JEMDX vs. BBTBX
JEMDX (JPMorgan Emerging Markets Debt Fund) and BBTBX (Bridge Builder Core Bond Fund) are both mutual funds - JEMDX is a Emerging Markets Bonds fund managed by JPMorgan, while BBTBX is a Intermediate Core Bond fund managed by Bridge Builder. Over the past 10 years, JEMDX returned 3.26%/yr vs 1.74%/yr for BBTBX. At a 0.36 correlation, their price movements are largely independent. JEMDX charges 0.83%/yr vs 0.13%/yr for BBTBX.
Performance
JEMDX vs. BBTBX - Performance Comparison
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Returns By Period
In the year-to-date period, JEMDX achieves a 3.06% return, which is significantly higher than BBTBX's -0.08% return. Over the past 10 years, JEMDX has outperformed BBTBX with an annualized return of 3.26%, while BBTBX has yielded a comparatively lower 1.74% annualized return.
JEMDX
- 1D
- -0.15%
- 1M
- 2.17%
- YTD
- 3.06%
- 6M
- 3.39%
- 1Y
- 13.95%
- 3Y*
- 10.43%
- 5Y*
- 1.99%
- 10Y*
- 3.26%
BBTBX
- 1D
- 0.11%
- 1M
- 0.72%
- YTD
- -0.08%
- 6M
- 0.18%
- 1Y
- 4.01%
- 3Y*
- 4.17%
- 5Y*
- 0.09%
- 10Y*
- 1.74%
JEMDX vs. BBTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | 3.06% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | -5.82% | 10.25% |
BBTBX Bridge Builder Core Bond Fund | -0.08% | 7.82% | 1.89% | 5.41% | -13.49% | -1.12% | 8.54% | 9.15% | 0.13% | 4.14% |
Correlation
The correlation between JEMDX and BBTBX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2013 | 0.36 |
The correlation between JEMDX and BBTBX shifts across timeframes, from 0.36 (all time) to 0.62 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JEMDX vs. BBTBX — Risk / Return Rank
JEMDX
BBTBX
JEMDX vs. BBTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and Bridge Builder Core Bond Fund (BBTBX). 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.
| JEMDX | BBTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.19 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 1.48 | +1.32 |
| Martin ratioReturn relative to average drawdown | 11.74 | 4.01 | +7.73 |
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Drawdowns
JEMDX vs. BBTBX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, which is greater than BBTBX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for JEMDX and BBTBX.
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Drawdown Indicators
| JEMDX | BBTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -18.54% | -20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -2.97% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -7.10% | -6.32% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -18.54% | -12.29% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | -18.54% | -12.29% |
Current DrawdownCurrent decline from peak | -0.30% | -1.61% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -3.90% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.08% | +0.14% |
Volatility
JEMDX vs. BBTBX - Volatility Comparison
JPMorgan Emerging Markets Debt Fund (JEMDX) and Bridge Builder Core Bond Fund (BBTBX) have volatilities of 1.27% and 1.24%, 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.
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Volatility by Period
| JEMDX | BBTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.24% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 3.05% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.78% | 4.08% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.93% | 5.98% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.15% | 4.94% | +2.21% |
JEMDX vs. BBTBX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is higher than BBTBX's 0.13% expense ratio.
Dividends
JEMDX vs. BBTBX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.84%, more than BBTBX's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBTBX Bridge Builder Core Bond Fund | 4.08% | 4.58% | 3.92% | 2.86% | 2.26% | 2.38% | 4.73% | 3.39% | 3.02% | 2.67% | 0.95% | 0.17% |
JEMDX JPMorgan Emerging Markets Debt Fund | 5.84% | 5.61% | 6.13% | 5.47% | 6.15% | 4.38% | 3.71% | 4.52% | 4.64% | 4.43% | 5.06% | 4.76% |
Frequently Asked Questions
JEMDX and BBTBX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEMDX has higher volatility (1.27%) compared to BBTBX (1.24%). In terms of maximum drawdown, JEMDX dropped -38.84% vs BBTBX's -18.54%.
JEMDX currently has the higher Sharpe Ratio (3.01 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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