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JPMorgan Emerging Markets Equity Fund Class R6 (JE...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
JPMorgan
Inception Date
Dec 23, 2013
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Emerging Markets Equity Fund Class R6, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) has returned 1.00% so far this year and 36.49% over the past 12 months. Over the last ten years, JEMWX has returned 9.25% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


JPMorgan Emerging Markets Equity Fund Class R6

1D
-1.15%
1M
-11.70%
YTD
1.00%
6M
6.27%
1Y
36.49%
3Y*
14.52%
5Y*
1.52%
10Y*
9.25%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2014, JEMWX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +17.6%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JEMWX closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.25%3.75%-11.70%1.00%
20253.14%-0.45%1.19%0.60%5.66%6.43%0.87%3.48%8.75%4.01%-1.81%3.02%40.40%
2024-4.35%4.61%2.49%-1.45%1.63%2.98%-0.96%1.38%4.06%-3.23%-2.58%-0.58%3.61%
202310.07%-6.34%1.93%-1.39%-1.79%4.65%3.64%-6.80%-3.74%-2.66%7.49%3.66%7.42%
2022-4.92%-7.49%-4.42%-6.82%0.94%-4.66%1.12%-1.31%-11.01%-3.02%17.62%-2.58%-25.61%
20212.75%-1.11%-3.80%2.25%1.82%1.52%-7.56%3.83%-4.74%0.89%-5.17%-0.63%-10.20%

Benchmark Metrics

JPMorgan Emerging Markets Equity Fund Class R6 has an annualized alpha of -1.21%, beta of 0.81, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.

  • This fund participated in 92.89% of S&P 500 Index downside but only 77.11% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.21%
Beta
0.81
0.57
Upside Capture
77.11%
Downside Capture
92.89%

Expense Ratio

JEMWX has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JEMWX ranks 89 for risk / return — in the top 89% 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.


JEMWX Risk / Return Rank: 8989
Overall Rank
JEMWX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JEMWX Sortino Ratio Rank: 8787
Sortino Ratio Rank
JEMWX Omega Ratio Rank: 8585
Omega Ratio Rank
JEMWX Calmar Ratio Rank: 9191
Calmar Ratio Rank
JEMWX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and compare them to a chosen benchmark (S&P 500 Index).


JEMWXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.90

+0.94

Sortino ratio

Return per unit of downside risk

2.40

1.39

+1.02

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.64

1.40

+1.24

Martin ratio

Return relative to average drawdown

10.77

6.61

+4.16

Explore JEMWX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

JPMorgan Emerging Markets Equity Fund Class R6 provided a 1.41% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.60$0.60$0.49$0.50$0.19$1.52$0.08$0.29$0.26$0.16$0.19$0.21

Dividend yield

1.41%1.42%1.63%1.67%0.67%4.01%0.18%0.88%1.05%0.55%0.89%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Emerging Markets Equity Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$0.60$0.60
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.52$1.52

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 Equity Fund Class R6. 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 Equity Fund Class R6 was 49.42%, occurring on Oct 24, 2022. Recovery took 816 trading sessions.

The current JPMorgan Emerging Markets Equity Fund Class R6 drawdown is 12.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.42%Feb 17, 2021426Oct 24, 2022816Jan 27, 20261242
-33.81%Sep 8, 2014346Jan 21, 2016322May 2, 2017668
-31.8%Jan 21, 202044Mar 23, 202074Jul 8, 2020118
-27.33%Jan 29, 2018191Oct 29, 2018283Dec 13, 2019474
-12.55%Feb 26, 202623Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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