Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JEMDX (JPMORGAN EMERGING MARKETS DEBT FUND CLASS I) | 5.23% | 8.68% | 9.31% | 1.02% | 2.72% | 3.52% | 4.32% | 5.39% |
Data as of 07/25/2025, AR inception is 04/17/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JEMDX (JPMORGAN EMERGING MARKETS DEBT FUND CLASS I) | 04/17/1997 | 07/25/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.79 | 8.68 | 9.31 | 1.02 | 2.72 | 3.52 | 4.32 | 5.39 | 5.23 | 7.39 | 10.18 | -18.49 | -3.35 | 5.37 | 13.86 | -5.82 | 9.14 | 8.70 | -0.50 | 3.86 | -6.78 | 20.49 | 6.08 | 13.24 | 41.40 | -28.73 | 4.55 | 12.43 | 14.83 | 13.58 | 29.09 | 11.45 | 4.79 | 15.26 | 21.04 | -25.20 | -2.40 |
Sharpe Ratio | NA | 1.04 | 0.87 | -0.15 | 0.17 | NA | NA | 0.41 | 1.11 | 0.73 | 0.94 | -1.86 | -0.82 | 0.37 | 3.11 | -1.53 | 2.54 | 1.41 | -0.12 | 0.81 | -1.04 | 5.13 | 1.12 | 2.42 | 6.94 | -1.97 | 0.24 | 1.66 | 2.16 | 1.32 | 3.56 | 0.96 | 0.18 | 1.20 | 1.19 | -1.26 | -0.45 |
Standard Deviation(%) | NA | 5.28 | 6.81 | 6.93 | 7.18 | NA | NA | 9.34 | 5.85 | 5.15 | 6.97 | 10.76 | 4.09 | 13.79 | 3.98 | 4.72 | 3.35 | 6.02 | 4.53 | 4.73 | 6.54 | 4.02 | 5.39 | 5.44 | 5.95 | 15.01 | 5.82 | 5.44 | 5.82 | 9.51 | 7.96 | 10.79 | 12.99 | 9.21 | 14.79 | 22.68 | 15.51 |
Draw Down(%) | NA | 5.63 | 13.01 | 30.83 | 30.83 | NA | NA | 41.57 | 5.63 | 3.06 | 7.42 | 28.04 | 5.64 | 23.84 | 2.81 | 8.41 | 1.73 | 7.12 | 5.42 | 8.36 | 12.23 | 4.48 | 6.99 | 5.55 | 3.18 | 38.84 | 9.22 | 7.33 | 5.62 | 13.90 | 8.86 | 15.42 | 11.38 | 9.66 | 12.85 | 36.22 | 15.60 |
Yield(%) | 0.00 | 5.83 | 6.20 | 4.40 | 4.54 | 4.80 | 5.24 | 5.62 | 2.72 | 6.25 | 5.66 | 4.72 | 4.04 | 3.77 | 4.92 | 4.19 | 4.66 | 5.23 | 4.52 | 4.05 | 4.61 | 5.75 | 6.45 | 6.25 | 7.34 | 5.97 | 7.40 | 5.21 | 22.35 | 20.12 | 8.67 | 8.92 | 10.69 | 11.51 | 8.03 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 04/17/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEMDX (JPMORGAN EMERGING MARKETS DEBT FUND CLASS I) |
-8.66%
Sep 2019 - Sep 2022 |
-4.01%
Sep 2017 - Sep 2022 |
-0.48%
Oct 2012 - Oct 2022 |
1.92%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JEMDX (JPMORGAN EMERGING MARKETS DEBT FUND CLASS I) |
24.41%
Sep 2002 - Sep 2005 |
17.94%
Jul 2002 - Jul 2007 |
13.48%
Aug 1998 - Aug 2008 |
10.93%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart