JEMDX vs. SEEGX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Large Cap Growth Fund (SEEGX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. SEEGX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JEMDX vs. SEEGX - Performance Comparison
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JEMDX vs. SEEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.03% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | -5.82% | 10.25% |
SEEGX JPMorgan Large Cap Growth Fund | -8.55% | 14.08% | 35.14% | 34.62% | -25.40% | 18.17% | 56.02% | 39.13% | 0.50% | 38.03% |
Returns By Period
In the year-to-date period, JEMDX achieves a -2.03% return, which is significantly higher than SEEGX's -8.55% return. Over the past 10 years, JEMDX has underperformed SEEGX with an annualized return of 3.04%, while SEEGX has yielded a comparatively higher 17.94% annualized return.
JEMDX
- 1D
- 0.47%
- 1M
- -3.87%
- YTD
- -2.03%
- 6M
- 1.81%
- 1Y
- 9.84%
- 3Y*
- 9.17%
- 5Y*
- 1.70%
- 10Y*
- 3.04%
SEEGX
- 1D
- 3.47%
- 1M
- -4.89%
- YTD
- -8.55%
- 6M
- -10.48%
- 1Y
- 12.37%
- 3Y*
- 20.26%
- 5Y*
- 10.43%
- 10Y*
- 17.94%
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JEMDX vs. SEEGX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is higher than SEEGX's 0.69% expense ratio.
Return for Risk
JEMDX vs. SEEGX — Risk / Return Rank
JEMDX
SEEGX
JEMDX vs. SEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Large Cap Growth Fund (SEEGX). 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 | SEEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.62 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.69 | 1.03 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.14 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.79 | +1.19 |
Martin ratioReturn relative to average drawdown | 8.54 | 2.40 | +6.13 |
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 | SEEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.62 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.52 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.83 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.55 | +0.11 |
Correlation
The correlation between JEMDX and SEEGX 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. SEEGX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.63%, less than SEEGX's 12.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | 5.63% | 5.61% | 6.13% | 5.47% | 6.15% | 4.38% | 3.71% | 4.52% | 4.64% | 4.43% | 5.06% | 4.76% |
SEEGX JPMorgan Large Cap Growth Fund | 12.51% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
Drawdowns
JEMDX vs. SEEGX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, smaller than the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for JEMDX and SEEGX.
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Drawdown Indicators
| JEMDX | SEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -62.09% | +23.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -16.82% | +11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -31.23% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | -31.85% | +1.02% |
Current DrawdownCurrent decline from peak | -4.70% | -13.93% | +9.23% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -16.97% | +10.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 5.55% | -4.36% |
Volatility
JEMDX vs. SEEGX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Debt Fund (JEMDX) is 2.31%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 6.47%. This indicates that JEMDX experiences smaller price fluctuations and is considered to be less risky than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMDX | SEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 6.47% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 12.54% | -9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 21.14% | -15.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 20.26% | -13.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 21.57% | -14.46% |