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

Correlation

The correlation between JEMA and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-15.68%
48.95%
JEMA
VOO

Key characteristics

Sharpe Ratio

JEMA:

0.40

VOO:

0.54

Sortino Ratio

JEMA:

0.71

VOO:

0.88

Omega Ratio

JEMA:

1.09

VOO:

1.13

Calmar Ratio

JEMA:

0.29

VOO:

0.55

Martin Ratio

JEMA:

1.34

VOO:

2.27

Ulcer Index

JEMA:

6.00%

VOO:

4.55%

Daily Std Dev

JEMA:

20.31%

VOO:

19.19%

Max Drawdown

JEMA:

-39.50%

VOO:

-33.99%

Current Drawdown

JEMA:

-18.85%

VOO:

-9.90%

Returns By Period

In the year-to-date period, JEMA achieves a 1.71% return, which is significantly higher than VOO's -5.74% return.


JEMA

YTD

1.71%

1M

-1.01%

6M

-2.54%

1Y

6.11%

5Y*

N/A

10Y*

N/A

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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JEMA vs. VOO - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

JEMA vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.54
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
VOO: 0.88
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
VOO: 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
VOO: 0.55
The chart of Martin ratio for JEMA, currently valued at 1.34, compared to the broader market0.0020.0040.0060.00
JEMA: 1.34
VOO: 2.27

The current JEMA Sharpe Ratio is 0.40, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JEMA and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.40
0.54
JEMA
VOO

Dividends

JEMA vs. VOO - Dividend Comparison

JEMA's dividend yield for the trailing twelve months is around 2.40%, more than VOO's 1.38% 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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JEMA vs. VOO - Drawdown Comparison

The maximum JEMA drawdown since its inception was -39.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JEMA and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.85%
-9.90%
JEMA
VOO

Volatility

JEMA vs. VOO - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) is 12.42%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that JEMA experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%NovemberDecember2025FebruaryMarchApril
12.42%
13.96%
JEMA
VOO