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JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) Sharpe Ratio: 1.80

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The fund invests at least 80% of its net assets in equity securities issued by companies located in emerging markets, including frontier markets. The adviser may also obtain exposure to equity securities indirectly through depositary receipts, ETFs and participatory notes. The adviser will hold securities of 70 to 120 companies. The adviser expects to invest a portion of its assets in securities of developed markets companies that derive, or are expected to derive, a significant portion of their revenues from their operations in emerging or frontier markets.

JOMMX's Sharpe Ratio of 1.80 indicates that for each unit of volatility, it generates 1.80 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JOMMX Sharpe Ratio Rank

JOMMX Sharpe Ratio Rank: 38.038
Below Average

JOMMX ranks above 38.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

JOMMX Sharpe Ratio Market Positioning

The chart shows JOMMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.43 or lower
  • Yellow zone (middle 50%): 1.43 to 2.52
  • Green zone (top 25%): 2.52 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares JOHCM Emerging Markets Small Mid Cap Equity Fund's Sharpe Ratio with other mutual funds in the Emerging Markets Diversified category across multiple time periods, showing how JOMMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DEMIXDelaware Emerging Markets Fund6.75
FQEMXFranklin Templeton SMACS: Series EM6.33
LCSMXMartin Currie SMA-Shares Series EM Fund5.26
GMAQXGMO Emerging Markets ex-China Fund4.49
LVAZXLSV Emerging Markets Equity Fund4.45
LZEMXLazard Emerging Markets Equity Portfolio4.35
FGOMXStrategic Advisers Fidelity Emerging Markets Fund4.34
FSAMXStrategic Advisers Emerging Markets Fund4.32
IEMGXVoya Multi-Manager Emerging Markets Equity Fund4.29
TEDMXTempleton Developing Markets Trust4.22
JOMMXJOHCM Emerging Markets Small Mid Cap Equity Fund1.80

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JOMMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JOMMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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