JOMMX vs. HLFMX
Compare and contrast key facts about JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Harding Loevner Frontier Emerging Markets Fund (HLFMX).
JOMMX is managed by JOHCM Funds. It was launched on Dec 16, 2014. HLFMX is managed by Harding Loevner. It was launched on May 26, 2008.
Performance
JOMMX vs. HLFMX - Performance Comparison
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JOMMX vs. HLFMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund | 3.74% | 23.88% | 4.29% | 24.91% | -21.36% | 7.22% | 23.57% | 18.25% | -20.02% | 28.46% |
HLFMX Harding Loevner Frontier Emerging Markets Fund | -0.11% | 16.95% | 8.76% | 10.43% | -18.91% | 10.18% | 0.11% | 10.88% | -15.45% | 25.08% |
Returns By Period
In the year-to-date period, JOMMX achieves a 3.74% return, which is significantly higher than HLFMX's -0.11% return. Over the past 10 years, JOMMX has outperformed HLFMX with an annualized return of 8.41%, while HLFMX has yielded a comparatively lower 4.15% annualized 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%
HLFMX
- 1D
- 2.06%
- 1M
- -5.71%
- YTD
- -0.11%
- 6M
- 3.25%
- 1Y
- 15.51%
- 3Y*
- 11.57%
- 5Y*
- 4.87%
- 10Y*
- 4.15%
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JOMMX vs. HLFMX - Expense Ratio Comparison
JOMMX has a 1.49% expense ratio, which is lower than HLFMX's 1.60% expense ratio.
Return for Risk
JOMMX vs. HLFMX — Risk / Return Rank
JOMMX
HLFMX
JOMMX vs. HLFMX - 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 Harding Loevner Frontier Emerging Markets Fund (HLFMX). 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 | HLFMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.36 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.85 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.41 | +0.63 |
Martin ratioReturn relative to average drawdown | 6.18 | 5.03 | +1.15 |
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
| JOMMX | HLFMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.36 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.48 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.35 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.07 | +0.35 |
Correlation
The correlation between JOMMX and HLFMX is 0.55, 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. HLFMX - Dividend Comparison
JOMMX's dividend yield for the trailing twelve months is around 12.33%, more than HLFMX's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
HLFMX Harding Loevner Frontier Emerging Markets Fund | 3.57% | 3.56% | 1.88% | 1.77% | 2.28% | 0.83% | 1.61% | 1.97% | 1.34% | 1.90% | 1.01% | 1.13% |
Drawdowns
JOMMX vs. HLFMX - Drawdown Comparison
The maximum JOMMX drawdown since its inception was -42.63%, smaller than the maximum HLFMX drawdown of -63.95%. Use the drawdown chart below to compare losses from any high point for JOMMX and HLFMX.
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Drawdown Indicators
| JOMMX | HLFMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -63.95% | +21.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -11.09% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -28.37% | -8.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | -46.61% | +3.98% |
Current DrawdownCurrent decline from peak | -10.41% | -9.26% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -12.53% | -19.38% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 3.11% | +1.52% |
Volatility
JOMMX vs. HLFMX - Volatility Comparison
JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) has a higher volatility of 8.26% compared to Harding Loevner Frontier Emerging Markets Fund (HLFMX) at 6.73%. This indicates that JOMMX's price experiences larger fluctuations and is considered to be riskier than HLFMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JOMMX | HLFMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 6.73% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 21.63% | 8.72% | +12.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.14% | 12.03% | +14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 10.23% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 11.79% | +6.31% |