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Johnson Equity Income Fund (JEQIX) Sharpe Ratio: 1.05

Mutual Fund · Currency in USD · Last updated Jul 11, 2026

The fund invests primarily in equity securities of larger-sized U.S. companies (those with a market capitalization above $15 billion) that its adviser believes offer opportunities for above-average dividend income and capital growth. Under normal circumstances, at least 80% of the fund's total assets will be invested in income-producing equity securities.

JEQIX's Sharpe Ratio of 1.05 indicates that for each unit of volatility, it generates 1.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JEQIX Sharpe Ratio Rank

JEQIX Sharpe Ratio Rank: 24.625
Below Average

JEQIX ranks above 24.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

JEQIX Sharpe Ratio Market Positioning

The chart shows JEQIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.06 or lower
  • Yellow zone (middle 50%): 1.06 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 3.91+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Johnson Equity Income Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how JEQIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund2.83
POGRXPRIMECAP Odyssey Growth Fund2.76
VPMAXVanguard PRIMECAP Fund Admiral Shares2.74
SVPFXGoldman Sachs Strategic Volatility Premium Fund2.65
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio2.52
MISEXMidas Magic2.45
QCELXAQR Large Cap Multi-Style Fund2.41
POSKXPrimeCap Odyssey Stock Fund2.40
STFGXState Farm Growth Fund2.36
AMFEXAAMA Equity Fund2.35
JEQIXJohnson Equity Income Fund1.05

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JEQIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JEQIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JEQIX fit in your portfolio?

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