Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
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 2 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.
Loading graphics...
Returns By Period
JPMorgan Hedged Equity 2 Fund Class I (JHQDX) has returned -4.08% so far this year and 5.44% over the past 12 months.
JPMorgan Hedged Equity 2 Fund Class I
- 1D
- -0.16%
- 1M
- -4.75%
- YTD
- -4.08%
- 6M
- -2.36%
- 1Y
- 5.44%
- 3Y*
- 9.31%
- 5Y*
- 6.27%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 26, 2021, JHQDX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Jan 2023 with a return of +5.9%, while the worst month was Apr 2022 at -5.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHQDX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +3.0%, while the worst single day was Sep 13, 2022 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.96% | -0.25% | -4.75% | -4.08% | |||||||||
| 2025 | 2.32% | -0.47% | -3.92% | -1.27% | 3.12% | 2.18% | 0.74% | 1.37% | 1.65% | 1.08% | 0.46% | 0.25% | 7.56% |
| 2024 | 0.95% | 3.50% | 1.55% | -0.42% | 3.35% | 1.82% | 0.68% | 2.09% | 1.52% | 0.05% | 2.73% | -1.04% | 18.03% |
| 2023 | 5.91% | -1.02% | 2.51% | 1.68% | 0.73% | 3.60% | 0.95% | -0.82% | -3.19% | -0.66% | 4.10% | 0.84% | 15.26% |
| 2022 | -3.39% | -1.27% | 1.64% | -5.80% | 0.51% | -4.76% | 4.90% | -1.86% | -4.06% | 0.34% | 3.74% | -3.53% | -13.30% |
| 2021 | 2.68% | 1.69% | 0.45% | 1.67% | 1.44% | 1.17% | -2.55% | 4.70% | -0.18% | 2.65% | 14.40% |
Benchmark Metrics
JPMorgan Hedged Equity 2 Fund Class I has an annualized alpha of 1.53%, beta of 0.48, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since March 08, 2021.
- This fund participated in 57.38% of S&P 500 Index downside but only 51.32% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.48 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.53%
- Beta
- 0.48
- R²
- 0.85
- Upside Capture
- 51.32%
- Downside Capture
- 57.38%
Expense Ratio
JHQDX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHQDX ranks 31 for risk / return — below 31% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and compare them to a chosen benchmark (S&P 500 Index).
| JHQDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.90 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.39 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.40 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.92 | 6.61 | -2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JHQDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
JPMorgan Hedged Equity 2 Fund Class I provided a 0.52% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.10 | $0.14 | $0.15 | $0.96 | $0.07 |
Dividend yield | 0.52% | 0.50% | 0.75% | 0.96% | 6.91% | 0.40% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Hedged Equity 2 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.10 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.14 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.15 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.87 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.07 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Hedged Equity 2 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 2 Fund Class I was 15.25%, occurring on Nov 3, 2022. Recovery took 297 trading sessions.
The current JPMorgan Hedged Equity 2 Fund Class I drawdown is 5.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.25% | Jan 5, 2022 | 210 | Nov 3, 2022 | 297 | Jan 11, 2024 | 507 |
| -9.27% | Feb 20, 2025 | 34 | Apr 8, 2025 | 87 | Aug 13, 2025 | 121 |
| -5.41% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -3.17% | Aug 1, 2024 | 3 | Aug 5, 2024 | 8 | Aug 15, 2024 | 11 |
| -2.91% | Aug 31, 2021 | 24 | Oct 4, 2021 | 9 | Oct 15, 2021 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...