CMEUX vs. JMUEX
Compare and contrast key facts about Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and JPMorgan U.S. Equity Fund (JMUEX).
CMEUX is managed by Blackrock. It was launched on Apr 10, 2019. JMUEX is managed by JPMorgan Chase. It was launched on Sep 17, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMEUX or JMUEX.
Key characteristics
| CMEUX | JMUEX | |
|---|---|---|
| YTD Return | 27.12% | 28.96% |
| 1Y Return | 39.27% | 40.32% |
| 3Y Return (Ann) | 9.67% | 5.39% |
| 5Y Return (Ann) | 17.68% | 11.37% |
| Sharpe Ratio | 2.90 | 3.04 |
| Sortino Ratio | 3.91 | 4.11 |
| Omega Ratio | 1.54 | 1.58 |
| Calmar Ratio | 4.20 | 2.26 |
| Martin Ratio | 18.82 | 21.54 |
| Ulcer Index | 2.02% | 1.82% |
| Daily Std Dev | 13.13% | 12.89% |
| Max Drawdown | -28.39% | -66.17% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CMEUX and JMUEX is 0.95, 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.
Performance
CMEUX vs. JMUEX - Performance Comparison
In the year-to-date period, CMEUX achieves a 27.12% return, which is significantly lower than JMUEX's 28.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CMEUX vs. JMUEX - Expense Ratio Comparison
CMEUX has a 0.07% expense ratio, which is lower than JMUEX's 0.57% expense ratio.
Risk-Adjusted Performance
CMEUX vs. JMUEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and JPMorgan U.S. Equity Fund (JMUEX). 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.
Dividends
CMEUX vs. JMUEX - Dividend Comparison
CMEUX's dividend yield for the trailing twelve months is around 0.91%, more than JMUEX's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 0.91% | 1.16% | 1.38% | 0.89% | 1.48% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMUEX JPMorgan U.S. Equity Fund | 0.65% | 0.96% | 1.16% | 0.68% | 0.83% | 0.99% | 1.29% | 0.99% | 1.11% | 1.12% | 1.26% | 1.03% |
Drawdowns
CMEUX vs. JMUEX - Drawdown Comparison
The maximum CMEUX drawdown since its inception was -28.39%, smaller than the maximum JMUEX drawdown of -66.17%. Use the drawdown chart below to compare losses from any high point for CMEUX and JMUEX. For additional features, visit the drawdowns tool.
Volatility
CMEUX vs. JMUEX - Volatility Comparison
The current volatility for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) is 3.88%, while JPMorgan U.S. Equity Fund (JMUEX) has a volatility of 4.57%. This indicates that CMEUX experiences smaller price fluctuations and is considered to be less risky than JMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.