JPMorgan Hedged Equity Fund Class I (JHEQX)
Fund Info
US46637K2814
46637K281
Dec 13, 2013
Share Price Chart
Loading data...
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 Hedged Equity Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
JPMorgan Hedged Equity Fund Class I had a return of 19.13% year-to-date (YTD) and 20.50% in the last 12 months. Over the past 10 years, JPMorgan Hedged Equity Fund Class I had an annualized return of 8.62%, while the S&P 500 had an annualized return of 11.16%, indicating that JPMorgan Hedged Equity Fund Class I did not perform as well as the benchmark.
JHEQX
19.13%
0.97%
11.59%
20.50%
10.82%
8.62%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of JHEQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.45% | 3.32% | 0.96% | -2.55% | 3.75% | 3.59% | 0.67% | 2.26% | 2.15% | -0.24% | 19.13% | ||
| 2023 | 3.50% | -0.28% | 3.48% | 1.53% | 0.68% | 3.64% | 2.10% | -0.32% | -4.56% | -1.08% | 5.62% | 1.08% | 16.07% |
| 2022 | -2.56% | -1.48% | -0.62% | -4.55% | -0.08% | -0.74% | 4.03% | -0.79% | -7.68% | 3.03% | 3.15% | 0.52% | -8.05% |
| 2021 | -0.29% | 1.55% | 3.24% | 2.36% | 0.70% | 0.92% | 1.19% | 1.03% | -2.35% | 2.86% | 0.04% | 1.54% | 13.43% |
| 2020 | 0.24% | -3.75% | -1.45% | 5.60% | 2.07% | 1.18% | 2.37% | 2.36% | -0.02% | -1.09% | 4.82% | 1.32% | 14.10% |
| 2019 | 3.00% | 0.67% | 0.21% | 2.08% | -3.88% | 5.43% | 0.64% | -1.03% | 1.47% | 1.61% | 1.59% | 1.04% | 13.31% |
| 2018 | 1.35% | -1.07% | -2.11% | 0.16% | 1.64% | 1.25% | 2.26% | 0.85% | 0.62% | -4.67% | 1.09% | -1.87% | -0.72% |
| 2017 | 1.50% | 1.48% | 0.77% | 0.84% | 0.77% | 0.53% | 1.42% | 0.65% | 1.13% | 1.27% | 1.05% | 0.61% | 12.70% |
| 2016 | -3.24% | -1.29% | 4.84% | 0.50% | 1.55% | -0.07% | 1.84% | 0.54% | 0.81% | -0.66% | 2.77% | 1.83% | 9.59% |
| 2015 | -1.34% | 3.20% | -0.91% | -0.12% | 1.39% | -1.50% | 0.73% | -3.37% | -3.17% | 2.65% | 0.38% | 0.87% | -1.43% |
| 2014 | 1.14% | -0.76% | 2.43% | -0.79% | 1.70% | 0.99% | 1.31% | 6.13% |
Expense Ratio
JHEQX features an expense ratio of 0.58%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of JHEQX is 89, placing it in the top 11% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
JPMorgan Hedged Equity Fund Class I provided a 0.77% dividend yield over the last twelve months, with an annual payout of $0.26 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.26 | $0.28 | $0.24 | $0.19 | $0.27 | $0.24 | $0.22 | $0.19 | $0.23 | $0.20 | $0.18 |
Dividend yield | 0.77% | 0.98% | 0.98% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.22% | 1.07% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Hedged Equity Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.19 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.27 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.24 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.22 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.19 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.23 |
| 2015 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.20 |
| 2014 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.18 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Hedged Equity Fund Class I. 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 Hedged Equity Fund Class I was 18.85%, occurring on Mar 23, 2020. Recovery took 61 trading sessions.
The current JPMorgan Hedged Equity Fund Class I drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 61 | Jun 18, 2020 | 84 |
| -14.34% | Jan 4, 2022 | 197 | Oct 14, 2022 | 148 | May 18, 2023 | 345 |
| -10.79% | Jun 24, 2015 | 161 | Feb 11, 2016 | 143 | Sep 6, 2016 | 304 |
| -7.12% | Oct 2, 2018 | 58 | Dec 24, 2018 | 84 | Apr 26, 2019 | 142 |
| -7.02% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
Volatility
Volatility Chart
The current JPMorgan Hedged Equity Fund Class I volatility is 2.48%, 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.