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ISIN
US48121L8173
CUSIP
48121L817
Issuer
JPMorgan
Inception Date
Sep 17, 1993
Region
North America (U.S.)
Min. Investment
$15,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JUEMX Performance Chart

JPMorgan U.S. Equity Fund R6 (JUEMX) is up 5.7% since the beginning of the year. JUEMX is currently trading at $29 per share. Investors who bought $1,000 worth of JUEMX shares 5 years ago would now be looking at an investment worth $1,885.


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S&P 500 Index

Returns By Period

JPMorgan U.S. Equity Fund R6 (JUEMX) has returned 5.69% so far this year and 19.97% over the past 12 months. Looking at the last ten years, JUEMX has achieved an annualized return of 16.28%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.


JPMorgan U.S. Equity Fund R6

1D
-0.28%
1M
1.71%
YTD
5.69%
6M
7.53%
1Y
19.97%
3Y*
20.38%
5Y*
13.52%
10Y*
16.28%

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUEMX Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2010, JUEMX's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 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 Mar 2020 at -11.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JUEMX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-2.43%-5.86%11.02%3.46%-0.35%5.69%
20252.16%-1.72%-5.98%-1.23%6.70%5.60%3.52%1.33%3.55%1.09%-0.21%-0.31%14.75%
20241.40%5.95%3.52%-4.13%5.14%3.47%1.58%1.87%2.26%-0.46%5.66%1.68%31.28%
20236.29%-1.86%3.16%1.25%1.23%5.95%3.46%-1.36%-4.78%-1.71%8.68%5.01%27.37%
2022-5.54%-1.86%2.97%-8.85%-0.36%-7.80%9.07%-3.90%-8.75%6.60%6.30%-6.20%-18.74%
2021-0.78%2.74%3.40%6.51%-0.23%1.64%3.23%2.77%-4.92%8.56%-1.01%4.27%28.66%

Benchmark Metrics

JPMorgan U.S. Equity Fund R6 has an annualized alpha of 1.86%, beta of 1.03, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.

  • This fund captured 107.15% of S&P 500 Index gains but only 96.58% of its losses - a favorable profile for investors.
  • With beta of 1.03 and R2 of 0.98, 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
1.86%
Beta
1.03
0.98
Upside Capture
107.15%
Downside Capture
96.58%

Expense Ratio

JUEMX has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JUEMX ranks 28 for risk / return — below 28% 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.


JUEMX Risk / Return Rank: 2828
Overall Rank
JUEMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 3131
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 2121
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 2929
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 R6 (JUEMX) 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.


JUEMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

1.60

2.65

-1.05

Martin ratioReturn relative to average drawdown

6.39

11.88

-5.49

Dividends

Dividend History

JPMorgan U.S. Equity Fund R6 provided a 5.63% dividend yield over the last twelve months, with an annual payout of $1.61 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$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.61$1.60$3.02$0.46$0.89$2.40$1.28$1.64$1.98$1.44$0.71$0.87

Dividend yield

5.63%5.93%12.09%2.14%5.20%10.82%6.70%10.14%14.65%8.81%4.87%6.27%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan U.S. Equity Fund 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$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$1.48$1.60
2024$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$2.88$3.02
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.30$0.46
2022$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.74$0.89
2021$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$2.27$2.40

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 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 U.S. Equity Fund R6 was 33.37%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current JPMorgan U.S. Equity Fund R6 drawdown is 0.70%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.37%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-24.52%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-21.00%Dec 2018
2mo 21d4mo
6mo 21dOct 2018 - Apr 2019
2011 bear market2011
-20.22%Oct 2011
5mo 4d4mo 9d
9mo 13dMay 2011 - Feb 2012
2025 selloff2025
-19.10%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025

Drawdown Indicators


JUEMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-56.78%

+23.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-9.10%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-19.10%

-18.90%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.43%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-33.92%

+0.55%

Current Drawdown

Current decline from peak

-0.70%

-2.49%

+1.79%

Average Drawdown

Average peak-to-trough decline

-4.08%

-10.72%

+6.64%

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

Build a portfolio with JUEMX

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