VSIEX vs. VXUS
Compare and contrast key facts about JPMorgan International Equity Fund (VSIEX) and Vanguard Total International Stock ETF (VXUS).
VSIEX is managed by JPMorgan Chase. It was launched on Dec 31, 1996. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIEX or VXUS.
Key characteristics
| VSIEX | VXUS | |
|---|---|---|
| YTD Return | 10.12% | 12.45% |
| 1Y Return | 23.34% | 24.62% |
| 3Y Return (Ann) | 2.24% | 2.70% |
| 5Y Return (Ann) | 7.22% | 7.19% |
| 10Y Return (Ann) | 6.07% | 5.86% |
| Sharpe Ratio | 1.70 | 1.85 |
| Sortino Ratio | 2.43 | 2.61 |
| Omega Ratio | 1.30 | 1.33 |
| Calmar Ratio | 0.33 | 1.30 |
| Martin Ratio | 10.04 | 12.06 |
| Ulcer Index | 2.21% | 1.97% |
| Daily Std Dev | 13.03% | 12.86% |
| Max Drawdown | -91.21% | -35.97% |
| Current Drawdown | -58.51% | -1.87% |
Correlation
The correlation between VSIEX and VXUS is 0.96, 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.
Performance
VSIEX vs. VXUS - Performance Comparison
In the year-to-date period, VSIEX achieves a 10.12% return, which is significantly lower than VXUS's 12.45% return. Both investments have delivered pretty close results over the past 10 years, with VSIEX having a 6.07% annualized return and VXUS not far behind at 5.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSIEX vs. VXUS - Expense Ratio Comparison
VSIEX has a 0.70% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
VSIEX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
VSIEX vs. VXUS - Dividend Comparison
VSIEX's dividend yield for the trailing twelve months is around 2.02%, less than VXUS's 2.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 2.02% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% | 2.66% | 1.36% |
VXUS Vanguard Total International Stock ETF | 2.85% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
VSIEX vs. VXUS - Drawdown Comparison
The maximum VSIEX drawdown since its inception was -91.21%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VSIEX and VXUS. For additional features, visit the drawdowns tool.
Volatility
VSIEX vs. VXUS - Volatility Comparison
JPMorgan International Equity Fund (VSIEX) has a higher volatility of 4.70% compared to Vanguard Total International Stock ETF (VXUS) at 4.20%. This indicates that VSIEX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.