VXUS vs. JPM

Last updated Jun 9, 2026

VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, VXUS returned 9.68%/yr vs 20.32%/yr for JPM. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

VXUS vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VXUS achieves a 11.12% return, which is significantly higher than JPM's -2.52% return. Over the past 10 years, VXUS has underperformed JPM with an annualized return of 9.68%, while JPM has yielded a comparatively higher 20.32% annualized return.

VXUS

• 1D: 0.86%
• 1M: -1.98%
• YTD: 11.12%
• 6M: 13.49%
• 1Y: 27.05%
• 3Y*: 17.97%
• 5Y*: 7.95%
• 10Y*: 9.68%

JPM

• 1D: -0.40%
• 1M: 2.98%
• YTD: -2.52%
• 6M: -0.35%
• 1Y: 19.35%
• 3Y*: 33.18%
• 5Y*: 16.72%
• 10Y*: 20.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VXUS Vanguard Total International Stock ETF	11.12%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%
JPM JPMorgan Chase & Co.	-2.52%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-6.62%	26.76%

Correlation

The correlation between VXUS and JPM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.58

The correlation between VXUS and JPM shifts across timeframes, from 0.38 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VXUS vs. JPM — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 56
VXUS Sharpe Ratio Rank: 57
VXUS Sortino Ratio Rank: 54
VXUS Omega Ratio Rank: 57
VXUS Calmar Ratio Rank: 54
VXUS Martin Ratio Rank: 58

JPM

JPM Risk / Return Rank: 66
JPM Sharpe Ratio Rank: 70
JPM Sortino Ratio Rank: 62
JPM Omega Ratio Rank: 62
JPM Calmar Ratio Rank: 66
JPM Martin Ratio Rank: 67

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.

VXUS vs. JPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and JPMorgan Chase & Co. (JPM). 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.

	VXUS	JPM	Difference
Sharpe ratio: Return per unit of total volatility	1.73	0.90	+0.83
Sortino ratio: Return per unit of downside risk	2.36	1.30	+1.06
Omega ratio: Gain probability vs. loss probability	1.32	1.17	+0.15
Calmar ratio: Return relative to maximum drawdown	2.41	1.26	+1.15
Martin ratio: Return relative to average drawdown	9.34	2.98	+6.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VXUS vs. JPM - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.73, which is higher than the JPM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VXUS and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VXUS	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	0.90	+0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.69	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.74	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.34	+0.03

Drawdowns

VXUS vs. JPM - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for VXUS and JPM.

Drawdown Indicators

	VXUS	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-76.16%	+40.19%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-15.47%	+4.20%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-24.42%	+10.84%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	-38.77%	+9.33%
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	-43.63%	+7.66%
Current Drawdown Current decline from peak	-3.70%	-6.55%	+2.85%
Average Drawdown Average peak-to-trough decline	-8.21%	-17.62%	+9.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	6.50%	-3.60%

Volatility

VXUS vs. JPM - Volatility Comparison

The current volatility for Vanguard Total International Stock ETF (VXUS) is 6.03%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.40%. This indicates that VXUS experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.03%	6.40%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	17.38%	-3.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.71%	21.62%	-5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.13%	24.45%	-8.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	27.40%	-10.21%

Dividends

VXUS vs. JPM - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.73%, more than JPM's 1.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
VXUS Vanguard Total International Stock ETF	2.73%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and JPM in my portfolio?

VXUS and JPM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or JPM?

JPM has higher volatility (6.40%) compared to VXUS (6.03%). In terms of maximum drawdown, VXUS dropped -35.97% vs JPM's -76.16%.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (1.73 vs 0.90), 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.