VEMY vs. JPMB
Compare and contrast key facts about Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB).
VEMY and JPMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEMY is an actively managed fund by Virtus. It was launched on Dec 12, 2022. 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.
Performance
VEMY vs. JPMB - Performance Comparison
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VEMY vs. JPMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 1.17% | 15.27% | 13.48% | 14.45% | -1.08% |
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | -1.42% | 13.73% | 1.46% | 9.48% | -2.12% |
Returns By Period
In the year-to-date period, VEMY achieves a 1.17% return, which is significantly higher than JPMB's -1.42% return.
VEMY
- 1D
- 0.41%
- 1M
- -2.01%
- YTD
- 1.17%
- 6M
- 5.69%
- 1Y
- 13.36%
- 3Y*
- 14.22%
- 5Y*
- —
- 10Y*
- —
JPMB
- 1D
- 0.44%
- 1M
- -2.63%
- YTD
- -1.42%
- 6M
- 0.13%
- 1Y
- 8.51%
- 3Y*
- 6.69%
- 5Y*
- 1.39%
- 10Y*
- —
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VEMY vs. JPMB - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is higher than JPMB's 0.39% expense ratio.
Return for Risk
VEMY vs. JPMB — Risk / Return Rank
VEMY
JPMB
VEMY vs. JPMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). 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.
| VEMY | JPMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.29 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.83 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.91 | +0.52 |
Martin ratioReturn relative to average drawdown | 10.40 | 7.37 | +3.02 |
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
| VEMY | JPMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.29 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 0.24 | +1.47 |
Correlation
The correlation between VEMY and JPMB is 0.80, 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
VEMY vs. JPMB - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 8.92%, more than JPMB's 6.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.92% | 8.89% | 10.28% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
VEMY vs. JPMB - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum JPMB drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for VEMY and JPMB.
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Drawdown Indicators
| VEMY | JPMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -26.33% | +17.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -4.61% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.16% | — |
Current DrawdownCurrent decline from peak | -2.53% | -3.09% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -7.19% | +5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.20% | +0.10% |
Volatility
VEMY vs. JPMB - Volatility Comparison
Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) have volatilities of 3.10% and 3.05%, 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.
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Volatility by Period
| VEMY | JPMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.05% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.66% | 3.81% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.95% | 6.62% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.69% | 8.92% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.69% | 9.71% | -2.02% |