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JEMWX vs. CNWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMWX vs. CNWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and Calamos Evolving World Growth Fund Class I (CNWIX). The values are adjusted to include any dividend payments, if applicable.

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JEMWX vs. CNWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEMWX
JEMWX Risk / Return Rank: 8989
Overall Rank
JEMWX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JEMWX Sortino Ratio Rank: 8787
Sortino Ratio Rank
JEMWX Omega Ratio Rank: 8484
Omega Ratio Rank
JEMWX Calmar Ratio Rank: 9191
Calmar Ratio Rank
JEMWX Martin Ratio Rank: 9191
Martin Ratio Rank

CNWIX
CNWIX Risk / Return Rank: 7373
Overall Rank
CNWIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNWIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CNWIX Omega Ratio Rank: 7272
Omega Ratio Rank
CNWIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNWIX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


JEMWXCNWIXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.53

+0.31

Sortino ratio

Return per unit of downside risk

2.40

1.96

+0.44

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

2.64

1.87

+0.77

Martin ratio

Return relative to average drawdown

10.77

7.15

+3.62

JEMWX vs. CNWIX - Sharpe Ratio Comparison

The current JEMWX Sharpe Ratio is 1.84, which is comparable to the CNWIX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of JEMWX and CNWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEMWXCNWIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


JEMWXCNWIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.55%

-14.20%

+1.65%

Average Drawdown

Average peak-to-trough decline

-17.65%

-16.56%

-1.09%

Ulcer Index

Depth 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


JEMWXCNWIXDifference

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%