JEMSX vs. PEAFX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX).
JEMSX is managed by JPMorgan. PEAFX is an actively managed fund by PIMCO. It was launched on Jun 5, 2015.
Performance
JEMSX vs. PEAFX - Performance Comparison
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JEMSX vs. PEAFX - 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% | 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%
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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
JEMSX
PEAFX
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.
| JEMSX | PEAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.70 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.74 | 2.13 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.97 | +1.44 |
Martin ratioReturn relative to average drawdown | 13.46 | 7.72 | +5.74 |
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 | PEAFX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| JEMSX | PEAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.28% | -8.13% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -10.29% | -11.50% |
Ulcer IndexDepth 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
| JEMSX | PEAFX | Difference | |
|---|---|---|---|
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% |