VSIEX vs. VSEAX
VSIEX (JPMorgan International Equity Fund) and VSEAX (JPMorgan Small Cap Equity Fund) are both mutual funds - VSIEX is a Foreign Large Cap Equities fund managed by JPMorgan, while VSEAX is a Small Cap Blend Equities fund managed by JPMorgan. Over the past 10 years, VSIEX returned 8.71%/yr vs 8.47%/yr for VSEAX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. VSIEX charges 0.70%/yr vs 1.27%/yr for VSEAX.
Performance
VSIEX vs. VSEAX - Performance Comparison
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Returns By Period
In the year-to-date period, VSIEX achieves a 10.30% return, which is significantly lower than VSEAX's 12.27% return. Both investments have delivered pretty close results over the past 10 years, with VSIEX having a 8.71% annualized return and VSEAX not far behind at 8.47%.
VSIEX
- 1D
- 0.37%
- 1M
- 0.71%
- 6M
- 5.22%
- YTD
- 10.30%
- 1Y
- 17.85%
- 3Y*
- 14.38%
- 5Y*
- 6.18%
- 10Y*
- 8.71%
- ALL TIME*
- 8.10%
VSEAX
- 1D
- 1.74%
- 1M
- -0.41%
- 6M
- 7.17%
- YTD
- 12.27%
- 1Y
- 11.44%
- 3Y*
- 8.43%
- 5Y*
- 3.51%
- 10Y*
- 8.47%
- ALL TIME*
- 11.51%
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 |
VSIEX vs. VSEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 10.30% | 25.90% | 1.41% | 17.89% | -19.62% | 11.70% | 13.17% | 27.20% | -17.84% | 29.72% |
VSEAX JPMorgan Small Cap Equity Fund | 12.27% | -2.63% | 11.46% | 11.71% | -16.27% | 15.47% | 18.14% | 28.15% | -9.20% | 15.29% |
Correlation
The correlation between VSIEX and VSEAX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.65 |
The correlation between VSIEX and VSEAX has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
VSIEX vs. VSEAX — Risk / Return Rank
VSIEX
VSEAX
VSIEX vs. VSEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and JPMorgan Small Cap Equity Fund (VSEAX). 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.
| VSIEX | VSEAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.09 | +0.58 |
| Martin ratioReturn relative to average drawdown | 5.81 | 2.92 | +2.90 |
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Drawdowns
VSIEX vs. VSEAX - Drawdown Comparison
The maximum VSIEX drawdown since its inception was -60.80%, which is greater than VSEAX's maximum drawdown of -48.86%. Use the drawdown chart below to compare losses from any high point for VSIEX and VSEAX.
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Drawdown Indicators
| VSIEX | VSEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.80% | -48.86% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.89% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -24.44% | +11.84% |
Max Drawdown (5Y)Largest decline over 5 years | -33.19% | -26.53% | -6.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -41.69% | +7.04% |
Current DrawdownCurrent decline from peak | -0.37% | -1.47% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -14.91% | -8.04% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 4.42% | -1.10% |
Volatility
VSIEX vs. VSEAX - Volatility Comparison
JPMorgan International Equity Fund (VSIEX) and JPMorgan Small Cap Equity Fund (VSEAX) have volatilities of 4.25% and 4.45%, 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 | VSEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.45% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 12.29% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 17.05% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 19.62% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 20.65% | -3.68% |
VSIEX vs. VSEAX - Expense Ratio Comparison
VSIEX has a 0.70% expense ratio, which is lower than VSEAX's 1.27% expense ratio.
Dividends
VSIEX vs. VSEAX - Dividend Comparison
VSIEX's dividend yield for the trailing twelve months is around 5.82%, less than VSEAX's 22.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | 22.66% | 25.45% | 14.31% | 4.81% | 15.49% | 22.80% | 2.89% | 4.96% | 8.25% | 5.99% | 2.98% | 8.31% |
VSIEX JPMorgan International Equity Fund | 5.82% | 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
VSIEX and VSEAX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSEAX has higher volatility (4.45%) compared to VSIEX (4.25%). In terms of maximum drawdown, VSIEX dropped -60.80% vs VSEAX's -48.86%.
VSIEX currently has the higher Sharpe Ratio (1.20 vs 0.76), 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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