Find A Portfolio/Ticker
Comparison Box
VSIEX: JPMORGAN INTERNATIONAL EQUITY FUND SELECT CLASS (MUTUAL FUND)
Basic Info 20.28 0.13(0.64%) May 16
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (78%) |
Start Date: | 01/10/1997 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 2.30% |
Expenses | 0.95% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/13/1997 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 7.6 | 14.3 | 2.1 | 7.6 | 4.8 | 7.2 | 5.7 | 5.1 | 17.8 | -19.4 | 11.4 | 13.2 | 27.2 | -17.8 | 29.7 | 1.7 | -2.5 | -6.4 | 15.3 | 21.4 | -11.1 | 7.3 | 34.6 | -43.7 | 10.5 | 22.9 | 11.2 | 18.6 | 31.9 | -12.3 | -17.0 | -16.7 | 39.3 | 13.5 | 6.8 |
Sharpe Ratio | NA | 1.48 | 0.73 | -0.03 | 0.3 | 0.22 | NA | NA | 0.19 | 1.04 | -0.91 | 0.82 | 0.43 | 2.27 | -1.27 | 3.73 | 0.08 | -0.16 | -0.58 | 1.18 | 1.24 | -0.4 | 0.33 | 1.11 | -1.0 | 0.41 | 1.4 | 0.86 | 1.32 | 1.95 | -0.63 | -1.04 | -1.1 | 2.6 | 0.54 | 0.29 |
Draw Down(%) | NA | 4.9 | 11.8 | 33.2 | 33.3 | 34.7 | NA | NA | 60.8 | 11.8 | 32.6 | 7.5 | 33.3 | 8.2 | 26.5 | 2.8 | 14.5 | 18.8 | 12.9 | 9.8 | 16.0 | 25.9 | 19.4 | 29.3 | 56.6 | 12.8 | 15.2 | 7.0 | 10.2 | 18.4 | 25.7 | 32.0 | 27.0 | 8.6 | 28.5 | 13.2 |
Standard Deviation(%) | NA | 10.8 | 12.1 | 17.0 | 19.6 | 17.1 | NA | NA | 19.7 | 13.1 | 23.0 | 13.9 | 29.9 | 11.4 | 15.1 | 7.8 | 18.6 | 15.9 | 11.2 | 13.0 | 17.4 | 28.0 | 22.1 | 31.1 | 44.7 | 18.4 | 14.1 | 10.5 | 13.4 | 16.0 | 21.2 | 18.9 | 18.9 | 13.9 | 19.0 | 12.0 |
Treynor Ratio | NA | 0.16 | 0.09 | -0.01 | 0.06 | 0.04 | NA | NA | 0.04 | 0.14 | -0.2 | 0.11 | 0.13 | 0.25 | -0.17 | 0.29 | 0.01 | -0.02 | -0.07 | 0.15 | 0.21 | -0.11 | 0.07 | 0.32 | -0.42 | 0.07 | 0.19 | 0.09 | 0.19 | 0.29 | -0.13 | -0.18 | -0.17 | 0.37 | 0.11 | 0.05 |
Alpha | NA | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.03 | 0.0 | 0.02 | 0.01 | -0.01 | 0.01 | -0.01 | 0.0 | -0.01 | -0.02 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | -0.01 | -0.01 | -0.01 | 0.0 | -0.02 | 0.02 | 0.03 | 0.0 | 0.03 | -0.01 | -0.01 |
Beta | NA | 0.97 | 0.97 | 1.01 | 0.99 | 1.0 | NA | NA | 1.02 | 0.99 | 1.02 | 1.0 | 0.96 | 1.04 | 1.11 | 1.01 | 1.04 | 1.01 | 0.97 | 1.0 | 1.03 | 1.02 | 1.04 | 1.07 | 1.05 | 1.03 | 1.03 | 0.99 | 0.95 | 1.08 | 1.06 | 1.07 | 1.2 | 0.98 | 0.91 | 0.69 |
RSquared | NA | 0.94 | 0.95 | 0.91 | 0.94 | 0.95 | NA | NA | 0.94 | 0.96 | 0.91 | 0.84 | 0.98 | 0.94 | 0.96 | 0.91 | 0.97 | 0.97 | 0.96 | 0.96 | 0.96 | 0.98 | 0.98 | 0.97 | 0.94 | 0.89 | 0.96 | 0.92 | 0.93 | 0.9 | 0.97 | 0.96 | 0.86 | 0.81 | 0.86 | 0.77 |
Yield(%) | N/A | 0.0 | 2.3 | 3.5 | 3.7 | 2.9 | 3.7 | 5.6 | N/A | 2.6 | 2.1 | 7.0 | 1.3 | 3.9 | 2.9 | 2.1 | 1.8 | 1.9 | 2.5 | 1.6 | 1.8 | 1.7 | 1.4 | 2.5 | 27.2 | 24.9 | 6.3 | 3.2 | 1.3 | 1.4 | 0.8 | 0.7 | 12.2 | 8.8 | 3.2 | 10.4 |
Dividend Growth(%) | N/A | -100.0 | -3.4 | 70.4 | 80.7 | -79.0 | N/A | N/A | N/A | -4.5 | -68.8 | 513.0 | -58.9 | 3.7 | 80.0 | 15.4 | -7.1 | -30.0 | 73.9 | 0.0 | -4.2 | 26.3 | -26.9 | -97.0 | -8.2 | 345.5 | 122.1 | 179.4 | 21.4 | 64.7 | -15.0 | -95.8 | 77.4 | 206.8 | -69.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/13/1997
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Blend Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Blend
Best Mutual Funds
- OAKIX (OAKMARK INTERNATIONAL FUND INVESTOR CLASS) 0.07% (100%)
- HAINX (HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS) 0.54% (99%)
- DODFX (DODGE & COX INTERNATIONAL STOCK FUND DODGE & COX INTERNATIONAL STOCK FUND) 0.11% (99%)
- PIPDX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) D) 0.36% (99%)
- BJBIX (ABERDEEN SELECT INTERNATIONAL EQUITY FUND CLASS A) 0.81% (98%)
- FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) 0.56% (98%)
- VTMGX (VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL SHARES) 0.43% (98%)
- LLINX (LONGLEAF PARTNERS INTERNATIONAL FUND LONGLEAF PARTNERS INTERNATIONAL FUND) 0.35% (96%)
- SGOIX (FIRST EAGLE OVERSEAS FUND CLASS I) 0.11% (96%)
- EXOSX (OVERSEAS SERIES CLASS I) 0.42% (96%)
Best ETFs
- EFA (iShares MSCI EAFE ETF) 0.54% (100%)
- PID (Invesco International Dividend Achievers ETF) 0.27% (99%)
- ACWX (iShares MSCI ACWI ex U.S. ETF) 0.25% (97%)
- CWI (SPDR® MSCI ACWI ex-US ETF) 0.24% (97%)
- VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) 0.57% (97%)
- VEU (Vanguard FTSE All-World ex-US Index Fund ETF Shares) 0.30% (97%)
- SCHF (Schwab International Equity ETF) 0.58% (34%)
- VXUS (Vanguard Total International Stock Index Fund ETF Shares) 0.34% (29%)
- DBEF (Xtrackers MSCI EAFE Hedged Equity ETF) 0.38% (28%)
- EFAV (iShares MSCI EAFE Min Vol Factor ETF) 0.31% (28%)