JEMMX vs. VEMRX
JEMMX (John Hancock Emerging Markets Equity Fund) and VEMRX (Vanguard Emerging Markets Index Fund Institutional Plus Shares) are both Emerging Markets Equities funds. Over the past 10 years, JEMMX returned 6.89%/yr vs 7.63%/yr for VEMRX. Their correlation of 0.94 means they have usually moved in the same direction. JEMMX charges 0.97%/yr vs 0.08%/yr for VEMRX.
Performance
JEMMX vs. VEMRX - Performance Comparison
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Returns By Period
In the year-to-date period, JEMMX achieves a 17.31% return, which is significantly higher than VEMRX's 7.83% return. Over the past 10 years, JEMMX has underperformed VEMRX with an annualized return of 6.89%, while VEMRX has yielded a comparatively higher 7.63% annualized return.
JEMMX
- 1D
- 3.89%
- 1M
- -4.04%
- 6M
- 10.19%
- YTD
- 17.31%
- 1Y
- 31.55%
- 3Y*
- 12.73%
- 5Y*
- 1.05%
- 10Y*
- 6.89%
- ALL TIME*
- 7.60%
VEMRX
- 1D
- 1.69%
- 1M
- -1.72%
- 6M
- 2.69%
- YTD
- 7.83%
- 1Y
- 20.01%
- 3Y*
- 13.74%
- 5Y*
- 5.83%
- 10Y*
- 7.63%
- ALL TIME*
- 4.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JEMMX vs. VEMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMMX John Hancock Emerging Markets Equity Fund | 17.31% | 20.07% | 5.42% | 4.49% | -27.34% | -7.48% | 32.74% | 26.42% | -17.01% | 41.10% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 7.83% | 24.84% | 11.40% | 8.88% | -17.74% | 0.92% | 15.29% | 20.39% | -14.55% | 31.44% |
Correlation
The correlation between JEMMX and VEMRX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.94 |
The correlation between JEMMX and VEMRX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
JEMMX vs. VEMRX — Risk / Return Rank
JEMMX
VEMRX
JEMMX vs. VEMRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Emerging Markets Equity Fund (JEMMX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEMMX | VEMRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.66 | +0.44 |
| Martin ratioReturn relative to average drawdown | 6.45 | 5.54 | +0.90 |
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Drawdowns
JEMMX vs. VEMRX - Drawdown Comparison
The maximum JEMMX drawdown since its inception was -49.23%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for JEMMX and VEMRX.
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Drawdown Indicators
| JEMMX | VEMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.23% | -36.01% | -13.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -11.04% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | -15.74% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -43.34% | -30.65% | -12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -36.01% | -13.22% |
Current DrawdownCurrent decline from peak | -10.66% | -5.42% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -19.40% | -12.73% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 3.30% | +1.25% |
Volatility
JEMMX vs. VEMRX - Volatility Comparison
John Hancock Emerging Markets Equity Fund (JEMMX) has a higher volatility of 10.13% compared to Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) at 5.22%. This indicates that JEMMX's price experiences larger fluctuations and is considered to be riskier than VEMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMMX | VEMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 5.22% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 22.66% | 13.81% | +8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.48% | 15.99% | +8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.59% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 16.50% | +3.23% |
JEMMX vs. VEMRX - Expense Ratio Comparison
JEMMX has a 0.97% expense ratio, which is higher than VEMRX's 0.08% expense ratio.
Dividends
JEMMX vs. VEMRX - Dividend Comparison
JEMMX's dividend yield for the trailing twelve months is around 1.73%, less than VEMRX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMMX John Hancock Emerging Markets Equity Fund | 1.73% | 2.03% | 0.42% | 1.56% | 1.21% | 11.32% | 4.02% | 2.25% | 7.89% | 1.06% | 0.43% | 0.00% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.40% | 2.79% | 3.19% | 3.53% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% |
Frequently Asked Questions
With a correlation of 0.90, JEMMX and VEMRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JEMMX has higher volatility (10.13%) compared to VEMRX (5.22%). In terms of maximum drawdown, JEMMX dropped -49.23% vs VEMRX's -36.01%.
JEMMX currently has the higher Sharpe Ratio (1.20 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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