Janus Henderson Emerging Market (JEMB) Performance
JEMB total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −0.1% since Dec 31, 2025
- 1 year
- +1.8% total return
- Since first price
- +16.5% since 2024
JEMB trailing returns vs AGG, TLT, SPY
| Period | JEMB total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −1.4% | −1.9% | +0.9% | +1.5% | −1.0% |
| 3 months | −1.7% | −3.1% | −0.4% | −1.0% | +3.2% |
| 6 months | −1.6% | −4.5% | −1.5% | −3.8% | +7.8% |
| YTD | −0.1% | −4.6% | −1.0% | −3.4% | +12.3% |
| 1 year | +1.8% | −4.4% | −1.1% | −6.9% | +14.4% |
| Since inceptionAug 14, 2024 | +16.5% | +1.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JEMB vs AGG
From Aug 14, 2024: JEMB grew to $11,655, AGG to $10,418.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JEMB returns by calendar year
1 of 1 full years positive. Best 2025 (+14.6%), worst 2025 (+14.6%). 2026 is year to date.
JEMB annual returns table
| Year | JEMB | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −0.1% | −5.1% | −1.0% | −3.4% | +12.3% |
| 2025 | +14.6% | −5.4% | +7.2% | +4.3% | +17.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JEMB largest drawdowns
Now 3.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 28, 2025 | −5.4% | Apr 10, 2025 | Jun 4, 2025 | 41 days | 3 months |
| Jun 18, 2026 | −5.1% | Oct 5, 2026 | not yet | 4 months | 4 months so far |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
JEMB risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +6.6% |
| Volatility (annualized) | 6.2% |
| Sharpe ratio | 0.43 |
| Sortino ratio | 0.59 |
| Best month | +2.7% |
| Worst month | −3.3% |
| Best 12 months | +14.6% |
| Worst 12 months | +2.7% |
| Positive months | 72% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JEMB rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 15 | +0.8% | +11.4% | +14.6% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
JEMB performance overview
Janus Henderson Emerging Market (JEMB) returned +1.8% over the past year, with distributions reinvested. Since its first recorded price on Aug 14, 2024 it has returned +16.5%. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −5.4%, from Feb 28, 2025 to Apr 10, 2025, and it took 55 days to get back to the old high. Volatility has been 6.2% a year.
Related: JEMB chart, JEMB dividends, JEMB bond profile. See the JEMB overview for the latest quote and fund facts.
JEMB performance FAQ
What is the JEMB return over the past year?
JEMB returned +1.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 4.4%.
How much would $10,000 invested in JEMB be worth?
$10,000 invested in JEMB at its first recorded close on August 14, 2024 would be worth about $11,655 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of JEMB?
The largest peak-to-trough decline was −5.4% between February 28, 2025 and April 10, 2025. It recovered to the old high on June 4, 2025, 55 days after the bottom.
How volatile is JEMB?
Over the past history JEMB had an annualized volatility of 6.2% and a Sharpe ratio of 0.43 (excess return over 1–3 month T-bills per unit of risk).