JPMorgan Emerging Markets Debt Fund (JEMDX)

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JPMorgan Emerging Markets Debt Fund (JEMDX) is up 3.2% since the beginning of the year. JEMDX is currently trading at $7 per share. Investors who bought $1,000 worth of JEMDX shares 5 years ago would now be looking at an investment worth $1,102.

JPMorgan Emerging Markets Debt Fund (JEMDX) has returned 3.22% so far this year and 14.49% over the past 12 months. Over the last ten years, JEMDX has returned 3.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Apr 17, 1997, JEMDX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2022 with a return of +8.9%, while the worst month was Aug 1998 at -27.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JEMDX closed higher 48% of trading days. The best single day was Nov 5, 1998 with a return of +7.5%, while the worst single day was Aug 27, 1998 at -8.5%.

JPMorgan Emerging Markets Debt Fund has an annualized alpha of 5.06%, beta of 0.16, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since April 17, 1997.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.10%) than losses (48.07%) - typical of diversified or defensive assets.
• Beta of 0.16 may look defensive, but with R2 of 0.11 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.11 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

JEMDX has an expense ratio of 0.83%, placing it in the medium range.

JEMDX ranks 81 for risk / return — in the top 81% 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.

JPMorgan Emerging Markets Debt Fund provided a 5.83% dividend yield over the last twelve months, with an annual payout of $0.39 per share.

The table displays the monthly dividend distributions for JPMorgan Emerging Markets Debt Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the JPMorgan Emerging Markets Debt 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 Debt Fund was 38.84%, occurring on Oct 24, 2008. Recovery took 337 trading sessions.

The current JPMorgan Emerging Markets Debt Fund drawdown is 0.15%.

The chart below shows the rolling one-month volatility.