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JEMSX vs. BBCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMSX vs. BBCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Bridge Builder Core Plus Bond Fund (BBCPX). The values are adjusted to include any dividend payments, if applicable.

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JEMSX vs. BBCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
4.16%40.13%3.39%7.21%-25.77%-10.36%34.73%31.96%-16.02%42.49%
BBCPX
Bridge Builder Core Plus Bond Fund
-1.07%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%4.20%

Returns By Period

In the year-to-date period, JEMSX achieves a 4.16% return, which is significantly higher than BBCPX's -1.07% return. Over the past 10 years, JEMSX has outperformed BBCPX with an annualized return of 9.37%, while BBCPX has yielded a comparatively lower 2.34% annualized return.


JEMSX

1D
3.16%
1M
-8.45%
YTD
4.16%
6M
9.01%
1Y
39.91%
3Y*
15.49%
5Y*
1.53%
10Y*
9.37%

BBCPX

1D
0.23%
1M
-2.21%
YTD
-1.07%
6M
0.25%
1Y
4.34%
3Y*
4.35%
5Y*
0.80%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEMSX vs. BBCPX - Expense Ratio Comparison

JEMSX has a 0.99% expense ratio, which is higher than BBCPX's 0.15% expense ratio.


Return for Risk

JEMSX vs. BBCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEMSX
JEMSX Risk / Return Rank: 9292
Overall Rank
JEMSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JEMSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JEMSX Omega Ratio Rank: 8888
Omega Ratio Rank
JEMSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JEMSX Martin Ratio Rank: 9494
Martin Ratio Rank

BBCPX
BBCPX Risk / Return Rank: 4747
Overall Rank
BBCPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 3535
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEMSX vs. BBCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Bridge Builder Core Plus Bond Fund (BBCPX). 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.


JEMSXBBCPXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.00

+1.04

Sortino ratio

Return per unit of downside risk

2.65

1.42

+1.23

Omega ratio

Gain probability vs. loss probability

1.39

1.18

+0.21

Calmar ratio

Return relative to maximum drawdown

3.18

1.48

+1.70

Martin ratio

Return relative to average drawdown

12.72

4.89

+7.84

JEMSX vs. BBCPX - Sharpe Ratio Comparison

The current JEMSX Sharpe Ratio is 2.05, which is higher than the BBCPX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of JEMSX and BBCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEMSXBBCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.00

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.14

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.52

-0.25

Correlation

The correlation between JEMSX and BBCPX is 0.03, 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

JEMSX vs. BBCPX - Dividend Comparison

JEMSX's dividend yield for the trailing twelve months is around 1.21%, less than BBCPX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
1.21%1.26%1.41%1.45%0.37%3.80%0.09%0.76%0.87%0.39%0.66%0.67%
BBCPX
Bridge Builder Core Plus Bond Fund
4.05%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%0.00%

Drawdowns

JEMSX vs. BBCPX - Drawdown Comparison

The maximum JEMSX drawdown since its inception was -62.07%, which is greater than BBCPX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for JEMSX and BBCPX.


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Drawdown Indicators


JEMSXBBCPXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-18.25%

-43.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-3.41%

-9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-18.25%

-26.67%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-18.25%

-31.34%

Current Drawdown

Current decline from peak

-9.80%

-2.64%

-7.16%

Average Drawdown

Average peak-to-trough decline

-21.79%

-3.82%

-17.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

1.03%

+2.11%

Volatility

JEMSX vs. BBCPX - Volatility Comparison

JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 9.78% compared to Bridge Builder Core Plus Bond Fund (BBCPX) at 1.79%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than BBCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEMSXBBCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

1.79%

+7.99%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

2.92%

+11.80%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

4.76%

+15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

5.95%

+12.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

4.86%

+14.38%