JEMSX vs. VEMAX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
JEMSX is managed by JPMorgan Chase. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMSX or VEMAX.
Key characteristics
| JEMSX | VEMAX | |
|---|---|---|
| YTD Return | 7.56% | 9.10% |
| 1Y Return | 12.46% | 16.14% |
| 3Y Return (Ann) | -7.71% | -1.89% |
| 5Y Return (Ann) | 3.93% | 5.38% |
| 10Y Return (Ann) | 3.91% | 3.52% |
| Sharpe Ratio | 0.91 | 1.32 |
| Daily Std Dev | 13.49% | 11.81% |
| Max Drawdown | -62.07% | -66.45% |
| Current Drawdown | -32.56% | -12.02% |
Correlation
The correlation between JEMSX and VEMAX is 0.96, 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.
Performance
JEMSX vs. VEMAX - Performance Comparison
In the year-to-date period, JEMSX achieves a 7.56% return, which is significantly lower than VEMAX's 9.10% return. Over the past 10 years, JEMSX has outperformed VEMAX with an annualized return of 3.91%, while VEMAX has yielded a comparatively lower 3.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JEMSX vs. VEMAX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
JEMSX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
Dividends
JEMSX vs. VEMAX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.35%, less than VEMAX's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.35% | 1.45% | 0.37% | 3.80% | 0.09% | 0.76% | 0.87% | 0.39% | 0.65% | 0.67% | 1.05% | 0.22% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 3.20% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% | 2.76% |
Drawdowns
JEMSX vs. VEMAX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for JEMSX and VEMAX. For additional features, visit the drawdowns tool.
Volatility
JEMSX vs. VEMAX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 3.49% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.00%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.