JEMDX vs. JEPIX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JEMDX vs. JEPIX - Performance Comparison
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JEMDX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.48% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | 0.11% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, JEMDX achieves a -2.48% return, which is significantly lower than JEPIX's -2.35% 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%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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JEMDX vs. JEPIX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
JEMDX vs. JEPIX — Risk / Return Rank
JEMDX
JEPIX
JEMDX vs. JEPIX - 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 I (JEPIX). 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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.48 | +1.36 |
Sortino ratioReturn per unit of downside risk | 2.52 | 0.78 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.49 | +1.40 |
Martin ratioReturn relative to average drawdown | 8.37 | 2.28 | +6.09 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.48 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.67 | -0.42 |
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 | 0.47 | +0.19 |
Correlation
The correlation between JEMDX and JEPIX 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. JEPIX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.65%, less than JEPIX's 7.69% 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% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEMDX vs. JEPIX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JEMDX and JEPIX.
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Drawdown Indicators
| JEMDX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -32.63% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -10.49% | +5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -13.67% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | — | — |
Current DrawdownCurrent decline from peak | -5.14% | -7.28% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -3.19% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.24% | -1.08% |
Volatility
JEMDX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Debt Fund (JEMDX) is 2.24%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that JEMDX experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMDX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 3.47% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 6.47% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 13.70% | -8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 11.39% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 14.84% | -7.73% |