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JEMWX vs. GQGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEMWX vs. GQGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). The values are adjusted to include any dividend payments, if applicable.

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JEMWX vs. GQGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEMWX
JPMorgan Emerging Markets Equity Fund Class R6
4.20%40.40%3.61%7.42%-25.61%-10.20%35.00%32.20%-15.82%41.50%
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares
2.19%9.92%6.19%28.81%-20.85%-2.37%33.98%21.08%-14.70%30.20%

Returns By Period

In the year-to-date period, JEMWX achieves a 4.20% return, which is significantly higher than GQGIX's 2.19% return.


JEMWX

1D
3.17%
1M
-8.42%
YTD
4.20%
6M
9.12%
1Y
40.19%
3Y*
15.72%
5Y*
1.73%
10Y*
9.59%

GQGIX

1D
1.73%
1M
-4.61%
YTD
2.19%
6M
5.33%
1Y
12.60%
3Y*
14.20%
5Y*
3.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEMWX vs. GQGIX - Expense Ratio Comparison

JEMWX has a 0.74% expense ratio, which is lower than GQGIX's 0.98% expense ratio.


Return for Risk

JEMWX vs. GQGIX — Risk / Return Rank

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

JEMWX
JEMWX Risk / Return Rank: 9191
Overall Rank
JEMWX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JEMWX Sortino Ratio Rank: 9090
Sortino Ratio Rank
JEMWX Omega Ratio Rank: 8787
Omega Ratio Rank
JEMWX Calmar Ratio Rank: 9393
Calmar Ratio Rank
JEMWX Martin Ratio Rank: 9494
Martin Ratio Rank

GQGIX
GQGIX Risk / Return Rank: 4848
Overall Rank
GQGIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GQGIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
GQGIX Omega Ratio Rank: 4040
Omega Ratio Rank
GQGIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
GQGIX Martin Ratio Rank: 4646
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. GQGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX). 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.


JEMWXGQGIXDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.01

+1.05

Sortino ratio

Return per unit of downside risk

2.67

1.44

+1.23

Omega ratio

Gain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratio

Return relative to maximum drawdown

3.21

1.38

+1.83

Martin ratio

Return relative to average drawdown

12.84

4.75

+8.09

JEMWX vs. GQGIX - Sharpe Ratio Comparison

The current JEMWX Sharpe Ratio is 2.06, which is higher than the GQGIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of JEMWX and GQGIX, 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


JEMWXGQGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.01

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.23

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.54

-0.17

Correlation

The correlation between JEMWX and GQGIX is 0.82, 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. GQGIX - Dividend Comparison

JEMWX's dividend yield for the trailing twelve months is around 1.36%, less than GQGIX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
JEMWX
JPMorgan Emerging Markets Equity Fund Class R6
1.36%1.42%1.63%1.67%0.67%4.01%0.18%0.88%1.05%0.55%0.89%1.13%
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares
2.08%2.13%1.70%2.71%5.67%3.91%0.24%1.16%0.81%0.25%0.00%0.00%

Drawdowns

JEMWX vs. GQGIX - Drawdown Comparison

The maximum JEMWX drawdown since its inception was -49.42%, which is greater than GQGIX's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for JEMWX and GQGIX.


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Drawdown Indicators


JEMWXGQGIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-33.50%

-15.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-9.11%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-44.78%

-29.89%

-14.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

Current Drawdown

Current decline from peak

-9.78%

-7.38%

-2.40%

Average Drawdown

Average peak-to-trough decline

-17.65%

-11.54%

-6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.64%

+0.50%

Volatility

JEMWX vs. GQGIX - Volatility Comparison

JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) has a higher volatility of 9.78% compared to GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) at 5.96%. This indicates that JEMWX's price experiences larger fluctuations and is considered to be riskier than GQGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEMWXGQGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

5.96%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

9.03%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

12.60%

+7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

14.74%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

16.00%

+3.24%