JEMDX vs. JEPAX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JEMDX vs. JEPAX - Performance Comparison
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JEMDX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.48% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 6.93% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -2.40% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
The year-to-date returns for both investments are quite close, with JEMDX having a -2.48% return and JEPAX slightly higher at -2.40%.
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%
JEPAX
- 1D
- 0.07%
- 1M
- -7.35%
- YTD
- -2.40%
- 6M
- 0.30%
- 1Y
- 4.66%
- 3Y*
- 8.21%
- 5Y*
- 7.30%
- 10Y*
- —
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JEMDX vs. JEPAX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JEMDX vs. JEPAX — Risk / Return Rank
JEMDX
JEPAX
JEMDX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.46 | +1.39 |
Sortino ratioReturn per unit of downside risk | 2.52 | 0.74 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.46 | +1.43 |
Martin ratioReturn relative to average drawdown | 8.37 | 2.14 | +6.23 |
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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.46 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.64 | -0.40 |
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 | 0.51 | +0.15 |
Correlation
The correlation between JEMDX and JEPAX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEMDX vs. JEPAX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.65%, less than JEPAX's 7.45% 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% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.45% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEMDX vs. JEPAX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JEMDX and JEPAX.
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Drawdown Indicators
| JEMDX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -32.69% | -6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -10.43% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -13.74% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | — | — |
Current DrawdownCurrent decline from peak | -5.14% | -7.35% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -3.05% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.23% | -1.07% |
Volatility
JEMDX vs. JEPAX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Debt Fund (JEMDX) is 2.24%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 3.45%. This indicates that JEMDX experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMDX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 3.45% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 6.50% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 13.68% | -8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 11.40% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 15.02% | -7.91% |