PortfoliosLab logoPortfoliosLab logo
JEMDX vs. GMOQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMDX vs. GMOQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Debt Fund (JEMDX) and GMO Emerging Country Debt Fund Class VI (GMOQX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JEMDX vs. GMOQX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JEMDX
JPMorgan Emerging Markets Debt Fund
-2.48%13.87%7.37%10.17%-18.60%-2.42%
GMOQX
GMO Emerging Country Debt Fund Class VI
2.00%22.45%12.60%17.76%-16.26%-2.20%

Returns By Period

In the year-to-date period, JEMDX achieves a -2.48% return, which is significantly lower than GMOQX's 2.00% 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%

GMOQX

1D
-0.26%
1M
-3.29%
YTD
2.00%
6M
8.14%
1Y
20.59%
3Y*
17.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JEMDX vs. GMOQX - Expense Ratio Comparison

JEMDX has a 0.83% expense ratio, which is higher than GMOQX's 0.51% expense ratio.


Return for Risk

JEMDX vs. GMOQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEMDX
JEMDX Risk / Return Rank: 8686
Overall Rank
JEMDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JEMDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JEMDX Omega Ratio Rank: 8989
Omega Ratio Rank
JEMDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
JEMDX Martin Ratio Rank: 8383
Martin Ratio Rank

GMOQX
GMOQX Risk / Return Rank: 9797
Overall Rank
GMOQX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GMOQX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GMOQX Omega Ratio Rank: 9797
Omega Ratio Rank
GMOQX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GMOQX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEMDX vs. GMOQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and GMO Emerging Country Debt Fund Class VI (GMOQX). 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.


JEMDXGMOQXDifference

Sharpe ratio

Return per unit of total volatility

1.84

3.01

-1.17

Sortino ratio

Return per unit of downside risk

2.52

4.39

-1.87

Omega ratio

Gain probability vs. loss probability

1.39

1.71

-0.32

Calmar ratio

Return relative to maximum drawdown

1.88

3.52

-1.63

Martin ratio

Return relative to average drawdown

8.37

18.00

-9.62

JEMDX vs. GMOQX - Sharpe Ratio Comparison

The current JEMDX Sharpe Ratio is 1.84, which is lower than the GMOQX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of JEMDX and GMOQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JEMDXGMOQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

3.01

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.62

+0.03

Correlation

The correlation between JEMDX and GMOQX is 0.87, 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.


Dividends

JEMDX vs. GMOQX - Dividend Comparison

JEMDX's dividend yield for the trailing twelve months is around 5.65%, less than GMOQX's 6.25% yield.


TTM20252024202320222021202020192018201720162015
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%
GMOQX
GMO Emerging Country Debt Fund Class VI
6.25%6.37%6.23%10.36%13.87%7.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JEMDX vs. GMOQX - Drawdown Comparison

The maximum JEMDX drawdown since its inception was -38.84%, which is greater than GMOQX's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for JEMDX and GMOQX.


Loading graphics...

Drawdown Indicators


JEMDXGMOQXDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-31.41%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.14%

-5.71%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

Max Drawdown (10Y)

Largest decline over 10 years

-30.83%

Current Drawdown

Current decline from peak

-5.14%

-3.82%

-1.32%

Average Drawdown

Average peak-to-trough decline

-6.12%

-10.05%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.11%

+0.05%

Volatility

JEMDX vs. GMOQX - Volatility Comparison

JPMorgan Emerging Markets Debt Fund (JEMDX) and GMO Emerging Country Debt Fund Class VI (GMOQX) have volatilities of 2.24% and 2.26%, 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.


Loading graphics...

Volatility by Period


JEMDXGMOQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

2.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

3.92%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

6.72%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

11.01%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

11.01%

-3.90%