JEMA vs. VEXC
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds. JEMA is actively managed, while VEXC is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. JEMA charges 0.39%/yr vs 0.07%/yr for VEXC.
Performance
JEMA vs. VEXC - Performance Comparison
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Returns By Period
In the year-to-date period, JEMA achieves a 29.43% return, which is significantly higher than VEXC's 19.61% return.
JEMA
- 1D
- 1.14%
- 1M
- 0.47%
- YTD
- 29.43%
- 6M
- 29.96%
- 1Y
- 52.35%
- 3Y*
- 23.95%
- 5Y*
- 6.89%
- 10Y*
- —
VEXC
- 1D
- -0.14%
- 1M
- 0.34%
- YTD
- 19.61%
- 6M
- 20.32%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEMA vs. VEXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 29.43% | 5.15% |
VEXC Vanguard Emerging Markets Ex-China ETF | 19.61% | 4.50% |
Correlation
The correlation between JEMA and VEXC is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 2, 2025 | 0.90 |
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Return for Risk
JEMA vs. VEXC — Risk / Return Rank
JEMA
VEXC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEMA vs. VEXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEMA | VEXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | — | — |
| Martin ratioReturn relative to average drawdown | 15.47 | — | — |
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Drawdowns
JEMA vs. VEXC - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for JEMA and VEXC.
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Drawdown Indicators
| JEMA | VEXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.50% | -12.42% | -27.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.39% | — | — |
Current DrawdownCurrent decline from peak | -4.28% | -4.18% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -2.25% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | — | — |
Volatility
JEMA vs. VEXC - Volatility Comparison
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Volatility by Period
| JEMA | VEXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 20.19% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 20.19% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 20.19% | -0.77% |
JEMA vs. VEXC - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is higher than VEXC's 0.07% expense ratio.
Dividends
JEMA vs. VEXC - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.26%, more than VEXC's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.26% | 2.93% | 2.44% | 2.95% | 2.69% | 1.54% |
VEXC Vanguard Emerging Markets Ex-China ETF | 1.44% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEMA and VEXC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEXC is cheaper with a 0.07% expense ratio, compared with 0.39% for JEMA.
JEMA has the higher dividend yield at 2.26%, compared with 1.44% for VEXC.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.39% for JEMA and 0.07% for VEXC.
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