- Issuer
- JPMorgan
- Inception Date
- Feb 25, 2021
- Category
- Options Trading
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
JHQTX Performance Chart
JPMorgan Hedged Equity 3 Fund (JHQTX) is up 2.6% since the beginning of the year. JHQTX is currently trading at $22 per share. Investors who bought $1,000 worth of JHQTX shares 5 years ago would now be looking at an investment worth $1,434.
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Returns By Period
JPMorgan Hedged Equity 3 Fund (JHQTX) has returned 2.62% so far this year and 12.13% over the past 12 months.
JPMorgan Hedged Equity 3 Fund
- 1D
- 0.65%
- 1M
- -0.37%
- YTD
- 2.62%
- 6M
- 2.38%
- 1Y
- 12.13%
- 3Y*
- 12.21%
- 5Y*
- 7.48%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JHQTX Monthly Returns History
Based on dividend-adjusted daily data since Feb 26, 2021, JHQTX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Sep 2022 at -4.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JHQTX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Aug 26, 2022 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.00% | -1.04% | -2.96% | 5.80% | 0.70% | -0.69% | 2.62% | ||||||
| 2025 | 1.40% | -1.28% | -3.78% | -0.65% | 3.47% | 2.94% | 1.32% | 1.21% | 1.74% | 0.78% | 1.46% | 0.54% | 9.32% |
| 2024 | 1.62% | 1.48% | 2.42% | -2.62% | 4.62% | 2.48% | 0.77% | 2.28% | 1.34% | -0.16% | 3.62% | -2.00% | 16.76% |
| 2023 | 3.74% | -2.58% | 2.31% | 1.85% | 1.95% | 3.27% | 1.21% | 1.14% | -3.01% | -1.35% | 6.41% | 2.66% | 18.60% |
| 2022 | -2.25% | -3.63% | 1.55% | -4.64% | -2.47% | -4.24% | 5.01% | -4.44% | -4.65% | 3.43% | 4.87% | -3.30% | -14.49% |
| 2021 | 0.00% | 2.62% | 1.95% | 0.51% | 1.41% | 1.06% | 0.80% | -2.85% | 4.75% | -0.06% | 2.42% | 13.16% |
Benchmark Metrics
JPMorgan Hedged Equity 3 Fund has an annualized alpha of 0.58%, beta of 0.54, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since February 26, 2021.
- This fund participated in 63.82% of S&P 500 Index downside but only 53.95% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 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
- 0.58%
- Beta
- 0.54
- R²
- 0.89
- Upside Capture
- 53.95%
- Downside Capture
- 63.82%
Expense Ratio
JHQTX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JHQTX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Hedged Equity 3 Fund (JHQTX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JHQTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.78 | -0.68 |
| Martin ratioReturn relative to average drawdown | 9.36 | 12.44 | -3.08 |
Dividends
Dividend History
JPMorgan Hedged Equity 3 Fund provided a 0.48% 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 | $0.13 | $0.16 | $0.28 | $0.06 |
Dividend yield | 0.48% | 0.50% | 0.70% | 0.94% | 1.99% | 0.36% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Hedged Equity 3 Fund. 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 | $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 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.13 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.16 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.19 | $0.28 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.06 |
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 Hedged Equity 3 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 Hedged Equity 3 Fund was 18.72%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current JPMorgan Hedged Equity 3 Fund drawdown is 0.69%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.72%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -11.37%Apr 2025 | 1mo 17d | 3mo 10d | 4mo 27dFeb 2025 - Jul 2025 |
2026 pullback2026 | -5.78%Mar 2026 | 1mo 18d | 16d | 2mo 4dFeb 2026 - Apr 2026 |
2024 pullback2024 | -4.31%Aug 2024 | 21d | 8d | 29dJul 2024 - Aug 2024 |
2024 pullback2024 | -3.64%Apr 2024 | 18d | 18d | 1mo 6dApr 2024 - May 2024 |
Drawdown Indicators
| JHQTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.72% | -56.78% | +38.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -9.10% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -11.37% | -18.90% | +7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -25.43% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.69% | -1.80% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -10.71% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.03% | -0.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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