JEMSX vs. JUEMX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and JPMorgan U.S. Equity Fund R6 (JUEMX).
JEMSX is managed by JPMorgan. JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993.
Performance
JEMSX vs. JUEMX - Performance Comparison
Loading graphics...
JEMSX vs. JUEMX - 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% |
JUEMX JPMorgan U.S. Equity Fund R6 | -6.89% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Returns By Period
In the year-to-date period, JEMSX achieves a 4.16% return, which is significantly higher than JUEMX's -6.89% return. Over the past 10 years, JEMSX has underperformed JUEMX with an annualized return of 9.37%, while JUEMX has yielded a comparatively higher 14.84% 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%
JUEMX
- 1D
- 0.84%
- 1M
- -4.20%
- YTD
- -6.89%
- 6M
- -6.56%
- 1Y
- 11.71%
- 3Y*
- 18.41%
- 5Y*
- 11.80%
- 10Y*
- 14.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JEMSX vs. JUEMX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than JUEMX's 0.44% expense ratio.
Return for Risk
JEMSX vs. JUEMX — Risk / Return Rank
JEMSX
JUEMX
JEMSX vs. JUEMX - 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 U.S. Equity Fund R6 (JUEMX). 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 | JUEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.67 | +1.37 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.09 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.16 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.11 | +2.08 |
Martin ratioReturn relative to average drawdown | 12.72 | 4.02 | +8.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JEMSX | JUEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.67 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.68 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.80 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.80 | -0.53 |
Correlation
The correlation between JEMSX and JUEMX is 0.70, 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. JUEMX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.21%, less than JUEMX's 6.39% 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% |
JUEMX JPMorgan U.S. Equity Fund R6 | 6.39% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
Drawdowns
JEMSX vs. JUEMX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than JUEMX's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JEMSX and JUEMX.
Loading graphics...
Drawdown Indicators
| JEMSX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -33.37% | -28.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -11.90% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -24.52% | -20.40% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -33.37% | -16.22% |
Current DrawdownCurrent decline from peak | -9.80% | -8.52% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -4.11% | -17.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.28% | -0.14% |
Volatility
JEMSX vs. JUEMX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 9.78% compared to JPMorgan U.S. Equity Fund R6 (JUEMX) at 5.61%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JEMSX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 5.61% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 9.59% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 18.61% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 17.40% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 18.55% | +0.69% |