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ISIN
US46648Q8133
CUSIP
46648Q813
Issuer
JPMorgan
Inception Date
Mar 31, 2016
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

AGRDX Performance Chart

JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) is up 4.7% since the beginning of the year. AGRDX is currently trading at $63 per share. Investors who bought $1,000 worth of AGRDX shares 5 years ago would now be looking at an investment worth $1,768.


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S&P 500 Index

Returns By Period

JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has returned 4.71% so far this year and 22.98% over the past 12 months. Looking at the last ten years, AGRDX has achieved an annualized return of 16.99%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


JPMorgan Research Enhanced Equity Fund Class R6

1D
1.47%
1M
-0.30%
YTD
4.71%
6M
4.23%
1Y
22.98%
3Y*
19.92%
5Y*
12.07%
10Y*
16.99%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, AGRDX's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.6%, while the worst month was Apr 2022 at -12.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AGRDX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.65%-3.49%-5.33%11.65%7.70%-3.10%4.71%
20251.87%-3.88%-9.24%1.21%8.60%5.89%3.71%1.57%5.04%3.70%-1.63%-0.94%15.66%
20242.82%7.20%1.60%-4.41%5.32%5.86%-3.08%1.89%2.17%-1.12%5.80%0.53%26.66%
20238.40%-1.18%7.51%1.04%5.06%5.58%3.45%-1.16%-5.21%-0.76%11.14%4.23%43.81%
2022-9.16%-3.94%3.49%-12.45%-3.60%-7.52%11.81%-5.27%-10.02%5.22%5.04%-7.27%-31.15%
20210.02%0.86%0.75%7.15%-1.87%7.10%3.03%3.56%-5.87%9.23%0.17%2.00%28.29%

Benchmark Metrics

JPMorgan Research Enhanced Equity Fund Class R6 has an annualized alpha of 1.71%, beta of 1.11, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.

  • This fund captured 113.94% of S&P 500 Index gains and 101.95% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.11 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.71%
Beta
1.11
0.91
Upside Capture
113.94%
Downside Capture
101.95%

Expense Ratio

AGRDX has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

AGRDX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AGRDX Risk / Return Rank: 2121
Overall Rank
AGRDX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGRDX Sortino Ratio Rank: 2323
Sortino Ratio Rank
AGRDX Omega Ratio Rank: 2424
Omega Ratio Rank
AGRDX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AGRDX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGRDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.34

2.78

-1.44

Martin ratioReturn relative to average drawdown

4.39

12.44

-8.05

Dividends

Dividend History

JPMorgan Research Enhanced Equity Fund Class R6 provided a 15.52% dividend yield over the last twelve months, with an annual payout of $9.76 per share. The fund has been increasing its distributions for 3 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$9.76$9.76$3.46$2.34$1.83$5.31$2.50$2.17$4.03$3.32$1.29$1.91

Dividend yield

15.52%16.25%5.72%4.64%5.01%9.55%5.24%5.86%13.94%9.95%4.58%6.71%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Research Enhanced Equity Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.76$9.76
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.46$3.46
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34
2022$0.00$0.00$1.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$1.83
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.31$5.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Research Enhanced Equity Fund Class R6. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Research Enhanced Equity Fund Class R6 was 34.73%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current JPMorgan Research Enhanced Equity Fund Class R6 drawdown is 4.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.73%Oct 2022
9mo 20d1y 3mo
2y 22dDec 2021 - Jan 2024
COVID crash2020
-30.67%Mar 2020
1mo 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
2025 selloff2025
-24.12%Apr 2025
3mo 22d3mo 2d
6mo 24dDec 2024 - Jul 2025
Rate-hike selloffLate 2018
-22.22%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2026 correction2026
-16.55%Mar 2026
5mo 1d1mo 9d
6mo 10dOct 2025 - May 2026

Drawdown Indicators


AGRDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.73%

-56.78%

+22.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-9.10%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-18.90%

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.73%

-25.43%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.73%

-33.92%

-0.81%

Current Drawdown

Current decline from peak

-4.19%

-1.80%

-2.39%

Average Drawdown

Average peak-to-trough decline

-5.89%

-10.71%

+4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.03%

+3.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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