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JMIEX vs. EWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMIEX vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Emerging Markets Equity Fund (JMIEX) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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JMIEX vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMIEX
JPMorgan Emerging Markets Equity Fund
0.98%40.27%3.48%7.32%-25.68%-10.29%34.88%32.04%-15.91%42.70%
EWT
iShares MSCI Taiwan ETF
11.63%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%

Returns By Period

In the year-to-date period, JMIEX achieves a 0.98% return, which is significantly lower than EWT's 11.63% return. Over the past 10 years, JMIEX has underperformed EWT with an annualized return of 9.14%, while EWT has yielded a comparatively higher 14.99% annualized return.


JMIEX

1D
-1.14%
1M
-11.70%
YTD
0.98%
6M
6.22%
1Y
36.38%
3Y*
14.41%
5Y*
1.42%
10Y*
9.14%

EWT

1D
2.84%
1M
-6.28%
YTD
11.63%
6M
16.60%
1Y
56.23%
3Y*
22.26%
5Y*
10.25%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMIEX vs. EWT - Expense Ratio Comparison

JMIEX has a 0.90% expense ratio, which is higher than EWT's 0.59% expense ratio.


Return for Risk

JMIEX vs. EWT — Risk / Return Rank

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

JMIEX
JMIEX Risk / Return Rank: 8989
Overall Rank
JMIEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JMIEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
JMIEX Omega Ratio Rank: 8585
Omega Ratio Rank
JMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
JMIEX Martin Ratio Rank: 9191
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9393
Overall Rank
EWT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWT Omega Ratio Rank: 9191
Omega Ratio Rank
EWT Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWT Martin Ratio Rank: 9494
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.

JMIEX vs. EWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund (JMIEX) and iShares MSCI Taiwan ETF (EWT). 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.


JMIEXEWTDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.11

-0.28

Sortino ratio

Return per unit of downside risk

2.40

2.80

-0.40

Omega ratio

Gain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratio

Return relative to maximum drawdown

2.63

3.55

-0.92

Martin ratio

Return relative to average drawdown

10.72

14.26

-3.54

JMIEX vs. EWT - Sharpe Ratio Comparison

The current JMIEX Sharpe Ratio is 1.83, which is comparable to the EWT Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of JMIEX and EWT, 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


JMIEXEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.11

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.46

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.71

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.20

+0.10

Correlation

The correlation between JMIEX and EWT is 0.71, 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

JMIEX vs. EWT - Dividend Comparison

JMIEX's dividend yield for the trailing twelve months is around 1.35%, less than EWT's 3.97% yield.


TTM20252024202320222021202020192018201720162015
JMIEX
JPMorgan Emerging Markets Equity Fund
1.35%1.36%1.51%1.56%0.54%3.89%0.14%0.81%0.95%0.44%0.81%0.98%
EWT
iShares MSCI Taiwan ETF
3.97%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Drawdowns

JMIEX vs. EWT - Drawdown Comparison

The maximum JMIEX drawdown since its inception was -62.02%, roughly equal to the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for JMIEX and EWT.


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Drawdown Indicators


JMIEXEWTDifference

Max Drawdown

Largest peak-to-trough decline

-62.02%

-64.37%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-15.53%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-44.85%

-38.88%

-5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-38.88%

-10.63%

Current Drawdown

Current decline from peak

-12.56%

-7.97%

-4.59%

Average Drawdown

Average peak-to-trough decline

-20.27%

-19.35%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.87%

-0.79%

Volatility

JMIEX vs. EWT - Volatility Comparison

The current volatility for JPMorgan Emerging Markets Equity Fund (JMIEX) is 9.06%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 11.00%. This indicates that JMIEX experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMIEXEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

11.00%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

18.14%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.75%

26.85%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

22.32%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.21%

21.22%

-2.01%