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ISIN
US4812A11420
CUSIP
4812A1142
Issuer
JPMorgan
Inception Date
Sep 17, 1993
Min. Investment
$3,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JMUEX Performance Chart

JPMorgan U.S. Equity Fund (JMUEX) is up 5.6% since the beginning of the year. JMUEX is currently trading at $28 per share. Investors who bought $1,000 worth of JMUEX shares 5 years ago would now be looking at an investment worth $1,902.


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S&P 500 Index

Returns By Period

JPMorgan U.S. Equity Fund (JMUEX) has returned 5.61% so far this year and 19.94% over the past 12 months. Looking at the last ten years, JMUEX has achieved an annualized return of 16.08%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


JPMorgan U.S. Equity Fund

1D
1.14%
1M
1.43%
YTD
5.61%
6M
5.06%
1Y
19.94%
3Y*
20.26%
5Y*
13.72%
10Y*
16.08%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMUEX Monthly Returns History

Based on dividend-adjusted daily data since Sep 17, 1993, JMUEX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.5%, while the worst month was Aug 1998 at -16.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JMUEX closed higher 52% of trading days. The best single day was Aug 15, 1996 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-2.43%-5.87%10.98%3.44%-0.35%5.61%
20252.09%-1.73%-5.95%-1.24%6.68%5.55%3.53%1.33%3.50%1.13%-0.24%-0.30%14.60%
20241.41%5.97%3.46%-4.14%5.16%3.46%1.54%1.88%2.25%-0.46%5.64%1.74%31.22%
20236.31%-1.81%3.14%1.20%1.24%5.89%3.47%-1.36%-4.78%-1.71%8.66%5.00%27.28%
2022-5.52%-1.87%2.95%-8.87%-0.36%-7.80%9.03%-3.91%-8.75%6.56%6.32%-6.24%-18.84%
2021-0.79%2.75%3.43%6.48%-0.28%1.67%3.24%2.73%-4.92%8.59%-1.06%4.26%28.55%

Benchmark Metrics

JPMorgan U.S. Equity Fund has an annualized alpha of 2.00%, beta of 1.00, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 17, 1993.

  • This fund captured 108.25% of S&P 500 Index gains but only 98.92% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.00%
Beta
1.00
0.95
Upside Capture
108.25%
Downside Capture
98.92%

Expense Ratio

JMUEX has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JMUEX ranks 30 for risk / return — below 30% 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.


JMUEX Risk / Return Rank: 3030
Overall Rank
JMUEX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JMUEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
JMUEX Omega Ratio Rank: 3333
Omega Ratio Rank
JMUEX Calmar Ratio Rank: 2323
Calmar Ratio Rank
JMUEX Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) 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.


JMUEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.66

2.78

-1.12

Martin ratioReturn relative to average drawdown

6.61

12.44

-5.83

Dividends

Dividend History

JPMorgan U.S. Equity Fund provided a 5.56% dividend yield over the last twelve months, with an annual payout of $1.58 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.58$1.58$3.00$0.44$0.87$2.38$1.27$1.62$1.96$1.42$0.70$0.85

Dividend yield

5.56%5.85%12.03%2.06%5.11%10.74%6.63%10.06%14.56%8.71%4.77%6.17%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$1.47$1.58
2024$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$2.88$3.00
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.29$0.44
2022$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.73$0.87
2021$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$2.26$2.38

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 U.S. 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. Equity Fund was 52.11%, occurring on Mar 9, 2009. Recovery took 493 trading sessions.

The current JPMorgan U.S. Equity Fund drawdown is 0.73%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.11%Mar 2009
1y 4mo1y 11mo
3y 4moOct 2007 - Feb 2011
Dot-com crash2000–2002
-48.97%Oct 2002
2y 1mo4y 1mo
6y 2moSep 2000 - Nov 2006
COVID crash2020
-33.35%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-24.60%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
1998 bear market1998
-21.01%Aug 1998
1mo 12d2mo 28d
4mo 10dJul 1998 - Nov 1998

Drawdown Indicators


JMUEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-56.78%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.10%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

-18.90%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-25.43%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.35%

-33.92%

+0.57%

Current Drawdown

Current decline from peak

-0.73%

-1.80%

+1.07%

Average Drawdown

Average peak-to-trough decline

-8.78%

-10.71%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.03%

+0.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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