JEMA vs. SCHY
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Schwab International Dividend Equity ETF (SCHY).
JEMA and SCHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEMA is an actively managed fund by JPMorgan Chase. It was launched on Mar 10, 2021. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMA or SCHY.
Key characteristics
| JEMA | SCHY | |
|---|---|---|
| YTD Return | 10.04% | 2.95% |
| 1Y Return | 18.89% | 13.34% |
| 3Y Return (Ann) | -4.15% | 2.76% |
| Sharpe Ratio | 1.11 | 1.24 |
| Sortino Ratio | 1.65 | 1.78 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 0.60 | 1.62 |
| Martin Ratio | 5.73 | 5.61 |
| Ulcer Index | 3.16% | 2.43% |
| Daily Std Dev | 16.31% | 10.96% |
| Max Drawdown | -39.50% | -24.04% |
| Current Drawdown | -16.91% | -7.08% |
Correlation
The correlation between JEMA and SCHY is 0.71, 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. SCHY - Performance Comparison
In the year-to-date period, JEMA achieves a 10.04% return, which is significantly higher than SCHY's 2.95% return. 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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JEMA vs. SCHY - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Risk-Adjusted Performance
JEMA vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Schwab International Dividend Equity ETF (SCHY). 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. SCHY - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.68%, less than SCHY's 5.99% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.68% | 2.95% | 2.68% | 1.54% |
SCHY Schwab International Dividend Equity ETF | 5.99% | 3.97% | 3.68% | 1.73% |
Drawdowns
JEMA vs. SCHY - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for JEMA and SCHY. For additional features, visit the drawdowns tool.
Volatility
JEMA vs. SCHY - Volatility Comparison
JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 4.94% compared to Schwab International Dividend Equity ETF (SCHY) at 3.63%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.