JEMA vs. VWO
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Emerging Markets ETF (VWO).
JEMA and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMA or VWO.
Key characteristics
| JEMA | VWO | |
|---|---|---|
| YTD Return | 10.04% | 14.73% |
| 1Y Return | 18.89% | 23.16% |
| 3Y Return (Ann) | -4.15% | 0.04% |
| Sharpe Ratio | 1.11 | 1.48 |
| Sortino Ratio | 1.65 | 2.13 |
| Omega Ratio | 1.20 | 1.27 |
| Calmar Ratio | 0.60 | 0.88 |
| Martin Ratio | 5.73 | 8.41 |
| Ulcer Index | 3.16% | 2.62% |
| Daily Std Dev | 16.31% | 14.87% |
| Max Drawdown | -39.50% | -67.68% |
| Current Drawdown | -16.91% | -7.65% |
Correlation
The correlation between JEMA and VWO is 0.97, 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. VWO - Performance Comparison
In the year-to-date period, JEMA achieves a 10.04% return, which is significantly lower than VWO's 14.73% 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. VWO - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
JEMA vs. VWO - 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 Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.68%, more than VWO's 2.58% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.58% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
JEMA vs. VWO - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for JEMA and VWO. For additional features, visit the drawdowns tool.
Volatility
JEMA vs. VWO - Volatility Comparison
JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.94% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.