Correlation
The correlation between EMRSX and VEMAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
EMRSX vs. VEMAX
Compare and contrast key facts about JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
EMRSX is managed by JPMorgan Chase. It was launched on Dec 10, 2018. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMRSX or VEMAX.
Performance
EMRSX vs. VEMAX - Performance Comparison
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Key characteristics
EMRSX:
0.65
VEMAX:
0.73
EMRSX:
0.83
VEMAX:
0.96
EMRSX:
1.11
VEMAX:
1.12
EMRSX:
0.32
VEMAX:
0.53
EMRSX:
1.60
VEMAX:
1.85
EMRSX:
5.48%
VEMAX:
5.27%
EMRSX:
17.13%
VEMAX:
15.89%
EMRSX:
-41.28%
VEMAX:
-66.45%
EMRSX:
-15.23%
VEMAX:
-4.90%
Returns By Period
In the year-to-date period, EMRSX achieves a 9.12% return, which is significantly higher than VEMAX's 6.26% return.
EMRSX
9.12%
3.71%
8.05%
12.02%
4.37%
6.41%
N/A
VEMAX
6.26%
3.58%
5.78%
12.32%
5.92%
7.82%
3.96%
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EMRSX vs. VEMAX - Expense Ratio Comparison
EMRSX has a 0.35% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
EMRSX vs. VEMAX — Risk-Adjusted Performance Rank
EMRSX
VEMAX
EMRSX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
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Dividends
EMRSX vs. VEMAX - Dividend Comparison
EMRSX's dividend yield for the trailing twelve months is around 2.21%, less than VEMAX's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMRSX JPMorgan Emerging Markets Research Enhanced Equity Fund | 2.21% | 2.41% | 3.08% | 2.48% | 5.58% | 1.50% | 0.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.96% | 3.13% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% |
Drawdowns
EMRSX vs. VEMAX - Drawdown Comparison
The maximum EMRSX drawdown since its inception was -41.28%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for EMRSX and VEMAX.
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Volatility
EMRSX vs. VEMAX - Volatility Comparison
JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) have volatilities of 3.66% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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