JOMMX vs. FQEMX

Last updated Apr 2, 2026

Compare and contrast key facts about JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Franklin Templeton SMACS: Series EM (FQEMX).

JOMMX is managed by JOHCM Funds. It was launched on Dec 16, 2014. FQEMX is managed by Franklin Templeton. It was launched on Nov 21, 2021.

Performance

JOMMX vs. FQEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Franklin Templeton SMACS: Series EM (FQEMX). The values are adjusted to include any dividend payments, if applicable.

JOMMX vs. FQEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund	3.74%	23.88%	4.29%	24.91%	-21.36%	-10.87%
FQEMX Franklin Templeton SMACS: Series EM	12.06%	55.98%	6.67%	12.18%	-20.68%	0.32%

Returns By Period

In the year-to-date period, JOMMX achieves a 3.74% return, which is significantly lower than FQEMX's 12.06% return.

JOMMX

• 1D: 1.52%
• 1M: -8.92%
• YTD: 3.74%
• 6M: 3.86%
• 1Y: 33.36%
• 3Y*: 15.88%
• 5Y*: 5.42%
• 10Y*: 8.41%

FQEMX

• 1D: 3.12%
• 1M: -15.56%
• YTD: 12.06%
• 6M: 27.82%
• 1Y: 70.93%
• 3Y*: 25.83%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JOMMX vs. FQEMX - Expense Ratio Comparison

JOMMX has a 1.49% expense ratio, which is higher than FQEMX's 0.00% expense ratio.

JOMMX

JOHCM Emerging Markets Small Mid Cap Equity Fund

FQEMX

Franklin Templeton SMACS: Series EM

Return for Risk

JOMMX vs. FQEMX — Risk / Return Rank

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

JOMMX

JOMMX Risk / Return Rank: 76
JOMMX Sharpe Ratio Rank: 78
JOMMX Sortino Ratio Rank: 77
JOMMX Omega Ratio Rank: 87
JOMMX Calmar Ratio Rank: 79
JOMMX Martin Ratio Rank: 59

FQEMX

FQEMX Risk / Return Rank: 96
FQEMX Sharpe Ratio Rank: 98
FQEMX Sortino Ratio Rank: 96
FQEMX Omega Ratio Rank: 96
FQEMX Calmar Ratio Rank: 95
FQEMX Martin Ratio Rank: 95

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.

JOMMX vs. FQEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Franklin Templeton SMACS: Series EM (FQEMX). 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.

	JOMMX	FQEMX	Difference
Sharpe ratio Return per unit of total volatility	1.49	3.07	-1.58
Sortino ratio Return per unit of downside risk	2.03	3.44	-1.40
Omega ratio Gain probability vs. loss probability	1.38	1.55	-0.17
Calmar ratio Return relative to maximum drawdown	2.04	3.47	-1.43
Martin ratio Return relative to average drawdown	6.18	13.65	-7.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JOMMX vs. FQEMX - Sharpe Ratio Comparison

The current JOMMX Sharpe Ratio is 1.49, which is lower than the FQEMX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of JOMMX and FQEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JOMMX	FQEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	3.07	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.62	-0.21

Correlation

The correlation between JOMMX and FQEMX is 0.66, 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

JOMMX vs. FQEMX - Dividend Comparison

JOMMX's dividend yield for the trailing twelve months is around 12.33%, more than FQEMX's 2.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund	12.33%	12.79%	9.45%	0.94%	1.10%	20.78%	0.45%	0.68%	0.53%	1.05%	2.12%
FQEMX Franklin Templeton SMACS: Series EM	2.84%	3.18%	3.15%	4.82%	3.93%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JOMMX vs. FQEMX - Drawdown Comparison

The maximum JOMMX drawdown since its inception was -42.63%, which is greater than FQEMX's maximum drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for JOMMX and FQEMX.

Drawdown Indicators

	JOMMX	FQEMX	Difference
Max Drawdown Largest peak-to-trough decline	-42.63%	-34.46%	-8.17%
Max Drawdown (1Y) Largest decline over 1 year	-13.61%	-18.93%	+5.32%
Max Drawdown (5Y) Largest decline over 5 years	-36.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.63%	—	—
Current Drawdown Current decline from peak	-10.41%	-16.40%	+5.99%
Average Drawdown Average peak-to-trough decline	-12.53%	-11.08%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	4.81%	-0.18%

Volatility

JOMMX vs. FQEMX - Volatility Comparison

The current volatility for JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) is 8.26%, while Franklin Templeton SMACS: Series EM (FQEMX) has a volatility of 14.20%. This indicates that JOMMX experiences smaller price fluctuations and is considered to be less risky than FQEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JOMMX	FQEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.26%	14.20%	-5.94%
Volatility (6M) Calculated over the trailing 6-month period	21.63%	20.17%	+1.46%
Volatility (1Y) Calculated over the trailing 1-year period	26.14%	24.14%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.94%	19.73%	-1.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.10%	19.73%	-1.63%