JEMSX vs. GQGIX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX).
JEMSX is managed by JPMorgan. GQGIX is managed by GQG Partners.
Performance
JEMSX vs. GQGIX - Performance Comparison
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JEMSX vs. GQGIX - 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% | 41.15% |
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 2.87% | 9.92% | 6.19% | 28.81% | -20.85% | -2.37% | 33.98% | 21.08% | -14.70% | 30.20% |
Returns By Period
In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly higher than GQGIX's 2.87% return.
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%
GQGIX
- 1D
- 0.66%
- 1M
- -1.61%
- YTD
- 2.87%
- 6M
- 6.26%
- 1Y
- 12.94%
- 3Y*
- 14.45%
- 5Y*
- 3.53%
- 10Y*
- —
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JEMSX vs. GQGIX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than GQGIX's 0.98% expense ratio.
Return for Risk
JEMSX vs. GQGIX — Risk / Return Rank
JEMSX
GQGIX
JEMSX vs. GQGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). 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 | GQGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.06 | +1.06 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.50 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.20 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.47 | +1.94 |
Martin ratioReturn relative to average drawdown | 13.46 | 5.01 | +8.45 |
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 | GQGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.06 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.24 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.54 | -0.27 |
Correlation
The correlation between JEMSX and GQGIX is 0.82, 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. GQGIX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.19%, less than GQGIX's 2.07% 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% |
GQGIX GQG Partners Emerging Markets Equity Fund Institutional Shares | 2.07% | 2.13% | 1.70% | 2.71% | 5.67% | 3.91% | 0.24% | 1.16% | 0.81% | 0.25% | 0.00% | 0.00% |
Drawdowns
JEMSX vs. GQGIX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than GQGIX's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for JEMSX and GQGIX.
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Drawdown Indicators
| JEMSX | GQGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -33.50% | -28.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -9.11% | -3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -29.89% | -15.03% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | — | — |
Current DrawdownCurrent decline from peak | -8.28% | -6.77% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -11.54% | -10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.68% | +0.51% |
Volatility
JEMSX vs. GQGIX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) at 5.54%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than GQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | GQGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 5.54% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 9.05% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 12.62% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 14.72% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 15.99% | +3.26% |