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 Chase.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMAX or JEMSX.
Performance
VEMAX vs. JEMSX - Performance Comparison
Returns By Period
In the year-to-date period, VEMAX achieves a 10.75% return, which is significantly higher than JEMSX's 4.34% return. Over the past 10 years, VEMAX has outperformed JEMSX with an annualized return of 3.58%, while JEMSX has yielded a comparatively lower 3.25% annualized return.
VEMAX
10.75%
-4.77%
1.52%
15.59%
4.24%
3.58%
JEMSX
4.34%
-4.50%
-2.93%
8.94%
0.46%
3.25%
Key characteristics
| VEMAX | JEMSX | |
|---|---|---|
| Sharpe Ratio | 1.15 | 0.55 |
| Sortino Ratio | 1.68 | 0.87 |
| Omega Ratio | 1.21 | 1.10 |
| Calmar Ratio | 0.63 | 0.18 |
| Martin Ratio | 5.76 | 2.43 |
| Ulcer Index | 2.53% | 3.26% |
| Daily Std Dev | 12.72% | 14.30% |
| Max Drawdown | -66.45% | -62.07% |
| Current Drawdown | -10.69% | -36.60% |
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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.
Correlation
The correlation between VEMAX and JEMSX is 0.96, 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.
Risk-Adjusted Performance
VEMAX vs. JEMSX - Risk-Adjusted Performance 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.
Dividends
VEMAX vs. JEMSX - Dividend Comparison
VEMAX's dividend yield for the trailing twelve months is around 2.62%, more than JEMSX's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.62% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
JEMSX JPMorgan Emerging Markets Equity Fund Class I | 1.39% | 1.45% | 0.37% | 0.46% | 0.09% | 0.76% | 0.87% | 0.39% | 0.66% | 0.68% | 1.05% | 0.22% |
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. For additional features, visit the drawdowns tool.
Volatility
VEMAX vs. JEMSX - Volatility Comparison
Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a higher volatility of 4.00% compared to JPMorgan Emerging Markets Equity Fund Class I (JEMSX) at 3.53%. This indicates that VEMAX's price experiences larger fluctuations and is considered to be riskier than JEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.