JEMSX vs. VUG
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class I (JEMSX) and Vanguard Growth ETF (VUG).
JEMSX is managed by JPMorgan Chase. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEMSX or VUG.
Key characteristics
| JEMSX | VUG | |
|---|---|---|
| YTD Return | 7.56% | 12.94% |
| 1Y Return | 12.46% | 34.89% |
| 3Y Return (Ann) | -7.71% | 10.92% |
| 5Y Return (Ann) | 3.93% | 17.94% |
| 10Y Return (Ann) | 3.91% | 15.26% |
| Sharpe Ratio | 0.91 | 2.38 |
| Daily Std Dev | 13.49% | 15.59% |
| Max Drawdown | -62.07% | -50.68% |
| Current Drawdown | -32.56% | -0.21% |
Correlation
The correlation between JEMSX and VUG is 0.72, 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. VUG - Performance Comparison
In the year-to-date period, JEMSX achieves a 7.56% return, which is significantly lower than VUG's 12.94% return. Over the past 10 years, JEMSX has underperformed VUG with an annualized return of 3.91%, while VUG has yielded a comparatively higher 15.26% 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. VUG - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
JEMSX vs. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.35%, more than VUG's 0.52% 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% |
VUG Vanguard Growth ETF | 0.52% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
JEMSX vs. VUG - Drawdown Comparison
The maximum JEMSX drawdown since its inception was -62.07%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JEMSX and VUG. For additional features, visit the drawdowns tool.
Volatility
JEMSX vs. VUG - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Equity Fund Class I (JEMSX) is 3.49%, while Vanguard Growth ETF (VUG) has a volatility of 5.03%. This indicates that JEMSX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.