We prove the vertex-reinforced jump process (VRJP) is recurrent in two dimensions for any translation invariant finite-range initial rates. Our proof has two main ingredients. The first is a direct connection between the VRJP and sigma models whose target space is a hyperbolic space H^n or its supersymmetric counterpart H^2|2. These results are analogues of well-known relations between the Gaussian free field and the local times of simple random walk. The second ingredient is a Mermin–Wagner theorem for these sigma models. This result is of intrinsic interest for the sigma models and also implies our main theorem on the VRJP. Surprisingly, our Mermin–Wagner theorem applies even though the symmetry groups of H^n and H^2|2 are nonamenable.