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ISIN
US46637K1741
CUSIP
46637K174
Issuer
JPMorgan
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JPPEX Performance Chart

JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) is up 7.2% since the beginning of the year. JPPEX is currently trading at $68 per share. Investors who bought $1,000 worth of JPPEX shares 5 years ago would now be looking at an investment worth $1,416.


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S&P 500 Index

Returns By Period

JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) has returned 7.22% so far this year and 13.70% over the past 12 months. Over the last ten years, JPPEX has returned 11.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


JPMorgan Mid Cap Equity Fund Class R6

1D
0.44%
1M
1.97%
YTD
7.22%
6M
6.81%
1Y
13.70%
3Y*
14.94%
5Y*
7.20%
10Y*
11.80%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPPEX Monthly Returns History

Based on dividend-adjusted daily data since Mar 18, 2014, JPPEX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.9%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JPPEX closed higher 54% of trading days. The best single day was Dec 11, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.44%3.22%-5.64%6.02%0.67%0.68%7.22%
20254.34%-3.29%-5.28%-0.51%4.61%3.33%1.53%1.67%0.44%-1.09%1.61%-0.73%6.34%
2024-0.22%5.49%4.08%-5.41%1.82%-0.90%3.60%2.54%1.45%0.11%8.44%-2.83%18.87%
20237.45%-2.11%-1.79%-0.73%-1.70%7.86%2.92%-3.09%-4.54%-4.03%9.86%6.71%16.46%
2022-6.49%0.12%1.09%-6.67%-0.66%-8.75%8.88%-2.76%-8.54%8.38%5.62%-5.16%-15.83%
2021-0.18%5.74%2.43%5.27%0.03%0.95%0.49%2.14%-3.86%5.71%-3.24%3.66%20.24%

Benchmark Metrics

JPMorgan Mid Cap Equity Fund Class R6 has an annualized alpha of -1.06%, beta of 0.99, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since March 19, 2014.

  • This fund participated in 98.05% of S&P 500 Index downside but only 91.57% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.99 and R2 of 0.83, 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
-1.06%
Beta
0.99
0.83
Upside Capture
91.57%
Downside Capture
98.05%

Expense Ratio

JPPEX has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JPPEX ranks 21 for risk / return — below 21% 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.


JPPEX Risk / Return Rank: 2121
Overall Rank
JPPEX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JPPEX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JPPEX Omega Ratio Rank: 1616
Omega Ratio Rank
JPPEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JPPEX Martin Ratio Rank: 2828
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 Mid Cap Equity Fund Class R6 (JPPEX) and compare them to S&P 500 Index.


JPPEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.24

-1.05

Sortino ratio

Return per unit of downside risk

1.79

3.07

-1.29

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratio

Return relative to maximum drawdown

1.79

2.93

-1.14

Martin ratio

Return relative to average drawdown

6.70

13.52

-6.82

Dividends

Dividend History

JPMorgan Mid Cap Equity Fund Class R6 provided a 6.01% dividend yield over the last twelve months, with an annual payout of $4.10 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.10$4.10$5.62$0.43$1.54$4.82$6.55$4.46$5.50$3.06$1.55$2.26

Dividend yield

6.01%6.45%8.83%0.73%3.06%7.83%11.84%8.84%13.25%6.03%3.49%5.29%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Mid Cap Equity Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.10$4.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.62$5.62
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.54$1.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.82$4.82

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 Mid Cap Equity Fund Class R6. 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 Mid Cap Equity Fund Class R6 was 38.32%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.32%Mar 2020
1mo 2d5mo 12d
6mo 14dFeb 2020 - Sep 2020
Bear market2022
-24.92%Oct 2022
11mo 1d1y 4mo
2y 3moNov 2021 - Feb 2024
Rate-hike selloffLate 2018
-21.81%Dec 2018
3mo 26d3mo 10d
7mo 6dAug 2018 - Apr 2019
2016 bear market2016
-21.60%Feb 2016
7mo 23d9mo 16d
1y 5moJun 2015 - Nov 2016
2025 selloff2025
-18.92%Apr 2025
2mo 7d3mo 15d
5mo 22dJan 2025 - Jul 2025

Drawdown Indicators


JPPEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.32%

-56.78%

+18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-9.10%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-18.90%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.92%

-25.43%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-33.92%

-4.40%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-5.41%

-10.72%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.97%

+0.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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