JPEM vs ZTR

Comparison between JPMORGAN DIVERSIFIED RETURN EMERGING MARKETS EQUITY ETF (JPEM, ETF) and Virtus Total Return Fund Inc (ZTR, ETF).

5-Year PerformanceJPEM has outperformed ZTR, delivering a return of +5.5% compared to +3.1%

JPEM vs ZTR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPEM(ETF)	ZTR(ETF)
Net Assets	$390M	$391M
Expense Ratio	0.44%	N/A
Max Drawdown	43.82%	84.80%
Sharpe Ratio	1.10	1.14
5Y Beta	0.53	0.40
5Y Dividends CAGR	12.48%	-7.50%

Net Assets

JPEM

$390M

Winner

ZTR

$391M

Expense Ratio

JPEM

0.44%

ZTR

N/A

Max Drawdown

Winner

JPEM

43.82%

ZTR

84.80%

Sharpe Ratio

JPEM

1.10

Winner

ZTR

1.14

5Y Beta

JPEM

0.53

Winner

ZTR

0.40

5Y Dividends CAGR

Winner

JPEM

12.48%

ZTR

-7.50%

JPEM vs ZTR - Historical Returns

Returns include dividend reinvestment.

Period	JPEM	ZTR
1 month	-3.07%	-2.85%
3 months	+0.22%	-1.35%
6 months	+6.35%	+8.90%
1 year	+18.40%	+18.27%
5 years(CAGR)	+5.46%	+3.14%
10 years(CAGR)	+7.50%	+6.61%
Max(CAGR)	+5.49%	+5.04%

JPEM

-3.07%

Winner

ZTR

-2.85%

Winner

JPEM

+0.22%

ZTR

-1.35%

JPEM

+6.35%

Winner

ZTR

+8.90%

Winner

JPEM

+18.40%

ZTR

+18.27%

5Y(CAGR)

Winner

JPEM

+5.46%

ZTR

+3.14%

10Y(CAGR)

Winner

JPEM

+7.50%

ZTR

+6.61%

Max(CAGR)

Winner

JPEM

+5.49%

ZTR

+5.04%

JPEM vs ZTR - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JPEM	ZTR
2026	+3.76%	+8.38%
2025	+23.12%	+17.83%
2024	+4.67%	+18.28%
2023	+10.68%	-4.66%
2022	-9.65%	-22.41%
2021	+7.76%	+20.48%
2020	-1.85%	-12.48%
2019	+15.56%	+42.64%
2018	-11.95%	-25.04%
2017	+27.87%	+31.80%
2016	+18.19%	+10.64%
2015	-17.70%	-4.51%
2014	N/A	+8.76%
2013	N/A	+20.59%
2012	N/A	+9.53%
2011	N/A	-4.61%
2010	N/A	+0.82%
2009	N/A	+27.39%
2008	N/A	-18.35%
2007	N/A	-15.13%
2006	N/A	+35.97%
2005	N/A	-1.42%
2004	N/A	+14.95%
2003	N/A	-0.83%
2002	N/A	-14.89%
2001	N/A	+16.24%
2000	N/A	+10.90%
1999	N/A	-11.73%

JPEM vs ZTR Drawdown Comparison

The maximum drawdown for JPEM was -40.21%, occurring on Mar 23, 2020. Recovery took 818 trading sessions.

The maximum drawdown for ZTR was -57.21%, occurring on Mar 18, 2020. Recovery took 323 trading sessions.

The current JPEM drawdown is -5.55%. The current ZTR drawdown is -4.69%.

Rank	JPEM	ZTR
#1	-40.21% Jan 26, 2018 - Apr 28, 2021	-57.21% Feb 20, 2020 - Jun 2, 2021
#2	-34.10% Apr 28, 2015 - Jul 14, 2017	-46.50% Apr 17, 2007 - Mar 25, 2013
#3	-21.58% Feb 16, 2022 - Mar 7, 2024	-42.60% Apr 13, 2022 - Oct 2, 2025
#4	-14.31% Oct 7, 2024 - Jun 10, 2025	-33.40% Jan 24, 2018 - Jul 8, 2019
#5	-10.32% Feb 25, 2026 - Mar 20, 2026	-24.24% Feb 7, 2002 - Jul 21, 2006
#6	-8.08% Sep 13, 2021 - Feb 16, 2022	-20.28% Aug 9, 2001 - Jan 11, 2002
#7	-6.92% May 17, 2024 - Sep 24, 2024	-17.20% Feb 25, 2015 - Jul 21, 2016
#8	-6.45% Feb 13, 2015 - Apr 2, 2015	-15.10% Nov 9, 1999 - Aug 14, 2000
#9	-5.67% Jun 10, 2021 - Sep 7, 2021	-11.54% Jul 10, 2019 - Oct 31, 2019
#10	-4.06% Nov 22, 2017 - Dec 28, 2017	-9.69% Jan 3, 2007 - Mar 26, 2007
#11	-3.98% Jan 23, 2015 - Feb 13, 2015	-8.83% Sep 7, 2016 - Dec 27, 2016
#12	-3.40% Jan 28, 2026 - Feb 11, 2026	-8.54% Jul 22, 2014 - Dec 4, 2014
#13	-3.40% Apr 9, 2024 - May 2, 2024	-7.11% Nov 15, 2006 - Dec 11, 2006
#14	-3.19% May 7, 2021 - May 26, 2021	-7.09% Sep 14, 2000 - Jan 9, 2001
#15	-3.08% Sep 11, 2017 - Oct 11, 2017	-7.07% Mar 2, 2026 - Mar 20, 2026

Correlation

Correlation between JPEM and ZTR is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (1999 - 2026)

JPEM vs ZTR dividend yield comparison.

Year	JPEM	ZTR
2026	0.41%	3.78%
2025	4.65%	9.52%
2024	5.12%	10.24%
2023	4.46%	15.25%
2022	4.71%	15.88%
2021	4.40%	10.96%
2020	2.85%	13.72%
2019	3.47%	11.89%
2018	2.79%	15.18%
2017	2.14%	13.85%
2016	1.28%	10.58%
2015	3.22%	9.11%
2014	0.00%	7.32%
2013	0.00%	7.32%
2012	0.00%	9.03%
2011	0.00%	12.48%
2010	0.00%	11.12%
2009	0.00%	10.13%
2008	0.00%	12.37%
2007	0.00%	12.04%
2006	0.00%	7.93%
2005	0.00%	11.72%
2004	0.00%	6.42%
2003	0.00%	9.72%
2002	0.00%	11.29%
2001	0.00%	10.01%
2000	0.00%	11.26%
1999	0.00%	2.00%