JMIEX vs. VO
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund (JMIEX) and Vanguard Mid-Cap ETF (VO).
JMIEX is managed by JPMorgan. It was launched on Nov 14, 1993. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
JMIEX vs. VO - Performance Comparison
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JMIEX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | -0.68% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, JMIEX achieves a 0.98% return, which is significantly higher than VO's -0.68% return. Over the past 10 years, JMIEX has underperformed VO with an annualized return of 9.14%, while VO has yielded a comparatively higher 10.67% 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%
VO
- 1D
- 2.22%
- 1M
- -5.86%
- YTD
- -0.68%
- 6M
- -1.48%
- 1Y
- 12.73%
- 3Y*
- 12.61%
- 5Y*
- 6.66%
- 10Y*
- 10.67%
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JMIEX vs. VO - Expense Ratio Comparison
JMIEX has a 0.90% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
JMIEX vs. VO — Risk / Return Rank
JMIEX
VO
JMIEX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund (JMIEX) and Vanguard Mid-Cap ETF (VO). 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.
| JMIEX | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.73 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.12 | +1.27 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.05 | +1.58 |
Martin ratioReturn relative to average drawdown | 10.72 | 4.84 | +5.87 |
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
| JMIEX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 0.73 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.38 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.48 | -0.18 |
Correlation
The correlation between JMIEX and VO is 0.72, 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. VO - Dividend Comparison
JMIEX's dividend yield for the trailing twelve months is around 1.35%, less than VO's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
JMIEX vs. VO - Drawdown Comparison
The maximum JMIEX drawdown since its inception was -62.02%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for JMIEX and VO.
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Drawdown Indicators
| JMIEX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.02% | -58.87% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -12.74% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -44.85% | -27.57% | -17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -39.37% | -10.14% |
Current DrawdownCurrent decline from peak | -12.56% | -6.12% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -20.27% | -7.91% | -12.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.76% | +0.32% |
Volatility
JMIEX vs. VO - Volatility Comparison
JPMorgan Emerging Markets Equity Fund (JMIEX) has a higher volatility of 9.06% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that JMIEX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMIEX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 4.89% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 9.72% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 17.57% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 17.62% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 18.94% | +0.27% |