JEMWX vs. CNWIX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and Calamos Evolving World Growth Fund Class I (CNWIX).
JEMWX is an actively managed fund by JPMorgan. It was launched on Dec 23, 2013. CNWIX is managed by Calamos.
Performance
JEMWX vs. CNWIX - Performance Comparison
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JEMWX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMWX JPMorgan Emerging Markets Equity Fund Class R6 | 1.00% | 40.40% | 3.61% | 7.42% | -25.61% | -10.20% | 35.00% | 32.20% | -15.82% | 42.84% |
CNWIX Calamos Evolving World Growth Fund Class I | 7.40% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
Returns By Period
In the year-to-date period, JEMWX achieves a 1.00% return, which is significantly lower than CNWIX's 7.40% return. Over the past 10 years, JEMWX has outperformed CNWIX with an annualized return of 9.25%, while CNWIX has yielded a comparatively lower 8.63% annualized return.
JEMWX
- 1D
- -1.15%
- 1M
- -11.70%
- YTD
- 1.00%
- 6M
- 6.27%
- 1Y
- 36.49%
- 3Y*
- 14.52%
- 5Y*
- 1.52%
- 10Y*
- 9.25%
CNWIX
- 1D
- 2.49%
- 1M
- -13.56%
- YTD
- 7.40%
- 6M
- 5.59%
- 1Y
- 30.77%
- 3Y*
- 14.38%
- 5Y*
- 2.25%
- 10Y*
- 8.63%
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JEMWX vs. CNWIX - Expense Ratio Comparison
JEMWX has a 0.74% expense ratio, which is lower than CNWIX's 1.05% expense ratio.
Return for Risk
JEMWX vs. CNWIX — Risk / Return Rank
JEMWX
CNWIX
JEMWX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and Calamos Evolving World Growth Fund Class I (CNWIX). 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.
| JEMWX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.53 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.96 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.87 | +0.77 |
Martin ratioReturn relative to average drawdown | 10.77 | 7.15 | +3.62 |
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
| JEMWX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.53 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.13 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.36 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.27 | +0.09 |
Correlation
The correlation between JEMWX and CNWIX is 0.92, 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
JEMWX vs. CNWIX - Dividend Comparison
JEMWX's dividend yield for the trailing twelve months is around 1.41%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMWX JPMorgan Emerging Markets Equity Fund Class R6 | 1.41% | 1.42% | 1.63% | 1.67% | 0.67% | 4.01% | 0.18% | 0.88% | 1.05% | 0.55% | 0.89% | 1.13% |
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
Drawdowns
JEMWX vs. CNWIX - Drawdown Comparison
The maximum JEMWX drawdown since its inception was -49.42%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for JEMWX and CNWIX.
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Drawdown Indicators
| JEMWX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.42% | -43.57% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -16.28% | +3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -44.78% | -37.47% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -43.57% | -5.85% |
Current DrawdownCurrent decline from peak | -12.55% | -14.20% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -16.56% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.26% | -1.18% |
Volatility
JEMWX vs. CNWIX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) is 9.05%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 11.15%. This indicates that JEMWX experiences smaller price fluctuations and is considered to be less risky than CNWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMWX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 11.15% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 17.00% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 20.27% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 17.56% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 24.08% | -4.87% |