JEMSX vs. JEPAX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JEMSX is managed by JPMorgan. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JEMSX vs. JEPAX - Performance Comparison
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JEMSX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 5.91% | 40.13% | 3.39% | 7.21% | -25.77% | -10.36% | 34.73% | 14.75% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.34% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly higher than JEPAX's -0.34% 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%
JEPAX
- 1D
- 0.14%
- 1M
- -4.16%
- YTD
- -0.34%
- 6M
- 2.27%
- 1Y
- 6.41%
- 3Y*
- 8.96%
- 5Y*
- 7.69%
- 10Y*
- —
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JEMSX vs. JEPAX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than JEPAX's 0.85% expense ratio.
Return for Risk
JEMSX vs. JEPAX — Risk / Return Rank
JEMSX
JEPAX
JEMSX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.50 | +1.63 |
Sortino ratioReturn per unit of downside risk | 2.74 | 0.81 | +1.94 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.13 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 0.66 | +2.76 |
Martin ratioReturn relative to average drawdown | 13.46 | 3.00 | +10.46 |
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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.50 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.68 | -0.58 |
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 | 0.53 | -0.26 |
Correlation
The correlation between JEMSX and JEPAX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JEMSX vs. JEPAX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.19%, less than JEPAX's 7.30% 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% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.30% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEMSX vs. JEPAX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JEMSX and JEPAX.
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Drawdown Indicators
| JEMSX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -32.69% | -29.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -7.56% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -13.74% | -31.18% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | — | — |
Current DrawdownCurrent decline from peak | -8.28% | -5.39% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -3.06% | -18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.29% | +0.90% |
Volatility
JEMSX vs. JEPAX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.10%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 4.10% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 6.74% | +8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 13.72% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 11.43% | +7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 15.03% | +4.22% |