JPMB vs. VEMBX
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX).
JPMB is a passively managed fund by JPMorgan that tracks the performance of the J.P. Morgan Emerging Markets Risk-Aware Bond Index. It was launched on Jan 29, 2018. VEMBX is managed by Vanguard. It was launched on Mar 10, 2016.
Performance
JPMB vs. VEMBX - Performance Comparison
Loading graphics...
JPMB vs. VEMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | -1.42% | 13.73% | 1.46% | 9.48% | -16.05% | -2.26% | 5.36% | 17.71% | -4.72% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | -1.40% | 14.32% | 7.38% | 13.66% | -13.18% | -1.53% | 14.99% | 17.72% | -1.22% |
Returns By Period
The year-to-date returns for both investments are quite close, with JPMB having a -1.42% return and VEMBX slightly higher at -1.40%.
JPMB
- 1D
- 0.44%
- 1M
- -2.63%
- YTD
- -1.42%
- 6M
- 0.13%
- 1Y
- 8.51%
- 3Y*
- 6.69%
- 5Y*
- 1.39%
- 10Y*
- —
VEMBX
- 1D
- 0.48%
- 1M
- -2.88%
- YTD
- -1.40%
- 6M
- 1.85%
- 1Y
- 9.48%
- 3Y*
- 10.29%
- 5Y*
- 4.09%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JPMB vs. VEMBX - Expense Ratio Comparison
JPMB has a 0.39% expense ratio, which is lower than VEMBX's 0.55% expense ratio.
Return for Risk
JPMB vs. VEMBX — Risk / Return Rank
JPMB
VEMBX
JPMB vs. VEMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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.
| JPMB | VEMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.96 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.83 | 2.83 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.33 | -0.42 |
Martin ratioReturn relative to average drawdown | 7.37 | 10.49 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JPMB | VEMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.96 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.65 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 1.02 | -0.78 |
Correlation
The correlation between JPMB and VEMBX is 0.74, 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
JPMB vs. VEMBX - Dividend Comparison
JPMB's dividend yield for the trailing twelve months is around 6.21%, more than VEMBX's 5.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 6.21% | 6.71% | 6.32% | 5.99% | 4.94% | 4.29% | 4.29% | 4.51% | 4.58% | 0.00% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 5.66% | 6.20% | 6.86% | 7.06% | 5.43% | 5.00% | 4.50% | 6.27% | 4.81% | 6.50% |
Drawdowns
JPMB vs. VEMBX - Drawdown Comparison
The maximum JPMB drawdown since its inception was -26.33%, which is greater than VEMBX's maximum drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for JPMB and VEMBX.
Loading graphics...
Drawdown Indicators
| JPMB | VEMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -24.36% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -4.16% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -24.36% | -1.80% |
Current DrawdownCurrent decline from peak | -3.09% | -3.30% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.93% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.95% | +0.25% |
Volatility
JPMB vs. VEMBX - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a higher volatility of 3.05% compared to Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) at 2.13%. This indicates that JPMB's price experiences larger fluctuations and is considered to be riskier than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JPMB | VEMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.13% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 2.90% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 5.07% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.92% | 6.29% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 6.37% | +3.34% |