JEMDX vs. AMAPX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and Amana Participation Fund (AMAPX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. AMAPX is managed by Amana. It was launched on Sep 27, 2015.
Performance
JEMDX vs. AMAPX - Performance Comparison
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JEMDX vs. AMAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.48% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | -5.82% | 10.25% |
AMAPX Amana Participation Fund | -1.66% | 5.98% | 3.77% | 2.09% | -5.27% | 0.49% | 5.35% | 6.61% | 0.08% | 2.56% |
Returns By Period
In the year-to-date period, JEMDX achieves a -2.48% return, which is significantly lower than AMAPX's -1.66% return. Over the past 10 years, JEMDX has outperformed AMAPX with an annualized return of 2.99%, while AMAPX has yielded a comparatively lower 2.09% annualized return.
JEMDX
- 1D
- -0.31%
- 1M
- -4.88%
- YTD
- -2.48%
- 6M
- 1.33%
- 1Y
- 9.86%
- 3Y*
- 9.00%
- 5Y*
- 1.69%
- 10Y*
- 2.99%
AMAPX
- 1D
- 0.00%
- 1M
- -2.51%
- YTD
- -1.66%
- 6M
- -0.66%
- 1Y
- 2.49%
- 3Y*
- 3.09%
- 5Y*
- 1.12%
- 10Y*
- 2.09%
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JEMDX vs. AMAPX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is higher than AMAPX's 0.78% expense ratio.
Return for Risk
JEMDX vs. AMAPX — Risk / Return Rank
JEMDX
AMAPX
JEMDX vs. AMAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and Amana Participation Fund (AMAPX). 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.
| JEMDX | AMAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.36 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.52 | 2.07 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.17 | +0.72 |
Martin ratioReturn relative to average drawdown | 8.37 | 5.20 | +3.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEMDX | AMAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.36 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.55 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 1.08 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.06 | -0.40 |
Correlation
The correlation between JEMDX and AMAPX is 0.48, 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.
Dividends
JEMDX vs. AMAPX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.65%, more than AMAPX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | 5.65% | 5.61% | 6.13% | 5.47% | 6.15% | 4.38% | 3.71% | 4.52% | 4.64% | 4.43% | 5.06% | 4.76% |
AMAPX Amana Participation Fund | 3.41% | 3.52% | 3.15% | 2.25% | 1.30% | 1.55% | 1.95% | 2.45% | 2.62% | 2.14% | 2.14% | 0.00% |
Drawdowns
JEMDX vs. AMAPX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for JEMDX and AMAPX.
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Drawdown Indicators
| JEMDX | AMAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -7.75% | -31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -2.51% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -7.75% | -23.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | -7.75% | -23.08% |
Current DrawdownCurrent decline from peak | -5.14% | -2.51% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -1.57% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.56% | +0.60% |
Volatility
JEMDX vs. AMAPX - Volatility Comparison
JPMorgan Emerging Markets Debt Fund (JEMDX) has a higher volatility of 2.24% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that JEMDX's price experiences larger fluctuations and is considered to be riskier than AMAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMDX | AMAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 0.70% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 1.16% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 2.08% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 2.06% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 1.95% | +5.16% |