- ISIN
- US46645V6267
- Issuer
- JPMorgan
- Inception Date
- Dec 10, 2018
- Category
- Emerging Markets Diversified
- Min. Investment
- $15,000,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
EMRSX Performance Chart
JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) is up 30.3% since the beginning of the year. EMRSX is currently trading at $27 per share. Investors who bought $1,000 worth of EMRSX shares 5 years ago would now be looking at an investment worth $1,473.
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Returns By Period
JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) has returned 30.33% so far this year and 56.67% over the past 12 months.
JPMorgan Emerging Markets Research Enhanced Equity Fund
- 1D
- 3.09%
- 1M
- 7.04%
- YTD
- 30.33%
- 6M
- 32.41%
- 1Y
- 56.67%
- 3Y*
- 23.36%
- 5Y*
- 8.05%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EMRSX Monthly Returns History
Based on dividend-adjusted daily data since Dec 13, 2018, EMRSX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +16.7%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EMRSX closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.62% | 6.44% | -9.88% | 12.61% | 7.39% | 3.44% | 30.33% | ||||||
| 2025 | 2.30% | 0.85% | 1.56% | 0.12% | 4.02% | 6.54% | 0.96% | 2.64% | 7.00% | 3.66% | -1.72% | 3.00% | 35.27% |
| 2024 | -4.45% | 4.39% | 2.52% | -0.13% | 1.52% | 3.79% | 0.42% | 0.60% | 5.34% | -3.94% | -2.29% | -0.98% | 6.43% |
| 2023 | 9.46% | -6.84% | 2.87% | -1.23% | -2.50% | 4.51% | 6.13% | -6.74% | -2.67% | -3.55% | 7.08% | 3.68% | 8.91% |
| 2022 | 0.16% | -5.94% | -2.77% | -5.81% | 1.33% | -6.21% | -1.27% | -0.71% | -11.49% | -2.64% | 16.65% | -2.75% | -21.42% |
| 2021 | 3.49% | 1.02% | -1.14% | 1.25% | 1.60% | 1.26% | -7.19% | 2.01% | -3.80% | 1.17% | -4.57% | 2.08% | -3.38% |
Benchmark Metrics
JPMorgan Emerging Markets Research Enhanced Equity Fund has an annualized alpha of 0.84%, beta of 0.73, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since December 13, 2018.
- This fund participated in 80.45% of S&P 500 Index downside but only 71.40% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.84%
- Beta
- 0.73
- R²
- 0.55
- Upside Capture
- 71.40%
- Downside Capture
- 80.45%
Expense Ratio
EMRSX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EMRSX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) and compare them to S&P 500 Index.
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.
| EMRSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.37 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 2.78 | +1.45 |
| Martin ratioReturn relative to average drawdown | 16.00 | 12.44 | +3.56 |
Dividends
Dividend History
JPMorgan Emerging Markets Research Enhanced Equity Fund provided a 2.82% dividend yield over the last twelve months, with an annual payout of $0.77 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.77 | $0.77 | $0.39 | $0.48 | $0.36 | $1.07 | $0.31 | $0.17 | $0.08 |
Dividend yield | 2.82% | 3.68% | 2.42% | 3.08% | 2.48% | 5.59% | 1.50% | 0.94% | 0.53% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Emerging Markets Research Enhanced Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Emerging Markets Research Enhanced Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Emerging Markets Research Enhanced Equity Fund was 41.28%, occurring on Oct 24, 2022. Recovery took 726 trading sessions.
The current JPMorgan Emerging Markets Research Enhanced Equity Fund drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -41.28%Oct 2022 | 1y 8mo | 2y 10mo | 4y 7moFeb 2021 - Sep 2025 |
COVID crash2020 | -33.46%Mar 2020 | 2mo 9d | 6mo 23d | 9mo 2dJan 2020 - Oct 2020 |
2026 correction2026 | -13.30%Mar 2026 | 1mo 2d | 25d | 1mo 27dFeb 2026 - Apr 2026 |
2019 correction2019 | -11.15%Aug 2019 | 3mo 24d | 2mo 23d | 6mo 17dApr 2019 - Nov 2019 |
2026 pullback2026 | -9.07%Jun 2026 | 7d | — | 20d 7hJun 2026 - now |
Drawdown Indicators
| EMRSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.28% | -56.78% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -9.10% | -4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -18.90% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -38.59% | -25.43% | -13.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.29% | -1.80% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -10.71% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.03% | +1.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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