JOHIX vs. JOEMX
Compare and contrast key facts about JOHCM International Select Fund (JOHIX) and JOHCM Emerging Markets Opportunities Fund (JOEMX).
JOHIX is managed by JOHCM Funds. It was launched on Jul 28, 2009. JOEMX is managed by JOHCM Funds. It was launched on Nov 19, 2012.
Performance
JOHIX vs. JOEMX - Performance Comparison
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JOHIX vs. JOEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | -0.61% | 25.70% | 0.11% | 18.16% | -32.38% | 12.38% | 29.72% | 19.04% | -8.28% | 22.88% |
JOEMX JOHCM Emerging Markets Opportunities Fund | 1.21% | 36.38% | 6.03% | 7.18% | -15.74% | 1.29% | 16.46% | 14.86% | -14.73% | 34.68% |
Returns By Period
In the year-to-date period, JOHIX achieves a -0.61% return, which is significantly lower than JOEMX's 1.21% return. Over the past 10 years, JOHIX has underperformed JOEMX with an annualized return of 7.38%, while JOEMX has yielded a comparatively higher 8.10% annualized return.
JOHIX
- 1D
- 3.72%
- 1M
- -9.47%
- YTD
- -0.61%
- 6M
- 1.83%
- 1Y
- 23.37%
- 3Y*
- 10.90%
- 5Y*
- 2.01%
- 10Y*
- 7.38%
JOEMX
- 1D
- 3.43%
- 1M
- -10.71%
- YTD
- 1.21%
- 6M
- 6.42%
- 1Y
- 30.14%
- 3Y*
- 14.48%
- 5Y*
- 4.84%
- 10Y*
- 8.10%
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JOHIX vs. JOEMX - Expense Ratio Comparison
JOHIX has a 0.98% expense ratio, which is lower than JOEMX's 1.02% expense ratio.
Return for Risk
JOHIX vs. JOEMX — Risk / Return Rank
JOHIX
JOEMX
JOHIX vs. JOEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Select Fund (JOHIX) and JOHCM Emerging Markets Opportunities Fund (JOEMX). 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.
| JOHIX | JOEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.69 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.74 | 2.21 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.09 | -1.34 |
Martin ratioReturn relative to average drawdown | 2.97 | 8.16 | -5.19 |
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
| JOHIX | JOEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.69 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.30 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.29 | +0.20 |
Correlation
The correlation between JOHIX and JOEMX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JOHIX vs. JOEMX - Dividend Comparison
JOHIX's dividend yield for the trailing twelve months is around 3.23%, less than JOEMX's 3.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | 3.23% | 3.21% | 1.71% | 1.90% | 1.67% | 12.27% | 2.88% | 0.95% | 1.51% | 1.18% | 0.71% | 0.37% |
JOEMX JOHCM Emerging Markets Opportunities Fund | 3.98% | 4.03% | 1.22% | 1.76% | 2.08% | 3.67% | 1.13% | 3.85% | 4.55% | 0.63% | 0.86% | 0.00% |
Drawdowns
JOHIX vs. JOEMX - Drawdown Comparison
The maximum JOHIX drawdown since its inception was -41.60%, which is greater than JOEMX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for JOHIX and JOEMX.
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Drawdown Indicators
| JOHIX | JOEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.60% | -38.23% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -15.66% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -41.60% | -29.88% | -11.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -38.23% | -3.37% |
Current DrawdownCurrent decline from peak | -10.87% | -12.77% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -11.67% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 4.02% | +0.64% |
Volatility
JOHIX vs. JOEMX - Volatility Comparison
JOHCM International Select Fund (JOHIX) has a higher volatility of 10.86% compared to JOHCM Emerging Markets Opportunities Fund (JOEMX) at 9.48%. This indicates that JOHIX's price experiences larger fluctuations and is considered to be riskier than JOEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOHIX | JOEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.86% | 9.48% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 13.97% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 19.41% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 16.33% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.98% | -0.05% |