JPEM vs. VOO
Compare and contrast key facts about J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and Vanguard S&P 500 ETF (VOO).
JPEM and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEM is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor Emerging Markets Equity Index. It was launched on Jan 7, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both JPEM and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEM or VOO.
Key characteristics
| JPEM | VOO | |
|---|---|---|
| YTD Return | 5.51% | 26.88% |
| 1Y Return | 13.38% | 37.59% |
| 3Y Return (Ann) | 1.86% | 10.23% |
| 5Y Return (Ann) | 4.15% | 15.93% |
| Sharpe Ratio | 1.08 | 3.06 |
| Sortino Ratio | 1.56 | 4.08 |
| Omega Ratio | 1.20 | 1.58 |
| Calmar Ratio | 1.34 | 4.43 |
| Martin Ratio | 5.01 | 20.25 |
| Ulcer Index | 2.63% | 1.85% |
| Daily Std Dev | 12.25% | 12.23% |
| Max Drawdown | -40.22% | -33.99% |
| Current Drawdown | -7.43% | -0.30% |
Correlation
The correlation between JPEM and VOO is 0.63, 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.
Performance
JPEM vs. VOO - Performance Comparison
In the year-to-date period, JPEM achieves a 5.51% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPEM vs. VOO - Expense Ratio Comparison
JPEM has a 0.44% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JPEM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
JPEM vs. VOO - Dividend Comparison
JPEM's dividend yield for the trailing twelve months is around 4.46%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.46% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JPEM vs. VOO - Drawdown Comparison
The maximum JPEM drawdown since its inception was -40.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPEM and VOO. For additional features, visit the drawdowns tool.
Volatility
JPEM vs. VOO - Volatility Comparison
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.84% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.