VEMAX vs. JEMSX
Compare and contrast key facts about Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and JPMorgan Emerging Markets Equity Fund Class I (JEMSX).
VEMAX is managed by Vanguard. It was launched on Jun 23, 2006. JEMSX is managed by JPMorgan.
Performance
VEMAX vs. JEMSX - Performance Comparison
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VEMAX vs. JEMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 0.69% | 24.76% | 11.34% | 8.82% | -17.79% | 0.85% | 15.24% | 20.29% | -14.59% | 31.37% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 5.91% | 40.13% | 3.39% | 7.21% | -25.77% | -10.36% | 34.73% | 31.96% | -16.02% | 42.49% |
Returns By Period
In the year-to-date period, VEMAX achieves a 0.69% return, which is significantly lower than JEMSX's 5.91% return. Over the past 10 years, VEMAX has underperformed JEMSX with an annualized return of 7.63%, while JEMSX has yielded a comparatively higher 9.55% annualized return.
VEMAX
- 1D
- 0.92%
- 1M
- -2.37%
- YTD
- 0.69%
- 6M
- 0.98%
- 1Y
- 22.36%
- 3Y*
- 13.68%
- 5Y*
- 3.77%
- 10Y*
- 7.63%
JEMSX
- 1D
- 1.68%
- 1M
- -2.11%
- YTD
- 5.91%
- 6M
- 10.14%
- 1Y
- 42.04%
- 3Y*
- 16.13%
- 5Y*
- 1.87%
- 10Y*
- 9.55%
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VEMAX vs. JEMSX - Expense Ratio Comparison
VEMAX has a 0.14% expense ratio, which is lower than JEMSX's 0.99% expense ratio.
Return for Risk
VEMAX vs. JEMSX — Risk / Return Rank
VEMAX
JEMSX
VEMAX vs. JEMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and JPMorgan Emerging Markets Equity Fund Class I (JEMSX). 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.
| VEMAX | JEMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.13 | -0.66 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.74 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 3.41 | -1.34 |
Martin ratioReturn relative to average drawdown | 7.48 | 13.46 | -5.98 |
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
| VEMAX | JEMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.13 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.10 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.27 | -0.01 |
Correlation
The correlation between VEMAX and JEMSX is 0.95, 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
VEMAX vs. JEMSX - Dividend Comparison
VEMAX's dividend yield for the trailing twelve months is around 2.64%, more than JEMSX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.64% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.19% | 1.26% | 1.41% | 1.45% | 0.37% | 3.80% | 0.09% | 0.76% | 0.87% | 0.39% | 0.66% | 0.67% |
Drawdowns
VEMAX vs. JEMSX - Drawdown Comparison
The maximum VEMAX drawdown since its inception was -66.45%, which is greater than JEMSX's maximum drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for VEMAX and JEMSX.
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Drawdown Indicators
| VEMAX | JEMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -62.07% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -12.57% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -44.92% | +12.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -49.59% | +13.48% |
Current DrawdownCurrent decline from peak | -8.12% | -8.28% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -21.79% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.19% | -0.11% |
Volatility
VEMAX vs. JEMSX - Volatility Comparison
The current volatility for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) is 6.21%, while JPMorgan Emerging Markets Equity Fund Class I (JEMSX) has a volatility of 8.70%. This indicates that VEMAX experiences smaller price fluctuations and is considered to be less risky than JEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEMAX | JEMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 8.70% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 14.80% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 19.97% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 18.91% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 19.25% | -2.86% |