Correlation
The correlation between JOMMX and VEMAX is 0.57, 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.
JOMMX vs. VEMAX
Compare and contrast key facts about JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
JOMMX is managed by JOHCM Funds. It was launched on Dec 16, 2014. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOMMX or VEMAX.
Performance
JOMMX vs. VEMAX - Performance Comparison
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Key characteristics
JOMMX:
-0.34
VEMAX:
0.78
JOMMX:
-0.35
VEMAX:
1.03
JOMMX:
0.95
VEMAX:
1.13
JOMMX:
-0.15
VEMAX:
0.58
JOMMX:
-0.51
VEMAX:
2.01
JOMMX:
11.33%
VEMAX:
5.28%
JOMMX:
16.64%
VEMAX:
15.90%
JOMMX:
-46.37%
VEMAX:
-66.45%
JOMMX:
-25.27%
VEMAX:
-3.92%
Returns By Period
In the year-to-date period, JOMMX achieves a 6.26% return, which is significantly lower than VEMAX's 7.35% return. Over the past 10 years, JOMMX has underperformed VEMAX with an annualized return of 1.85%, while VEMAX has yielded a comparatively higher 4.06% annualized return.
JOMMX
6.26%
7.85%
-3.29%
-5.65%
5.20%
4.86%
1.85%
VEMAX
7.35%
5.26%
7.18%
12.22%
6.98%
8.04%
4.06%
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JOMMX vs. VEMAX - Expense Ratio Comparison
JOMMX has a 1.49% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
JOMMX vs. VEMAX — Risk-Adjusted Performance Rank
JOMMX
VEMAX
JOMMX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
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Dividends
JOMMX vs. VEMAX - Dividend Comparison
JOMMX's dividend yield for the trailing twelve months is around 8.89%, more than VEMAX's 2.93% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOMMX JOHCM Emerging Markets Small Mid Cap Equity Fund | 8.89% | 9.45% | 0.94% | 1.10% | 34.44% | 0.45% | 0.68% | 0.53% | 12.51% | 2.12% | 4.38% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.93% | 3.12% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% |
Drawdowns
JOMMX vs. VEMAX - Drawdown Comparison
The maximum JOMMX drawdown since its inception was -46.37%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for JOMMX and VEMAX.
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Volatility
JOMMX vs. VEMAX - Volatility Comparison
The current volatility for JOHCM Emerging Markets Small Mid Cap Equity Fund (JOMMX) is 2.14%, while Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a volatility of 3.37%. This indicates that JOMMX experiences smaller price fluctuations and is considered to be less risky than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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