JEMSX vs. VEMRX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX).
JEMSX is managed by JPMorgan. VEMRX is managed by Vanguard. It was launched on Dec 15, 2010.
Performance
JEMSX vs. VEMRX - Performance Comparison
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JEMSX vs. VEMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 4.16% | 40.13% | 3.39% | 7.21% | -25.77% | -10.36% | 34.73% | 31.96% | -16.02% | 42.49% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 0.71% | 24.84% | 11.40% | 8.88% | -17.74% | 0.92% | 15.29% | 20.39% | -14.55% | 31.44% |
Returns By Period
In the year-to-date period, JEMSX achieves a 4.16% return, which is significantly higher than VEMRX's 0.71% return. Over the past 10 years, JEMSX has outperformed VEMRX with an annualized return of 9.37%, while VEMRX has yielded a comparatively lower 7.69% annualized return.
JEMSX
- 1D
- 3.16%
- 1M
- -8.45%
- YTD
- 4.16%
- 6M
- 9.01%
- 1Y
- 39.91%
- 3Y*
- 15.49%
- 5Y*
- 1.53%
- 10Y*
- 9.37%
VEMRX
- 1D
- 0.91%
- 1M
- -2.36%
- YTD
- 0.71%
- 6M
- 1.02%
- 1Y
- 22.43%
- 3Y*
- 13.75%
- 5Y*
- 3.83%
- 10Y*
- 7.69%
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JEMSX vs. VEMRX - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than VEMRX's 0.08% expense ratio.
Return for Risk
JEMSX vs. VEMRX — Risk / Return Rank
JEMSX
VEMRX
JEMSX vs. VEMRX - 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 Index Fund Institutional Plus Shares (VEMRX). 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 | VEMRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 1.48 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.01 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.28 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.09 | +1.10 |
Martin ratioReturn relative to average drawdown | 12.72 | 7.50 | +5.22 |
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 | VEMRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.48 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.25 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.47 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.22 | +0.05 |
Correlation
The correlation between JEMSX and VEMRX is 0.95, 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. VEMRX - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.21%, less than VEMRX's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.21% | 1.26% | 1.41% | 1.45% | 0.37% | 3.80% | 0.09% | 0.76% | 0.87% | 0.39% | 0.66% | 0.67% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.69% | 2.79% | 3.19% | 3.53% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% |
Drawdowns
JEMSX vs. VEMRX - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for JEMSX and VEMRX.
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Drawdown Indicators
| JEMSX | VEMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -36.01% | -26.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -11.04% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -32.54% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -36.01% | -13.58% |
Current DrawdownCurrent decline from peak | -9.80% | -8.12% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -12.94% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.08% | +0.06% |
Volatility
JEMSX vs. VEMRX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 9.78% compared to Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) at 6.21%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than VEMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | VEMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 6.21% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 10.94% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 15.41% | +4.51% |
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 | 19.24% | 16.39% | +2.85% |