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JEMA vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEMA and VEA is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JEMA vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-15.68%
20.90%
JEMA
VEA

Key characteristics

Sharpe Ratio

JEMA:

0.40

VEA:

0.62

Sortino Ratio

JEMA:

0.71

VEA:

0.99

Omega Ratio

JEMA:

1.09

VEA:

1.13

Calmar Ratio

JEMA:

0.29

VEA:

0.80

Martin Ratio

JEMA:

1.34

VEA:

2.41

Ulcer Index

JEMA:

6.00%

VEA:

4.45%

Daily Std Dev

JEMA:

20.31%

VEA:

17.30%

Max Drawdown

JEMA:

-39.50%

VEA:

-60.69%

Current Drawdown

JEMA:

-18.85%

VEA:

-0.60%

Returns By Period

In the year-to-date period, JEMA achieves a 1.71% return, which is significantly lower than VEA's 10.15% return.


JEMA

YTD

1.71%

1M

-1.01%

6M

-2.54%

1Y

6.11%

5Y*

N/A

10Y*

N/A

VEA

YTD

10.15%

1M

2.32%

6M

5.84%

1Y

10.70%

5Y*

11.50%

10Y*

5.54%

*Annualized

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JEMA vs. VEA - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is higher than VEA's 0.05% expense ratio.


Expense ratio chart for JEMA: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEMA: 0.39%
Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%

Risk-Adjusted Performance

JEMA vs. VEA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEMA
The Risk-Adjusted Performance Rank of JEMA is 5050
Overall Rank
The Sharpe Ratio Rank of JEMA is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 5353
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 4747
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 5050
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6969
Overall Rank
The Sharpe Ratio Rank of VEA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEMA vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Developed Markets ETF (VEA). 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.


The chart of Sharpe ratio for JEMA, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
JEMA: 0.40
VEA: 0.62
The chart of Sortino ratio for JEMA, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
JEMA: 0.71
VEA: 0.99
The chart of Omega ratio for JEMA, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
JEMA: 1.09
VEA: 1.13
The chart of Calmar ratio for JEMA, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.00
JEMA: 0.29
VEA: 0.80
The chart of Martin ratio for JEMA, currently valued at 1.34, compared to the broader market0.0020.0040.0060.00
JEMA: 1.34
VEA: 2.41

The current JEMA Sharpe Ratio is 0.40, which is lower than the VEA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of JEMA and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.40
0.62
JEMA
VEA

Dividends

JEMA vs. VEA - Dividend Comparison

JEMA's dividend yield for the trailing twelve months is around 2.40%, less than VEA's 2.98% yield.


TTM20242023202220212020201920182017201620152014
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.40%2.44%2.95%2.68%1.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.98%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

JEMA vs. VEA - Drawdown Comparison

The maximum JEMA drawdown since its inception was -39.50%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for JEMA and VEA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.85%
-0.60%
JEMA
VEA

Volatility

JEMA vs. VEA - Volatility Comparison

JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 12.42% compared to Vanguard FTSE Developed Markets ETF (VEA) at 11.52%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.42%
11.52%
JEMA
VEA