JEMA vs. JEMI.L
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L).
JEMA is an actively managed fund by JPMorgan Chase. It was launched on Mar 10, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMA or JEMI.L.
Key characteristics
| JEMA | JEMI.L | |
|---|---|---|
| YTD Return | 10.04% | 10.38% |
| 1Y Return | 18.89% | 14.46% |
| 3Y Return (Ann) | -4.15% | 1.78% |
| Sharpe Ratio | 1.11 | 0.90 |
| Sortino Ratio | 1.65 | 1.34 |
| Omega Ratio | 1.20 | 1.16 |
| Calmar Ratio | 0.60 | 1.04 |
| Martin Ratio | 5.73 | 4.88 |
| Ulcer Index | 3.16% | 3.06% |
| Daily Std Dev | 16.31% | 16.62% |
| Max Drawdown | -39.50% | -43.31% |
| Current Drawdown | -16.91% | -3.57% |
Correlation
The correlation between JEMA and JEMI.L is 0.67, 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.
Performance
JEMA vs. JEMI.L - Performance Comparison
The year-to-date returns for both investments are quite close, with JEMA having a 10.04% return and JEMI.L slightly higher at 10.38%. 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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Risk-Adjusted Performance
JEMA vs. JEMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L). 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
JEMA vs. JEMI.L - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.68%, less than JEMI.L's 4.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.68% | 2.95% | 2.68% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 4.00% | 4.19% | 4.05% | 3.51% | 3.49% | 3.74% | 4.07% | 3.58% | 4.26% | 4.49% | 0.04% | 4.36% |
Drawdowns
JEMA vs. JEMI.L - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, smaller than the maximum JEMI.L drawdown of -43.31%. Use the drawdown chart below to compare losses from any high point for JEMA and JEMI.L. For additional features, visit the drawdowns tool.
Volatility
JEMA vs. JEMI.L - Volatility Comparison
The current volatility for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) is 4.94%, while JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) has a volatility of 6.87%. This indicates that JEMA experiences smaller price fluctuations and is considered to be less risky than JEMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.