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ISIN
US4812A26600
CUSIP
4812A2660
Issuer
JPMorgan
Inception Date
Nov 2, 2009
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JCMAX Performance Chart

JPMorgan Mid Cap Equity Fund Class A (JCMAX) is up 6.5% since the beginning of the year. JCMAX is currently trading at $66 per share. Investors who bought $1,000 worth of JCMAX shares 5 years ago would now be looking at an investment worth $1,367.


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S&P 500 Index

Returns By Period

JPMorgan Mid Cap Equity Fund Class A (JCMAX) has returned 6.52% so far this year and 13.57% over the past 12 months. Over the last ten years, JCMAX has returned 11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


JPMorgan Mid Cap Equity Fund Class A

1D
0.23%
1M
1.18%
YTD
6.52%
6M
6.71%
1Y
13.57%
3Y*
14.25%
5Y*
6.45%
10Y*
11.21%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JCMAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2009, JCMAX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 64% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.8%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JCMAX closed higher 54% of trading days. The best single day was Dec 11, 2020 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.40%3.18%-5.67%5.98%0.63%0.23%6.52%
20254.30%-3.31%-5.32%-0.56%4.57%3.29%1.50%1.61%0.41%-1.14%1.58%-0.78%5.82%
2024-0.26%5.48%4.04%-5.46%1.77%-0.92%3.55%2.50%1.42%0.06%8.39%-2.75%18.44%
20237.41%-2.16%-1.84%-0.77%-1.75%7.83%2.87%-3.12%-4.58%-4.08%9.81%6.66%15.87%
2022-6.53%0.07%1.05%-6.70%-0.70%-8.79%8.82%-2.79%-8.60%8.35%5.56%-5.18%-16.24%
2021-0.20%5.70%2.40%5.21%-0.02%0.91%0.45%2.12%-3.91%5.67%-3.28%3.61%19.67%

Benchmark Metrics

JPMorgan Mid Cap Equity Fund Class A has an annualized alpha of -0.04%, beta of 1.01, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since November 03, 2009.

  • With beta of 1.01 and R2 of 0.86, 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
-0.04%
Beta
1.01
0.86
Upside Capture
96.99%
Downside Capture
97.24%

Expense Ratio

JCMAX has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JCMAX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JCMAX Risk / Return Rank: 1818
Overall Rank
JCMAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JCMAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
JCMAX Omega Ratio Rank: 1515
Omega Ratio Rank
JCMAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JCMAX Martin Ratio Rank: 2525
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 Mid Cap Equity Fund Class A (JCMAX) and compare them to S&P 500 Index.


JCMAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.10

2.39

-1.29

Sortino ratio

Return per unit of downside risk

1.67

3.25

-1.59

Omega ratio

Gain probability vs. loss probability

1.20

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.65

3.11

-1.47

Martin ratio

Return relative to average drawdown

6.14

14.38

-8.25

Dividends

Dividend History

JPMorgan Mid Cap Equity Fund Class A provided a 5.78% dividend yield over the last twelve months, with an annual payout of $3.80 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.80$3.80$5.33$0.18$1.29$4.60$6.30$4.23$5.27$2.85$1.42$2.14

Dividend yield

5.78%6.16%8.60%0.31%2.63%7.65%11.63%8.54%12.89%5.69%3.23%5.06%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Mid Cap Equity Fund Class A. 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$3.80$3.80
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.33$5.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.60$4.60

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 Mid Cap Equity Fund Class A. 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 Mid Cap Equity Fund Class A was 38.33%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current JPMorgan Mid Cap Equity Fund Class A drawdown is 0.06%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.33%Mar 2020
1mo 2d5mo 13d
6mo 15dFeb 2020 - Sep 2020
Bear market2022
-25.26%Oct 2022
11mo 1d1y 4mo
2y 3moNov 2021 - Mar 2024
2011 bear market2011
-24.30%Oct 2011
2mo 27d5mo 12d
8mo 9dJul 2011 - Mar 2012
Rate-hike selloffLate 2018
-21.94%Dec 2018
3mo 26d3mo 11d
7mo 7dAug 2018 - Apr 2019
2016 bear market2016
-21.84%Feb 2016
7mo 23d10mo
1y 5moJun 2015 - Dec 2016

Drawdown Indicators


JCMAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-56.78%

+18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-9.10%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-18.90%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-25.43%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

-33.92%

-4.41%

Current Drawdown

Current decline from peak

-0.06%

0.00%

-0.06%

Average Drawdown

Average peak-to-trough decline

-5.16%

-10.72%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.97%

+0.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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