JEMSX vs. CNWIX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Calamos Evolving World Growth Fund Class I (CNWIX).
JEMSX is managed by JPMorgan. CNWIX is managed by Calamos.
Performance
JEMSX vs. CNWIX - Performance Comparison
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JEMSX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CNWIX Calamos Evolving World Growth Fund Class I | 7.40% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
Returns By Period
In the year-to-date period, JEMSX achieves a 4.16% return, which is significantly lower than CNWIX's 7.40% return. Over the past 10 years, JEMSX has outperformed CNWIX with an annualized return of 9.37%, while CNWIX has yielded a comparatively lower 8.63% 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%
CNWIX
- 1D
- 2.49%
- 1M
- -13.56%
- YTD
- 7.40%
- 6M
- 5.59%
- 1Y
- 30.77%
- 3Y*
- 14.38%
- 5Y*
- 2.25%
- 10Y*
- 8.63%
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JEMSX vs. CNWIX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is lower than CNWIX's 1.05% expense ratio.
Return for Risk
JEMSX vs. CNWIX — Risk / Return Rank
JEMSX
CNWIX
JEMSX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Calamos Evolving World Growth Fund Class I (CNWIX). 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.
| JEMSX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 1.53 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.96 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.87 | +1.31 |
Martin ratioReturn relative to average drawdown | 12.72 | 7.15 | +5.57 |
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
| JEMSX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.53 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.13 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.36 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.27 | 0.00 |
Correlation
The correlation between JEMSX and CNWIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEMSX vs. CNWIX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.21%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
Drawdowns
JEMSX vs. CNWIX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for JEMSX and CNWIX.
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Drawdown Indicators
| JEMSX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -43.57% | -18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -16.28% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -37.47% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -43.57% | -6.02% |
Current DrawdownCurrent decline from peak | -9.80% | -14.20% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -16.56% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.26% | -1.12% |
Volatility
JEMSX vs. CNWIX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) is 9.78%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 11.15%. This indicates that JEMSX experiences smaller price fluctuations and is considered to be less risky than CNWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 11.15% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 17.00% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 20.27% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 17.56% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 24.08% | -4.84% |