JEMSX vs. FEDTX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX).
JEMSX is managed by JPMorgan. FEDTX is managed by Fidelity. It was launched on Nov 1, 2011.
Performance
JEMSX vs. FEDTX - Performance Comparison
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JEMSX vs. FEDTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 5.91% | 40.13% | 3.39% | 7.21% | -25.77% | -10.36% | 34.73% | 31.96% | -16.02% | 42.49% |
FEDTX Fidelity Advisor Emerging Markets Discovery Fund Class M | 7.08% | 31.19% | -4.16% | 20.12% | -12.35% | 6.05% | 16.31% | 18.91% | -19.40% | 36.42% |
Returns By Period
In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly lower than FEDTX's 7.08% return. Both investments have delivered pretty close results over the past 10 years, with JEMSX having a 9.55% annualized return and FEDTX not far behind at 9.28%.
JEMSX
- 1D
- 1.68%
- 1M
- -2.11%
- YTD
- 5.91%
- 6M
- 10.14%
- 1Y
- 42.04%
- 3Y*
- 16.13%
- 5Y*
- 1.87%
- 10Y*
- 9.55%
FEDTX
- 1D
- 1.04%
- 1M
- -1.64%
- YTD
- 7.08%
- 6M
- 12.86%
- 1Y
- 36.61%
- 3Y*
- 15.46%
- 5Y*
- 7.49%
- 10Y*
- 9.28%
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JEMSX vs. FEDTX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is lower than FEDTX's 1.76% expense ratio.
Return for Risk
JEMSX vs. FEDTX — Risk / Return Rank
JEMSX
FEDTX
JEMSX vs. FEDTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX). 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 | FEDTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 2.62 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.74 | 3.25 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.50 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.87 | -0.46 |
Martin ratioReturn relative to average drawdown | 13.46 | 14.73 | -1.27 |
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 | FEDTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.62 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.54 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.49 | -0.22 |
Correlation
The correlation between JEMSX and FEDTX is 0.84, 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. FEDTX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.19%, less than FEDTX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.19% | 1.26% | 1.41% | 1.45% | 0.37% | 3.80% | 0.09% | 0.76% | 0.87% | 0.39% | 0.66% | 0.67% |
FEDTX Fidelity Advisor Emerging Markets Discovery Fund Class M | 4.02% | 4.31% | 3.30% | 1.63% | 1.10% | 11.36% | 0.05% | 0.48% | 0.87% | 1.51% | 0.95% | 0.22% |
Drawdowns
JEMSX vs. FEDTX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than FEDTX's maximum drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for JEMSX and FEDTX.
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Drawdown Indicators
| JEMSX | FEDTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -43.70% | -18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -9.62% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -27.91% | -17.01% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -43.70% | -5.89% |
Current DrawdownCurrent decline from peak | -8.28% | -6.93% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -9.26% | -12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.61% | +0.58% |
Volatility
JEMSX vs. FEDTX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) at 5.90%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than FEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | FEDTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 5.90% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 9.92% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 14.41% | +5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 13.98% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 15.65% | +3.60% |