JEMI.L vs. VTI
Compare and contrast key facts about JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMI.L or VTI.
Key characteristics
| JEMI.L | VTI | |
|---|---|---|
| YTD Return | 9.56% | 24.89% |
| 1Y Return | 13.61% | 37.66% |
| 3Y Return (Ann) | 1.76% | 8.22% |
| 5Y Return (Ann) | 4.66% | 15.13% |
| 10Y Return (Ann) | 5.42% | 12.82% |
| Sharpe Ratio | 0.86 | 3.01 |
| Sortino Ratio | 1.28 | 4.02 |
| Omega Ratio | 1.16 | 1.56 |
| Calmar Ratio | 0.98 | 4.08 |
| Martin Ratio | 4.62 | 19.62 |
| Ulcer Index | 3.05% | 1.94% |
| Daily Std Dev | 16.41% | 12.66% |
| Max Drawdown | -43.31% | -55.45% |
| Current Drawdown | -4.29% | 0.00% |
Correlation
The correlation between JEMI.L and VTI is 0.34, 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.
Performance
JEMI.L vs. VTI - Performance Comparison
In the year-to-date period, JEMI.L achieves a 9.56% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, JEMI.L has underperformed VTI with an annualized return of 5.42%, while VTI has yielded a comparatively higher 12.82% annualized return. 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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
JEMI.L's dividend yield for the trailing twelve months is around 4.03%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 4.03% | 4.19% | 4.05% | 3.51% | 3.49% | 3.74% | 4.07% | 3.58% | 4.26% | 4.49% | 0.04% | 4.36% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JEMI.L vs. VTI - Drawdown Comparison
The maximum JEMI.L drawdown since its inception was -43.31%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JEMI.L and VTI. For additional features, visit the drawdowns tool.
Volatility
JEMI.L vs. VTI - Volatility Comparison
JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) has a higher volatility of 5.56% compared to Vanguard Total Stock Market ETF (VTI) at 4.12%. This indicates that JEMI.L's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.