AGRDX vs. JUEMX
Compare and contrast key facts about JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and JPMorgan U.S. Equity Fund R6 (JUEMX).
AGRDX is managed by JPMorgan. It was launched on Mar 31, 2016. JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993.
Performance
AGRDX vs. JUEMX - Performance Comparison
Loading graphics...
AGRDX vs. JUEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | -10.14% | 15.66% | 26.66% | 43.81% | -31.15% | 28.29% | 35.69% | 35.89% | -1.22% | 29.85% |
JUEMX JPMorgan U.S. Equity Fund R6 | -7.67% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Returns By Period
In the year-to-date period, AGRDX achieves a -10.14% return, which is significantly lower than JUEMX's -7.67% return. Both investments have delivered pretty close results over the past 10 years, with AGRDX having a 15.18% annualized return and JUEMX not far behind at 14.75%.
AGRDX
- 1D
- 3.75%
- 1M
- -5.61%
- YTD
- -10.14%
- 6M
- -9.70%
- 1Y
- 15.89%
- 3Y*
- 18.02%
- 5Y*
- 10.09%
- 10Y*
- 15.18%
JUEMX
- 1D
- 2.97%
- 1M
- -5.97%
- YTD
- -7.67%
- 6M
- -7.24%
- 1Y
- 11.53%
- 3Y*
- 18.08%
- 5Y*
- 11.62%
- 10Y*
- 14.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AGRDX vs. JUEMX - Expense Ratio Comparison
AGRDX has a 0.25% expense ratio, which is lower than JUEMX's 0.44% expense ratio.
Return for Risk
AGRDX vs. JUEMX — Risk / Return Rank
AGRDX
JUEMX
AGRDX vs. JUEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and JPMorgan U.S. Equity Fund R6 (JUEMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGRDX | JUEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.66 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.07 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.08 | -0.06 |
Martin ratioReturn relative to average drawdown | 3.52 | 3.99 | -0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGRDX | JUEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.66 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.67 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.80 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.12 |
Correlation
The correlation between AGRDX and JUEMX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AGRDX vs. JUEMX - Dividend Comparison
AGRDX's dividend yield for the trailing twelve months is around 18.09%, more than JUEMX's 6.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 18.09% | 16.25% | 5.72% | 4.64% | 5.01% | 9.55% | 5.24% | 5.86% | 13.94% | 9.95% | 4.58% | 6.71% |
JUEMX JPMorgan U.S. Equity Fund R6 | 6.44% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
Drawdowns
AGRDX vs. JUEMX - Drawdown Comparison
The maximum AGRDX drawdown since its inception was -34.73%, roughly equal to the maximum JUEMX drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AGRDX and JUEMX.
Loading graphics...
Drawdown Indicators
| AGRDX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.73% | -33.37% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -11.90% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -24.52% | -10.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.73% | -33.37% | -1.36% |
Current DrawdownCurrent decline from peak | -13.42% | -9.29% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -4.11% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 3.24% | +1.57% |
Volatility
AGRDX vs. JUEMX - Volatility Comparison
JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has a higher volatility of 6.79% compared to JPMorgan U.S. Equity Fund R6 (JUEMX) at 5.56%. This indicates that AGRDX's price experiences larger fluctuations and is considered to be riskier than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGRDX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 5.56% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 9.55% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 18.60% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 17.41% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 18.56% | +2.71% |