSIEX vs. PTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSIEX
VSIEX Risk / Return Rank: 3232
Overall Rank
VSIEX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VSIEX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VSIEX Omega Ratio Rank: 2828
Omega Ratio Rank
VSIEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSIEX Martin Ratio Rank: 3535
Martin Ratio Rank

PTSIX
PTSIX Risk / Return Rank: 9292
Overall Rank
PTSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PTSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PTSIX Omega Ratio Rank: 9292
Omega Ratio Rank
PTSIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTSIX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSIEX vs. PTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and PIMCO RAE PLUS International Fund (PTSIX). 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.


VSIEXPTSIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.25

-1.53

Sortino ratio

Return per unit of downside risk

1.06

2.77

-1.72

Omega ratio

Gain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratio

Return relative to maximum drawdown

0.99

2.53

-1.54

Martin ratio

Return relative to average drawdown

3.75

11.73

-7.99

VSIEX vs. PTSIX - Sharpe Ratio Comparison

The current VSIEX Sharpe Ratio is 0.72, which is lower than the PTSIX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VSIEX and PTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSIEXPTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.25

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.29

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.01

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.10

+0.26

Correlation

The correlation between VSIEX and PTSIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSIEX vs. PTSIX - Dividend Comparison

VSIEX's dividend yield for the trailing twelve months is around 6.53%, more than PTSIX's 4.33% yield.


TTM20252024202320222021202020192018201720162015
VSIEX
JPMorgan International Equity Fund
6.53%6.41%3.06%2.23%2.66%6.74%1.17%3.13%3.69%1.63%1.78%1.94%
PTSIX
PIMCO RAE PLUS International Fund
4.33%3.62%7.01%3.18%67.07%64.36%7.45%3.49%29.39%7.86%0.84%3.54%

Drawdowns

VSIEX vs. PTSIX - Drawdown Comparison

The maximum VSIEX drawdown since its inception was -60.80%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for VSIEX and PTSIX.


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Drawdown Indicators


VSIEXPTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.80%

-72.38%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-11.66%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.19%

-72.38%

+39.19%

Max Drawdown (10Y)

Largest decline over 10 years

-34.65%

-72.38%

+37.73%

Current Drawdown

Current decline from peak

-10.99%

-42.10%

+31.11%

Average Drawdown

Average peak-to-trough decline

-15.05%

-25.01%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.77%

+0.29%

Volatility

VSIEX vs. PTSIX - Volatility Comparison

JPMorgan International Equity Fund (VSIEX) has a higher volatility of 7.36% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.66%. This indicates that VSIEX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIEXPTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

5.66%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

9.03%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

15.17%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

30.91%

-14.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

25.08%

-7.93%