JEMI.L vs. JEMA
Compare and contrast key facts about JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA).
JEMA is an actively managed fund by JPMorgan Chase. It was launched on Mar 10, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMI.L or JEMA.
Key characteristics
| JEMI.L | JEMA | |
|---|---|---|
| YTD Return | 10.38% | 10.04% |
| 1Y Return | 14.46% | 18.89% |
| 3Y Return (Ann) | 1.78% | -4.15% |
| Sharpe Ratio | 0.90 | 1.11 |
| Sortino Ratio | 1.34 | 1.65 |
| Omega Ratio | 1.16 | 1.20 |
| Calmar Ratio | 1.04 | 0.60 |
| Martin Ratio | 4.88 | 5.73 |
| Ulcer Index | 3.06% | 3.16% |
| Daily Std Dev | 16.62% | 16.31% |
| Max Drawdown | -43.31% | -39.50% |
| Current Drawdown | -3.57% | -16.91% |
Correlation
The correlation between JEMI.L and JEMA is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JEMI.L vs. JEMA - Performance Comparison
The year-to-date returns for both stocks are quite close, with JEMI.L having a 10.38% return and JEMA slightly lower at 10.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JEMI.L vs. JEMA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). 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.
Dividends
JEMI.L vs. JEMA - Dividend Comparison
JEMI.L's dividend yield for the trailing twelve months is around 4.00%, more than JEMA's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 4.00% | 4.19% | 4.05% | 3.51% | 3.49% | 3.74% | 4.07% | 3.58% | 4.26% | 4.49% | 0.04% | 4.36% |
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.68% | 2.95% | 2.68% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEMI.L vs. JEMA - Drawdown Comparison
The maximum JEMI.L drawdown since its inception was -43.31%, which is greater than JEMA's maximum drawdown of -39.50%. Use the drawdown chart below to compare losses from any high point for JEMI.L and JEMA. For additional features, visit the drawdowns tool.
Volatility
JEMI.L vs. JEMA - Volatility Comparison
JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) has a higher volatility of 6.87% compared to JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) at 4.94%. This indicates that JEMI.L's price experiences larger fluctuations and is considered to be riskier than JEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.