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JPMorgan U.S. Research Enhanced Equity Fund (JDEUX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4812A18375

Issuer

JPMorgan

Inception Date

Mar 24, 2003

Min. Investment

$15,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for JDEUX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JDEUX: 0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan U.S. Research Enhanced Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
473.86%
553.68%
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund)
Benchmark (^GSPC)

Returns By Period

JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) returned -3.44% year-to-date (YTD) and 5.45% over the past 12 months. Over the past 10 years, JDEUX returned 7.20% annually, underperforming the S&P 500 benchmark at 10.57%.


JDEUX

YTD

-3.44%

1M

12.18%

6M

-6.28%

1Y

5.45%

5Y*

12.61%

10Y*

7.20%

^GSPC (Benchmark)

YTD

-3.31%

1M

12.07%

6M

-0.74%

1Y

10.90%

5Y*

14.73%

10Y*

10.57%

*Annualized

Monthly Returns

The table below presents the monthly returns of JDEUX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.14%-1.04%-5.73%-1.07%2.43%-3.44%
20241.90%5.45%3.27%-3.72%5.01%3.71%0.98%2.50%1.96%-0.71%5.28%-7.40%18.87%
20236.55%-2.22%3.72%1.78%0.66%6.63%3.30%-1.24%-4.58%-1.99%9.03%4.35%28.13%
2022-4.73%-2.87%3.35%-8.70%0.22%-8.36%9.45%-4.07%-9.12%7.53%5.99%-7.41%-19.24%
2021-0.66%2.69%4.81%5.69%0.67%2.38%2.42%2.70%-4.86%7.64%-0.43%-6.83%16.39%
20200.11%-7.71%-12.78%13.33%5.12%2.40%5.89%7.78%-4.26%-2.68%11.15%1.24%17.62%
20198.24%2.94%1.74%4.28%-6.67%7.08%1.30%-2.00%1.99%-7.36%3.80%3.00%18.48%
20185.41%-3.99%-2.65%0.11%2.19%0.90%3.99%3.00%0.77%-7.62%2.57%-18.69%-15.43%
20172.29%3.85%0.32%1.12%0.99%0.36%2.07%0.54%1.86%2.18%3.05%1.20%21.64%
2016-6.44%-0.78%7.05%0.46%2.02%-1.01%4.06%0.22%-0.04%-1.41%4.24%1.71%9.86%
2015-2.53%5.93%-1.61%-0.08%2.42%-1.35%0.33%-6.72%-3.52%7.64%-0.00%-6.06%-6.36%
2014-3.34%4.81%1.35%0.00%2.64%2.79%-0.75%4.10%-1.92%2.95%2.02%-6.04%8.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JDEUX is 38, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JDEUX is 3838
Overall Rank
The Sharpe Ratio Rank of JDEUX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of JDEUX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of JDEUX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of JDEUX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JDEUX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for JDEUX, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
JDEUX: 0.37
^GSPC: 0.67
The chart of Sortino ratio for JDEUX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
JDEUX: 0.64
^GSPC: 1.05
The chart of Omega ratio for JDEUX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
JDEUX: 1.10
^GSPC: 1.16
The chart of Calmar ratio for JDEUX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.00
JDEUX: 0.33
^GSPC: 0.68
The chart of Martin ratio for JDEUX, currently valued at 1.08, compared to the broader market0.0010.0020.0030.0040.00
JDEUX: 1.08
^GSPC: 2.70

The current JPMorgan U.S. Research Enhanced Equity Fund Sharpe ratio is 0.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan U.S. Research Enhanced Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.37
0.67
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan U.S. Research Enhanced Equity Fund provided a 1.12% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.47$0.46$0.44$0.40$0.38$0.44$0.44$0.44$0.42$0.38$0.31$0.32

Dividend yield

1.12%1.05%1.20%1.35%1.05%1.38%1.59%1.85%1.48%1.62%1.43%1.36%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.10$0.00$0.00$0.10
2024$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.14$0.46
2023$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.14$0.44
2022$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.40
2021$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.11$0.38
2020$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.11$0.44
2019$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.44
2018$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.44
2017$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.12$0.42
2016$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.11$0.38
2015$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.10$0.31
2014$0.07$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.08$0.32

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.40%
-7.45%
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan U.S. Research Enhanced Equity Fund. 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 U.S. Research Enhanced Equity Fund was 54.03%, occurring on Mar 9, 2009. Recovery took 744 trading sessions.

The current JPMorgan U.S. Research Enhanced Equity Fund drawdown is 11.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.03%Oct 10, 2007354Mar 9, 2009744Feb 17, 20121098
-37.12%Sep 24, 2018376Mar 23, 2020108Aug 25, 2020484
-31.27%Dec 14, 2021209Oct 12, 2022346Feb 29, 2024555
-24.04%Dec 8, 2014297Feb 11, 2016253Feb 13, 2017550
-22.44%Dec 9, 202482Apr 8, 2025

Volatility

Volatility Chart

The current JPMorgan U.S. Research Enhanced Equity Fund volatility is 14.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.30%
14.17%
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund)
Benchmark (^GSPC)