JMIEX vs. WAEMX
Compare and contrast key facts about JPMorgan Emerging Markets Equity Fund (JMIEX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
JMIEX is managed by JPMorgan. It was launched on Nov 14, 1993. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
JMIEX vs. WAEMX - Performance Comparison
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JMIEX vs. WAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMIEX JPMorgan Emerging Markets Equity Fund | 4.17% | 40.27% | 3.48% | 7.32% | -25.68% | -10.29% | 34.88% | 32.04% | -15.91% | 42.70% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JMIEX having a 4.17% return and WAEMX slightly lower at 4.12%. Over the past 10 years, JMIEX has outperformed WAEMX with an annualized return of 9.48%, while WAEMX has yielded a comparatively lower 6.63% annualized return.
JMIEX
- 1D
- 3.16%
- 1M
- -8.43%
- YTD
- 4.17%
- 6M
- 9.07%
- 1Y
- 40.07%
- 3Y*
- 15.60%
- 5Y*
- 1.63%
- 10Y*
- 9.48%
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
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JMIEX vs. WAEMX - Expense Ratio Comparison
JMIEX has a 0.90% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
JMIEX vs. WAEMX — Risk / Return Rank
JMIEX
WAEMX
JMIEX vs. WAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Equity Fund (JMIEX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 1.26 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.82 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.20 | +1.00 |
Martin ratioReturn relative to average drawdown | 12.79 | 7.78 | +5.01 |
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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.26 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.01 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.37 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.25 | +0.05 |
Correlation
The correlation between JMIEX and WAEMX is 0.77, 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. WAEMX - Dividend Comparison
JMIEX's dividend yield for the trailing twelve months is around 1.31%, less than WAEMX's 67.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMIEX JPMorgan Emerging Markets Equity Fund | 1.31% | 1.36% | 1.51% | 1.56% | 0.54% | 3.89% | 0.14% | 0.81% | 0.95% | 0.44% | 0.81% | 0.98% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
JMIEX vs. WAEMX - Drawdown Comparison
The maximum JMIEX drawdown since its inception was -62.02%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for JMIEX and WAEMX.
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Drawdown Indicators
| JMIEX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.02% | -66.35% | +4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -9.38% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -44.85% | -44.88% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -44.88% | -4.63% |
Current DrawdownCurrent decline from peak | -9.79% | -22.97% | +13.18% |
Average DrawdownAverage peak-to-trough decline | -20.27% | -16.87% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.65% | +0.49% |
Volatility
JMIEX vs. WAEMX - Volatility Comparison
JPMorgan Emerging Markets Equity Fund (JMIEX) has a higher volatility of 9.79% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that JMIEX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMIEX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 7.25% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 12.20% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 16.78% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 17.41% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 17.94% | +1.30% |