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JEMSX vs. PEAFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMSX vs. PEAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). The values are adjusted to include any dividend payments, if applicable.

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JEMSX vs. PEAFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
7.99%20.25%1.14%22.28%-10.71%15.47%6.43%13.30%-12.77%28.91%

Returns By Period

In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly lower than PEAFX's 7.99% return. Over the past 10 years, JEMSX has underperformed PEAFX with an annualized return of 9.55%, while PEAFX has yielded a comparatively higher 10.27% annualized 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%

PEAFX

1D
1.39%
1M
-7.03%
YTD
7.99%
6M
9.51%
1Y
25.40%
3Y*
15.61%
5Y*
8.19%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEMSX vs. PEAFX - Expense Ratio Comparison

JEMSX has a 0.99% expense ratio, which is lower than PEAFX's 1.10% expense ratio.


Return for Risk

JEMSX vs. PEAFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEMSX
JEMSX Risk / Return Rank: 9292
Overall Rank
JEMSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JEMSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JEMSX Omega Ratio Rank: 8888
Omega Ratio Rank
JEMSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JEMSX Martin Ratio Rank: 9494
Martin Ratio Rank

PEAFX
PEAFX Risk / Return Rank: 7676
Overall Rank
PEAFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PEAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PEAFX Omega Ratio Rank: 7979
Omega Ratio Rank
PEAFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PEAFX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEMSX vs. PEAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). 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.


JEMSXPEAFXDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.70

+0.43

Sortino ratio

Return per unit of downside risk

2.74

2.13

+0.61

Omega ratio

Gain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratio

Return relative to maximum drawdown

3.41

1.97

+1.44

Martin ratio

Return relative to average drawdown

13.46

7.72

+5.74

JEMSX vs. PEAFX - Sharpe Ratio Comparison

The current JEMSX Sharpe Ratio is 2.13, which is comparable to the PEAFX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of JEMSX and PEAFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEMSXPEAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.70

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.55

-0.45

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

0.66

-0.38

Correlation

The correlation between JEMSX and PEAFX is 0.81, 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. PEAFX - Dividend Comparison

JEMSX's dividend yield for the trailing twelve months is around 1.19%, less than PEAFX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
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%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
2.75%2.97%1.01%4.01%11.33%9.19%7.05%2.48%11.05%8.07%2.59%0.00%

Drawdowns

JEMSX vs. PEAFX - Drawdown Comparison

The maximum JEMSX drawdown since its inception was -62.07%, which is greater than PEAFX's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for JEMSX and PEAFX.


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Drawdown Indicators


JEMSXPEAFXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-47.18%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-12.14%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-28.57%

-16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-47.18%

-2.41%

Current Drawdown

Current decline from peak

-8.28%

-8.13%

-0.15%

Average Drawdown

Average peak-to-trough decline

-21.79%

-10.29%

-11.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.10%

+0.09%

Volatility

JEMSX vs. PEAFX - Volatility Comparison

JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to PIMCO RAE Emerging Markets Fund Class A (PEAFX) at 5.86%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than PEAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEMSXPEAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

5.86%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

11.22%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

15.52%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

14.90%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

17.24%

+2.01%