JEMWX vs. VEMRX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX).
JEMWX is an actively managed fund by JPMorgan. It was launched on Dec 23, 2013. VEMRX is managed by Vanguard. It was launched on Dec 15, 2010.
Performance
JEMWX vs. VEMRX - Performance Comparison
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JEMWX vs. VEMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 42.84% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | -0.20% | 24.84% | 11.40% | 8.88% | -17.74% | 0.92% | 15.29% | 20.39% | -14.55% | 31.44% |
Returns By Period
In the year-to-date period, JEMWX achieves a 4.20% return, which is significantly higher than VEMRX's -0.20% return. Over the past 10 years, JEMWX has outperformed VEMRX with an annualized return of 9.59%, while VEMRX has yielded a comparatively lower 7.59% annualized 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%
VEMRX
- 1D
- 2.35%
- 1M
- -6.40%
- YTD
- -0.20%
- 6M
- 0.42%
- 1Y
- 21.52%
- 3Y*
- 13.40%
- 5Y*
- 3.64%
- 10Y*
- 7.59%
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JEMWX vs. VEMRX - Expense Ratio Comparison
JEMWX has a 0.74% expense ratio, which is higher than VEMRX's 0.08% expense ratio.
Return for Risk
JEMWX vs. VEMRX — Risk / Return Rank
JEMWX
VEMRX
JEMWX vs. VEMRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX). 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 | VEMRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.44 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.96 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.95 | +1.26 |
Martin ratioReturn relative to average drawdown | 12.84 | 7.11 | +5.73 |
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 | VEMRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.44 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.24 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.21 | +0.16 |
Correlation
The correlation between JEMWX and VEMRX is 0.94, 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. VEMRX - Dividend Comparison
JEMWX's dividend yield for the trailing twelve months is around 1.36%, less than VEMRX's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.71% | 2.79% | 3.19% | 3.53% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% |
Drawdowns
JEMWX vs. VEMRX - Drawdown Comparison
The maximum JEMWX drawdown since its inception was -49.42%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for JEMWX and VEMRX.
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Drawdown Indicators
| JEMWX | VEMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.42% | -36.01% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -11.07% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -44.78% | -32.54% | -12.24% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -36.01% | -13.41% |
Current DrawdownCurrent decline from peak | -9.78% | -8.95% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -12.94% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.04% | +0.10% |
Volatility
JEMWX vs. VEMRX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund Class R6 (JEMWX) has a higher volatility of 9.78% compared to Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) at 6.88%. This indicates that JEMWX's price experiences larger fluctuations and is considered to be riskier than VEMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMWX | VEMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.78% | 6.88% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 10.91% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 15.39% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 15.22% | +3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 16.39% | +2.85% |