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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
JEMSX vs. VUG - Performance Comparison
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JEMSX vs. VUG - 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% |
VUG Vanguard Growth ETF | -9.29% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, JEMSX achieves a 5.91% return, which is significantly higher than VUG's -9.29% return. Over the past 10 years, JEMSX has underperformed VUG with an annualized return of 9.55%, while VUG has yielded a comparatively higher 16.20% 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%
VUG
- 1D
- 0.11%
- 1M
- -3.66%
- YTD
- -9.29%
- 6M
- -8.34%
- 1Y
- 17.67%
- 3Y*
- 21.67%
- 5Y*
- 11.69%
- 10Y*
- 16.20%
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JEMSX vs. VUG - Expense Ratio Comparison
JEMSX has a 0.99% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
JEMSX vs. VUG — Risk / Return Rank
JEMSX
VUG
JEMSX vs. VUG - 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 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.
| JEMSX | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.78 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.27 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.18 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 1.13 | +2.29 |
Martin ratioReturn relative to average drawdown | 13.46 | 3.90 | +9.56 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.78 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.53 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.76 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.58 | -0.30 |
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.
Dividends
JEMSX vs. VUG - Dividend Comparison
JEMSX's dividend yield for the trailing twelve months is around 1.19%, more than VUG's 0.45% 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% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
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.
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Drawdown Indicators
| JEMSX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.07% | -50.68% | -11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -16.53% | +3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -44.92% | -35.61% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -49.59% | -35.61% | -13.98% |
Current DrawdownCurrent decline from peak | -8.28% | -12.15% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -7.13% | -14.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 4.78% | -1.59% |
Volatility
JEMSX vs. VUG - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a higher volatility of 8.70% compared to Vanguard Growth ETF (VUG) at 7.02%. This indicates that JEMSX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMSX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 7.02% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 12.69% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 22.69% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 22.22% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 21.38% | -2.13% |