JEMSX vs. JMSIX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and JPMorgan Income Fund (JMSIX).
JEMSX is managed by JPMorgan. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
JEMSX vs. JMSIX - Performance Comparison
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JEMSX vs. JMSIX - 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% |
JMSIX JPMorgan Income Fund | -0.06% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Returns By Period
In the year-to-date period, JEMSX achieves a 4.16% return, which is significantly higher than JMSIX's -0.06% return. Over the past 10 years, JEMSX has outperformed JMSIX with an annualized return of 9.37%, while JMSIX has yielded a comparatively lower 3.96% 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%
JMSIX
- 1D
- 0.12%
- 1M
- -0.81%
- YTD
- -0.06%
- 6M
- 1.33%
- 1Y
- 5.27%
- 3Y*
- 6.44%
- 5Y*
- 2.81%
- 10Y*
- 3.96%
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JEMSX vs. JMSIX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
JEMSX vs. JMSIX — Risk / Return Rank
JEMSX
JMSIX
JEMSX vs. JMSIX - 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 Income Fund (JMSIX). 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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 2.03 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.65 | 3.57 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.50 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.22 | -0.04 |
Martin ratioReturn relative to average drawdown | 12.72 | 11.97 | +0.76 |
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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 2.03 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.76 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 1.03 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.77 | -0.50 |
Correlation
The correlation between JEMSX and JMSIX is 0.24, 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. JMSIX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.21%, less than JMSIX's 5.51% 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% |
JMSIX JPMorgan Income Fund | 5.51% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Drawdowns
JEMSX vs. JMSIX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for JEMSX and JMSIX.
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Drawdown Indicators
| JEMSX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -18.40% | -43.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -1.64% | -10.93% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -11.39% | -33.53% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -18.40% | -31.19% |
Current DrawdownCurrent decline from peak | -9.80% | -1.16% | -8.64% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -2.60% | -19.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 0.44% | +2.70% |
Volatility
JEMSX vs. JMSIX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 9.78% compared to JPMorgan Income Fund (JMSIX) at 0.79%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 0.79% | +8.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 1.60% | +13.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 2.54% | +17.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 3.69% | +15.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 3.85% | +15.39% |