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.
Key characteristics
EMRSX | VEMAX | |
---|---|---|
YTD Return | 8.60% | 8.42% |
1Y Return | 13.94% | 14.83% |
3Y Return (Ann) | -4.40% | -1.68% |
5Y Return (Ann) | 4.24% | 5.26% |
Sharpe Ratio | 1.10 | 1.29 |
Daily Std Dev | 13.10% | 11.80% |
Max Drawdown | -41.28% | -66.45% |
Current Drawdown | -20.94% | -12.56% |
Correlation
The correlation between EMRSX and VEMAX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EMRSX vs. VEMAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with EMRSX having a 8.60% return and VEMAX slightly lower at 8.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EMRSX vs. VEMAX - Dividend Comparison
EMRSX's dividend yield for the trailing twelve months is around 2.84%, less than VEMAX's 3.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMorgan Emerging Markets Research Enhanced Equity Fund | 2.84% | 3.09% | 2.48% | 5.59% | 1.50% | 0.94% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Emerging Markets Stock Index Fund Admiral Shares | 3.22% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% | 2.76% |
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. For additional features, visit the drawdowns tool.
Volatility
EMRSX vs. VEMAX - Volatility Comparison
JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) has a higher volatility of 3.31% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.01%. This indicates that EMRSX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.