JOMMX vs. JOEMX
Compare and contrast key facts about JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and JOHCM Emerging Markets Opportunities Fund (JOEMX).
JOMMX is managed by JOHCM Funds. It was launched on Dec 16, 2014. JOEMX is managed by JOHCM Funds. It was launched on Nov 19, 2012.
Performance
JOMMX vs. JOEMX - Performance Comparison
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JOMMX vs. JOEMX - 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% |
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, JOMMX achieves a 3.74% return, which is significantly higher than JOEMX's 1.21% return. Both investments have delivered pretty close results over the past 10 years, with JOMMX having a 8.41% annualized return and JOEMX not far behind at 8.10%.
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%
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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JOMMX vs. JOEMX - Expense Ratio Comparison
JOMMX has a 1.49% expense ratio, which is higher than JOEMX's 1.02% expense ratio.
Return for Risk
JOMMX vs. JOEMX — Risk / Return Rank
JOMMX
JOEMX
JOMMX vs. JOEMX - 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 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.
| JOMMX | JOEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.69 | -0.20 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.21 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.09 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.18 | 8.16 | -1.98 |
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 | JOEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.69 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.30 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.29 | +0.12 |
Correlation
The correlation between JOMMX and JOEMX is 0.81, 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
JOMMX vs. JOEMX - Dividend Comparison
JOMMX's dividend yield for the trailing twelve months is around 12.33%, more than JOEMX's 3.98% 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% |
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% |
Drawdowns
JOMMX vs. JOEMX - Drawdown Comparison
The maximum JOMMX drawdown since its inception was -42.63%, which is greater than JOEMX's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for JOMMX and JOEMX.
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Drawdown Indicators
| JOMMX | JOEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -38.23% | -4.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -15.66% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -29.88% | -6.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | -38.23% | -4.40% |
Current DrawdownCurrent decline from peak | -10.41% | -12.77% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -12.53% | -11.67% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 4.02% | +0.61% |
Volatility
JOMMX vs. JOEMX - Volatility Comparison
The current volatility for JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) is 8.26%, while JOHCM Emerging Markets Opportunities Fund (JOEMX) has a volatility of 9.48%. This indicates that JOMMX experiences smaller price fluctuations and is considered to be less risky 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
| JOMMX | JOEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 9.48% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 21.63% | 13.97% | +7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.14% | 19.41% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 16.33% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 16.98% | +1.12% |