PortfoliosLab logoPortfoliosLab logo
JEMSX vs. VEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMSX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JEMSX vs. VEMIX - 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%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
0.71%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Returns By Period

In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly higher than VEMIX's 0.71% return. Over the past 10 years, JEMSX has outperformed VEMIX with an annualized return of 9.55%, while VEMIX has yielded a comparatively lower 7.67% 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%

VEMIX

1D
0.92%
1M
-2.34%
YTD
0.71%
6M
1.02%
1Y
22.41%
3Y*
13.73%
5Y*
3.81%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VEMIX - Expense Ratio Comparison

JEMSX has a 0.99% expense ratio, which is higher than VEMIX's 0.10% expense ratio.


Return for Risk

JEMSX vs. VEMIX — 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

VEMIX
VEMIX Risk / Return Rank: 7070
Overall Rank
VEMIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 6565
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 6464
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. VEMIX - Risk-Adjusted Trends 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 Institutional Shares (VEMIX). 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.


JEMSXVEMIXDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.48

+0.65

Sortino ratio

Return per unit of downside risk

2.74

2.01

+0.74

Omega ratio

Gain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratio

Return relative to maximum drawdown

3.41

2.08

+1.33

Martin ratio

Return relative to average drawdown

13.46

7.49

+5.97

JEMSX vs. VEMIX - Sharpe Ratio Comparison

The current JEMSX Sharpe Ratio is 2.13, which is higher than the VEMIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of JEMSX and VEMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JEMSXVEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.48

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.25

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.47

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.07

Correlation

The correlation between JEMSX and VEMIX is 0.94, 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. VEMIX - Dividend Comparison

JEMSX's dividend yield for the trailing twelve months is around 1.19%, less than VEMIX's 2.67% 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%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.67%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Drawdowns

JEMSX vs. VEMIX - Drawdown Comparison

The maximum JEMSX drawdown since its inception was -62.07%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for JEMSX and VEMIX.


Loading graphics...

Drawdown Indicators


JEMSXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-66.43%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-11.05%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-44.92%

-32.56%

-12.36%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-36.04%

-13.55%

Current Drawdown

Current decline from peak

-8.28%

-8.12%

-0.16%

Average Drawdown

Average peak-to-trough decline

-21.79%

-16.08%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.08%

+0.11%

Volatility

JEMSX vs. VEMIX - Volatility Comparison

JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 6.22%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JEMSXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

6.22%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

10.96%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

15.41%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

15.21%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

16.38%

+2.87%