DEMCX vs. JEMSX
DEMCX (Nomura Emerging Markets Fund Class C) and JEMSX (JPMorgan Emerging Markets Equity Fund Class I) are both Emerging Markets Equities funds. Over the past 10 years, DEMCX returned 16.80%/yr vs 9.80%/yr for JEMSX. Their correlation of 0.87 means they have usually moved in the same direction. DEMCX charges 2.17%/yr vs 0.99%/yr for JEMSX.
Performance
DEMCX vs. JEMSX - Performance Comparison
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Returns By Period
In the year-to-date period, DEMCX achieves a 67.60% return, which is significantly higher than JEMSX's 20.99% return. Over the past 10 years, DEMCX has outperformed JEMSX with an annualized return of 16.80%, while JEMSX has yielded a comparatively lower 9.80% annualized return.
DEMCX
- 1D
- 8.32%
- 1M
- -18.28%
- 6M
- 33.85%
- YTD
- 67.60%
- 1Y
- 153.43%
- 3Y*
- 49.76%
- 5Y*
- 21.94%
- 10Y*
- 16.80%
- ALL TIME*
- 9.70%
JEMSX
- 1D
- 4.24%
- 1M
- -4.53%
- 6M
- 9.76%
- YTD
- 20.99%
- 1Y
- 45.52%
- 3Y*
- 19.45%
- 5Y*
- 5.56%
- 10Y*
- 9.80%
- ALL TIME*
- 5.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DEMCX vs. JEMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEMCX Nomura Emerging Markets Fund Class C | 67.60% | 84.86% | 5.47% | 16.47% | -29.38% | -3.05% | 24.55% | 23.16% | -17.94% | 40.59% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 20.99% | 40.13% | 3.39% | 7.21% | -25.77% | -10.36% | 34.73% | 31.96% | -16.02% | 42.49% |
Correlation
The correlation between DEMCX and JEMSX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 1996 | 0.87 |
The correlation between DEMCX and JEMSX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
DEMCX vs. JEMSX — Risk / Return Rank
DEMCX
JEMSX
DEMCX vs. JEMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Emerging Markets Fund Class C (DEMCX) and JPMorgan Emerging Markets Equity Fund Class I (JEMSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DEMCX | JEMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.90 | +1.08 |
| Martin ratioReturn relative to average drawdown | 16.56 | 10.28 | +6.28 |
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Drawdowns
DEMCX vs. JEMSX - Drawdown Comparison
The maximum DEMCX drawdown since its inception was -63.54%, roughly equal to the maximum JEMSX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for DEMCX and JEMSX.
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Drawdown Indicators
| DEMCX | JEMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.54% | -62.07% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -36.58% | -14.85% | -21.73% |
Max Drawdown (3Y)Largest decline over 3 years | -36.58% | -15.10% | -21.48% |
Max Drawdown (5Y)Largest decline over 5 years | -38.96% | -43.40% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -47.21% | -49.59% | +2.38% |
Current DrawdownCurrent decline from peak | -31.31% | -11.24% | -20.07% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -21.61% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.76% | 4.18% | +4.58% |
Volatility
DEMCX vs. JEMSX - Volatility Comparison
Nomura Emerging Markets Fund Class C (DEMCX) has a higher volatility of 25.07% compared to JPMorgan Emerging Markets Equity Fund Class I (JEMSX) at 10.61%. This indicates that DEMCX's price experiences larger fluctuations and is considered to be riskier than JEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEMCX | JEMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.07% | 10.61% | +14.46% |
Volatility (6M)Calculated over the trailing 6-month period | 49.53% | 22.38% | +27.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.91% | 24.77% | +28.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 20.23% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 19.91% | +5.88% |
DEMCX vs. JEMSX - Expense Ratio Comparison
DEMCX has a 2.17% expense ratio, which is higher than JEMSX's 0.99% expense ratio.
Dividends
DEMCX vs. JEMSX - Dividend Comparison
DEMCX's dividend yield for the trailing twelve months is around 12.22%, more than JEMSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMCX Nomura Emerging Markets Fund Class C | 12.22% | 20.47% | 1.09% | 2.03% | 0.69% | 2.58% | 0.61% | 0.00% | 0.00% | 1.03% | 0.08% | 0.00% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.04% | 1.26% | 1.41% | 1.45% | 0.37% | 3.80% | 0.09% | 0.76% | 0.87% | 0.39% | 0.66% | 0.67% |
Frequently Asked Questions
DEMCX and JEMSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEMCX has higher volatility (25.07%) compared to JEMSX (10.61%). In terms of maximum drawdown, DEMCX dropped -63.54% vs JEMSX's -62.07%.
DEMCX currently has the higher Sharpe Ratio (2.75 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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