JOMMX vs. JOEMX
JOMMX (JOHCM Emerging Markets Small Mid Cap Equity Fund) and JOEMX (JOHCM Emerging Markets Opportunities Fund) are both Emerging Markets Equities funds from JOHCM Funds. Over the past 10 years, JOMMX returned 7.53%/yr vs 8.53%/yr for JOEMX. Their correlation of 0.81 means they have usually moved in the same direction. JOMMX charges 1.49%/yr vs 1.02%/yr for JOEMX.
Performance
JOMMX vs. JOEMX - Performance Comparison
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Returns By Period
In the year-to-date period, JOMMX achieves a 7.26% return, which is significantly lower than JOEMX's 15.83% return. Over the past 10 years, JOMMX has underperformed JOEMX with an annualized return of 7.53%, while JOEMX has yielded a comparatively higher 8.53% annualized return.
JOMMX
- 1D
- 1.60%
- 1M
- -9.73%
- 6M
- -1.04%
- YTD
- 7.26%
- 1Y
- 14.47%
- 3Y*
- 11.94%
- 5Y*
- 4.36%
- 10Y*
- 7.53%
- ALL TIME*
- 7.65%
JOEMX
- 1D
- 2.80%
- 1M
- -1.26%
- 6M
- 5.24%
- YTD
- 15.83%
- 1Y
- 34.96%
- 3Y*
- 17.19%
- 5Y*
- 8.19%
- 10Y*
- 8.53%
- ALL TIME*
- 5.78%
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 |
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 | 7.26% | 23.88% | 4.29% | 24.91% | -21.36% | 7.22% | 23.57% | 18.25% | -20.02% | 28.46% |
JOEMX JOHCM Emerging Markets Opportunities Fund | 15.83% | 36.38% | 6.03% | 7.18% | -15.74% | 1.29% | 16.46% | 14.86% | -14.73% | 34.68% |
Correlation
The correlation between JOMMX and JOEMX is 0.68, 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. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2014 | 0.81 |
The correlation between JOMMX and JOEMX shifts across timeframes, from 0.68 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| JOMMX | JOEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.12 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.96 | 7.16 | -4.20 |
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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 | -14.80% | -15.66% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.97% | -15.73% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -36.52% | -26.63% | -9.89% |
Max Drawdown (10Y)Largest decline over 10 years | -42.63% | -38.23% | -4.40% |
Current DrawdownCurrent decline from peak | -13.43% | -6.55% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -12.29% | -11.48% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 4.60% | +0.59% |
Volatility
JOMMX vs. JOEMX - Volatility Comparison
JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) has a higher volatility of 7.27% compared to JOHCM Emerging Markets Opportunities Fund (JOEMX) at 6.92%. This indicates that JOMMX'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
| JOMMX | JOEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 6.92% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.63% | 18.23% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.44% | 20.80% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 17.30% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 17.34% | +1.04% |
JOMMX vs. JOEMX - Expense Ratio Comparison
JOMMX has a 1.49% expense ratio, which is higher than JOEMX's 1.02% expense ratio.
Dividends
JOMMX vs. JOEMX - Dividend Comparison
JOMMX's dividend yield for the trailing twelve months is around 11.92%, more than JOEMX's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JOEMX JOHCM Emerging Markets Opportunities Fund | 3.48% | 4.03% | 1.22% | 1.76% | 2.08% | 3.67% | 1.13% | 3.85% | 4.55% | 0.63% | 0.86% |
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund | 11.92% | 12.79% | 9.45% | 0.94% | 1.10% | 20.78% | 0.45% | 0.68% | 0.53% | 1.05% | 2.12% |
Frequently Asked Questions
JOMMX and JOEMX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JOMMX has higher volatility (7.27%) compared to JOEMX (6.92%). In terms of maximum drawdown, JOMMX dropped -42.63% vs JOEMX's -38.23%.
JOEMX currently has the higher Sharpe Ratio (1.60 vs 0.60), 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.
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