JEMSX vs. VEMIX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX).
JEMSX is managed by JPMorgan. VEMIX is managed by Vanguard. It was launched on Jun 22, 2000.
Performance
JEMSX vs. VEMIX - Performance Comparison
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JEMSX vs. VEMIX - 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% |
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%
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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
JEMSX
VEMIX
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.
| JEMSX | VEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.48 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.74 | 2.01 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 2.08 | +1.33 |
Martin ratioReturn relative to average drawdown | 13.46 | 7.49 | +5.97 |
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 | VEMIX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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Drawdown Indicators
| JEMSX | VEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.28% | -8.12% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -16.08% | -5.71% |
Ulcer IndexDepth 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.
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Volatility by Period
| JEMSX | VEMIX | Difference | |
|---|---|---|---|
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% |