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Issuer
JPMorgan
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

JUESX Performance Chart

JPMorgan US Equity Fund Class I (JUESX) is up 6.3% since the beginning of the year. JUESX is currently trading at $29 per share. Investors who bought $1,000 worth of JUESX shares 5 years ago would now be looking at an investment worth $1,884.


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S&P 500 Index

Returns By Period

JPMorgan US Equity Fund Class I (JUESX) has returned 6.32% so far this year and 21.84% over the past 12 months. Looking at the last ten years, JUESX has achieved an annualized return of 15.77%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


JPMorgan US Equity Fund Class I

1D
0.35%
1M
3.78%
YTD
6.32%
6M
6.26%
1Y
21.84%
3Y*
21.52%
5Y*
13.51%
10Y*
15.77%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUESX Monthly Returns History

Based on dividend-adjusted daily data since Jun 27, 1985, JUESX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.6%, while the worst month was Oct 1987 at -20.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JUESX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Dec 17, 1998 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-2.44%-5.85%10.97%3.42%0.35%6.32%
20252.09%-1.74%-6.00%-1.24%6.66%5.57%3.50%1.34%3.47%1.10%-0.25%-0.34%14.39%
20241.41%5.94%3.48%-4.15%5.13%3.48%1.51%1.88%2.21%-0.46%5.62%1.75%31.07%
20236.27%-1.82%3.11%1.20%1.24%5.87%3.48%-1.36%-4.82%-1.77%8.69%4.98%27.06%
2022-5.53%-1.87%2.92%-8.84%-0.42%-7.85%9.06%-3.92%-8.75%6.58%6.28%-6.24%-18.95%
2021-0.79%2.70%3.41%6.44%-0.23%1.63%3.20%2.74%-4.96%8.56%-1.02%4.23%28.33%

Benchmark Metrics

JPMorgan US Equity Fund Class I has an annualized alpha of -1.15%, beta of 0.96, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since June 28, 1985.

  • This fund participated in 100.97% of S&P 500 Index downside but only 93.05% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 and R2 of 0.88, 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
-1.15%
Beta
0.96
0.88
Upside Capture
93.05%
Downside Capture
100.97%

Expense Ratio

JUESX has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JUESX ranks 35 for risk / return — below 35% 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.


JUESX Risk / Return Rank: 3535
Overall Rank
JUESX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JUESX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JUESX Omega Ratio Rank: 3939
Omega Ratio Rank
JUESX Calmar Ratio Rank: 2525
Calmar Ratio Rank
JUESX Martin Ratio Rank: 3333
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 US Equity Fund Class I (JUESX) and compare them to S&P 500 Index.


JUESXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.39

-0.55

Sortino ratio

Return per unit of downside risk

2.55

3.25

-0.70

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

1.88

3.11

-1.23

Martin ratio

Return relative to average drawdown

7.54

14.38

-6.84

Dividends

Dividend History

JPMorgan US Equity Fund Class I provided a 5.40% dividend yield over the last twelve months, with an annual payout of $1.54 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$1.54$1.54$2.96$0.41$0.85$2.35$1.21$1.60$1.94$1.40$0.68$0.82

Dividend yield

5.40%5.73%11.92%1.94%4.97%10.64%6.38%9.92%14.45%8.60%4.64%5.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.00$0.00$0.00$0.02
2025$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$1.46$1.54
2024$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$2.87$2.96
2023$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.28$0.41
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.73$0.85
2021$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$2.25$2.35

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 US Equity 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 US Equity Fund Class I was 58.74%, occurring on Oct 9, 2002. Recovery took 2365 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-58.74%Oct 2002
5y 2mo9y 4mo
14y 7moAug 1997 - Mar 2012
COVID crash2020
-33.41%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Black Monday1987
-30.57%Dec 1987
3mo 10d1y 10mo
2y 1moAug 1987 - Oct 1989
Bear market2022
-24.69%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-21.01%Dec 2018
2mo 21d4mo 3d
6mo 24dOct 2018 - Apr 2019

Drawdown Indicators


JUESXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-56.78%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-9.10%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-18.90%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-25.43%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-33.92%

+0.51%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.07%

-10.72%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.97%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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