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JPMorgan Equity Income Fund R6 (OIEJX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS46636U8760
CUSIP46636U876
IssuerJPMorgan Chase
Inception DateJul 2, 1987
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities, Dividend
Min. Investment$15,000,000
Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

OIEJX features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for OIEJX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: OIEJX vs. VIIIX, OIEJX vs. JEPI, OIEJX vs. FXAIX, OIEJX vs. VIVIX, OIEJX vs. VEIPX, OIEJX vs. VOO, OIEJX vs. VLCAX, OIEJX vs. SCHD, OIEJX vs. VEXRX, OIEJX vs. FFFFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Equity Income Fund R6, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.17%
14.05%
OIEJX (JPMorgan Equity Income Fund R6)
Benchmark (^GSPC)

Returns By Period

JPMorgan Equity Income Fund R6 had a return of 19.01% year-to-date (YTD) and 28.54% in the last 12 months. Over the past 10 years, JPMorgan Equity Income Fund R6 had an annualized return of 8.89%, while the S&P 500 had an annualized return of 11.39%, indicating that JPMorgan Equity Income Fund R6 did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date19.01%25.45%
1 month2.31%2.91%
6 months11.17%14.05%
1 year28.54%35.64%
5 years (annualized)9.63%14.13%
10 years (annualized)8.89%11.39%

Monthly Returns

The table below presents the monthly returns of OIEJX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.05%2.89%4.33%-3.18%2.29%-0.84%4.75%2.81%1.31%0.10%19.01%
20232.70%-3.65%-1.18%1.37%-4.94%6.04%3.47%-2.90%-3.59%-2.19%6.01%3.92%4.29%
2022-0.43%-1.23%1.93%-4.80%2.47%-6.63%5.34%-2.26%-7.40%10.42%6.13%-5.16%-3.25%
2021-2.05%4.94%6.60%4.25%2.54%-0.62%1.11%1.63%-3.56%5.94%-3.56%4.48%23.13%
2020-1.52%-9.48%-14.79%10.06%3.02%-0.10%4.19%4.80%-2.12%-2.09%12.24%2.79%3.87%
20196.01%3.63%0.94%3.66%-5.30%6.27%1.41%-1.89%3.05%0.80%2.85%1.92%25.32%
20184.44%-4.63%-1.74%-0.14%1.39%0.07%4.62%1.83%0.16%-4.92%3.80%-10.80%-6.83%
20170.59%3.78%-0.80%0.07%0.92%1.13%0.92%-0.51%3.69%1.93%3.37%0.69%16.82%
2016-3.80%0.15%6.34%1.18%1.40%0.81%2.39%0.56%-0.97%-1.22%5.41%1.77%14.50%
2015-3.18%4.61%-1.18%-0.53%1.23%-1.81%1.48%-5.78%-1.74%7.19%0.50%-2.86%-2.71%
2014-3.91%4.53%2.10%0.23%1.90%2.32%-2.48%3.74%-1.20%3.09%2.65%-1.36%11.81%
20135.30%1.15%4.23%2.63%1.54%-0.04%4.90%-3.45%3.12%3.97%2.98%0.20%29.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of OIEJX is 78, placing it in the top 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of OIEJX is 7878
Combined Rank
The Sharpe Ratio Rank of OIEJX is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of OIEJX is 7676Sortino Ratio Rank
The Omega Ratio Rank of OIEJX is 7070Omega Ratio Rank
The Calmar Ratio Rank of OIEJX is 8787Calmar Ratio Rank
The Martin Ratio Rank of OIEJX is 8080Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


OIEJX
Sharpe ratio
The chart of Sharpe ratio for OIEJX, currently valued at 2.76, compared to the broader market0.002.004.002.76
Sortino ratio
The chart of Sortino ratio for OIEJX, currently valued at 3.91, compared to the broader market0.005.0010.003.91
Omega ratio
The chart of Omega ratio for OIEJX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for OIEJX, currently valued at 3.35, compared to the broader market0.005.0010.0015.0020.003.35
Martin ratio
The chart of Martin ratio for OIEJX, currently valued at 18.06, compared to the broader market0.0020.0040.0060.0080.00100.0018.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.0020.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current JPMorgan Equity Income Fund R6 Sharpe ratio is 2.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Equity Income Fund R6 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.76
2.90
OIEJX (JPMorgan Equity Income Fund R6)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Income Fund R6 provided a 1.98% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 6 consecutive years.


1.80%2.00%2.20%2.40%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.53$0.53$0.50$0.42$0.40$0.39$0.39$0.32$0.32$0.31$0.31$0.27

Dividend yield

1.98%2.30%2.21%1.75%2.05%2.01%2.46%1.83%2.11%2.26%2.16%2.06%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.05$0.04$0.03$0.06$0.04$0.04$0.06$0.04$0.04$0.00$0.42
2023$0.03$0.05$0.06$0.03$0.05$0.04$0.03$0.06$0.04$0.03$0.06$0.05$0.53
2022$0.03$0.04$0.05$0.02$0.05$0.05$0.02$0.06$0.05$0.03$0.05$0.06$0.50
2021$0.03$0.03$0.05$0.01$0.04$0.04$0.03$0.03$0.04$0.02$0.04$0.05$0.42
2020$0.03$0.04$0.05$0.02$0.04$0.04$0.02$0.04$0.04$0.02$0.03$0.05$0.40
2019$0.01$0.04$0.04$0.01$0.04$0.04$0.02$0.04$0.04$0.02$0.04$0.05$0.39
2018$0.00$0.04$0.04$0.01$0.04$0.02$0.01$0.08$0.04$0.02$0.04$0.05$0.39
2017$0.00$0.04$0.03$0.00$0.05$0.03$0.01$0.05$0.03$0.01$0.05$0.04$0.32
2016$0.00$0.04$0.04$0.00$0.04$0.03$0.00$0.05$0.03$0.00$0.05$0.04$0.32
2015$0.01$0.03$0.04$0.02$0.02$0.03$0.01$0.04$0.03$0.01$0.04$0.04$0.31
2014$0.00$0.03$0.03$0.01$0.02$0.04$0.01$0.03$0.03$0.02$0.03$0.07$0.31
2013$0.01$0.03$0.03$0.01$0.02$0.04$0.01$0.02$0.03$0.02$0.02$0.05$0.27

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.70%
-0.29%
OIEJX (JPMorgan Equity Income Fund R6)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Equity Income 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 Equity Income Fund R6 was 36.88%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current JPMorgan Equity Income Fund R6 drawdown is 0.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.88%Feb 18, 202025Mar 23, 2020172Nov 24, 2020197
-18.48%Sep 24, 201864Dec 24, 2018122Jun 20, 2019186
-14.74%Mar 30, 2022128Sep 30, 2022342Feb 12, 2024470
-12.77%Dec 8, 2014297Feb 11, 201674May 27, 2016371
-10.16%Jan 29, 201839Mar 23, 2018124Sep 19, 2018163

Volatility

Volatility Chart

The current JPMorgan Equity Income Fund R6 volatility is 3.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.93%
3.86%
OIEJX (JPMorgan Equity Income Fund R6)
Benchmark (^GSPC)