ZTR vs JPEM

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

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

ZTR vs JPEM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

ZTR

$391M

JPEM

$390M

Expense Ratio

ZTR

N/A

JPEM

0.44%

Max Drawdown

ZTR

84.80%

Winner

JPEM

43.82%

Sharpe Ratio

Winner

ZTR

1.14

JPEM

1.10

5Y Beta

Winner

ZTR

0.40

JPEM

0.53

5Y Dividends CAGR

ZTR

-7.50%

Winner

JPEM

12.48%

ZTR vs JPEM - Historical Returns

Returns include dividend reinvestment.

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

Winner

ZTR

-2.85%

JPEM

-3.07%

ZTR

-1.35%

Winner

JPEM

+0.22%

Winner

ZTR

+8.90%

JPEM

+6.35%

ZTR

+18.27%

Winner

JPEM

+18.40%

5Y(CAGR)

ZTR

+3.14%

Winner

JPEM

+5.46%

10Y(CAGR)

ZTR

+6.61%

Winner

JPEM

+7.50%

Max(CAGR)

ZTR

+5.04%

Winner

JPEM

+5.49%

ZTR vs JPEM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

ZTR vs JPEM Drawdown Comparison

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

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

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

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

Correlation

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

0.87

-101

Dividend Comparison (1999 - 2026)

ZTR vs JPEM dividend yield comparison.

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