JEMA vs. VOOG
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard S&P 500 Growth ETF (VOOG).
JEMA and VOOG 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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMA or VOOG.
Key characteristics
| JEMA | VOOG | |
|---|---|---|
| YTD Return | 10.04% | 35.27% |
| 1Y Return | 18.89% | 46.56% |
| 3Y Return (Ann) | -4.15% | 8.15% |
| Sharpe Ratio | 1.11 | 2.66 |
| Sortino Ratio | 1.65 | 3.40 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 0.60 | 2.74 |
| Martin Ratio | 5.73 | 14.13 |
| Ulcer Index | 3.16% | 3.21% |
| Daily Std Dev | 16.31% | 17.04% |
| Max Drawdown | -39.50% | -32.73% |
| Current Drawdown | -16.91% | 0.00% |
Correlation
The correlation between JEMA and VOOG is 0.60, 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.
Performance
JEMA vs. VOOG - Performance Comparison
In the year-to-date period, JEMA achieves a 10.04% return, which is significantly lower than VOOG's 35.27% 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. VOOG - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
JEMA vs. VOOG - 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 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.68%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.68% | 2.95% | 2.68% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
JEMA vs. VOOG - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JEMA and VOOG. For additional features, visit the drawdowns tool.
Volatility
JEMA vs. VOOG - Volatility Comparison
The current volatility for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) is 4.94%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that JEMA experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.