PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JEMA vs. JIDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JEMAJIDA

Correlation

-0.50.00.51.00.7

The correlation between JEMA and JIDA is 0.70, 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

JEMA vs. JIDA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
13.60%
0
JEMA
JIDA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan ActiveBuilders Emerging Markets Equity ETF

JPMorgan ActiveBuilders International Equity ETF

JEMA vs. JIDA - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is higher than JIDA's 0.25% expense ratio.


JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
Expense ratio chart for JEMA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

JEMA vs. JIDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan ActiveBuilders International Equity ETF (JIDA). 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.


JEMA
Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.000.53
Sortino ratio
The chart of Sortino ratio for JEMA, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.000.85
Omega ratio
The chart of Omega ratio for JEMA, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for JEMA, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.000.25
Martin ratio
The chart of Martin ratio for JEMA, currently valued at 1.28, compared to the broader market0.0020.0040.0060.001.29
JIDA
Sharpe ratio
The chart of Sharpe ratio for JIDA, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00-0.24
Sortino ratio
The chart of Sortino ratio for JIDA, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.00-0.28
Omega ratio
The chart of Omega ratio for JIDA, currently valued at 0.95, compared to the broader market0.501.001.502.002.500.95
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00-0.18
Martin ratio
The chart of Martin ratio for JIDA, currently valued at -0.40, compared to the broader market0.0020.0040.0060.00-0.40

JEMA vs. JIDA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.53
-0.24
JEMA
JIDA

Dividends

JEMA vs. JIDA - Dividend Comparison

JEMA's dividend yield for the trailing twelve months is around 2.92%, while JIDA has not paid dividends to shareholders.


TTM202320222021
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.92%2.95%2.69%1.54%
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%

Drawdowns

JEMA vs. JIDA - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-21.91%
-8.73%
JEMA
JIDA

Volatility

JEMA vs. JIDA - Volatility Comparison

JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 3.88% compared to JPMorgan ActiveBuilders International Equity ETF (JIDA) at 0.00%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than JIDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.88%
0
JEMA
JIDA