JOHIX vs. JOMMX
JOHIX (JOHCM International Select Fund) and JOMMX (JOHCM Emerging Markets Small Mid Cap Equity Fund) are both mutual funds - JOHIX is a Foreign Large Cap Equities fund managed by JOHCM Funds, while JOMMX is a Emerging Markets Equities fund managed by JOHCM Funds. Over the past 10 years, JOHIX returned 7.15%/yr vs 7.73%/yr for JOMMX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. JOHIX charges 0.98%/yr vs 1.49%/yr for JOMMX.
Performance
JOHIX vs. JOMMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JOHIX achieves a 4.53% return, which is significantly lower than JOMMX's 8.46% return. Over the past 10 years, JOHIX has underperformed JOMMX with an annualized return of 7.15%, while JOMMX has yielded a comparatively higher 7.73% annualized return.
JOHIX
- 1D
- -0.75%
- 1M
- -1.29%
- 6M
- -1.56%
- YTD
- 4.53%
- 1Y
- 16.45%
- 3Y*
- 10.55%
- 5Y*
- 2.49%
- 10Y*
- 7.15%
- ALL TIME*
- 8.68%
JOMMX
- 1D
- 1.12%
- 1M
- -8.72%
- 6M
- 2.53%
- YTD
- 8.46%
- 1Y
- 15.75%
- 3Y*
- 12.86%
- 5Y*
- 4.59%
- 10Y*
- 7.73%
- ALL TIME*
- 7.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JOHIX vs. JOMMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | 4.53% | 25.70% | 0.11% | 18.16% | -32.38% | 12.38% | 29.72% | 19.04% | -8.28% | 22.88% |
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund | 8.46% | 23.88% | 4.29% | 24.91% | -21.36% | 7.22% | 23.57% | 18.25% | -20.02% | 28.46% |
Correlation
The correlation between JOHIX and JOMMX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2014 | 0.67 |
The correlation between JOHIX and JOMMX has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JOHIX vs. JOMMX — Risk / Return Rank
JOHIX
JOMMX
JOHIX vs. JOMMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Select Fund (JOHIX) and JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JOHIX | JOMMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.15 | +0.10 |
| Martin ratioReturn relative to average drawdown | 3.77 | 3.14 | +0.63 |
Loading charts...
Drawdowns
JOHIX vs. JOMMX - Drawdown Comparison
The maximum JOHIX drawdown since its inception was -41.60%, roughly equal to the maximum JOMMX drawdown of -42.63%. Use the drawdown chart below to compare losses from any high point for JOHIX and JOMMX.
Loading charts...
Drawdown Indicators
| JOHIX | JOMMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.60% | -42.63% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -14.80% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -20.97% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -41.60% | -36.52% | -5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -42.63% | +1.03% |
Current DrawdownCurrent decline from peak | -6.26% | -12.46% | +6.20% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -12.29% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 5.25% | -0.67% |
Volatility
JOHIX vs. JOMMX - Volatility Comparison
The current volatility for JOHCM International Select Fund (JOHIX) is 6.49%, while JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) has a volatility of 7.44%. This indicates that JOHIX experiences smaller price fluctuations and is considered to be less risky than JOMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JOHIX | JOMMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 7.44% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 16.66% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 26.45% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 18.64% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 18.38% | -1.28% |
JOHIX vs. JOMMX - Expense Ratio Comparison
JOHIX has a 0.98% expense ratio, which is lower than JOMMX's 1.49% expense ratio.
Dividends
JOHIX vs. JOMMX - Dividend Comparison
JOHIX's dividend yield for the trailing twelve months is around 3.07%, less than JOMMX's 11.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOHIX JOHCM International Select Fund | 3.07% | 3.21% | 1.71% | 1.90% | 1.67% | 12.27% | 2.88% | 0.95% | 1.51% | 1.18% | 0.71% | 0.37% |
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund | 11.79% | 12.79% | 9.45% | 0.94% | 1.10% | 20.78% | 0.45% | 0.68% | 0.53% | 1.05% | 2.12% | 0.00% |
Frequently Asked Questions
JOHIX and JOMMX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JOMMX has higher volatility (7.44%) compared to JOHIX (6.49%). In terms of maximum drawdown, JOHIX dropped -41.60% vs JOMMX's -42.63%.
JOHIX currently has the higher Sharpe Ratio (0.88 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JOHIX and JOMMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer