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CMEUX vs. JMUEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

CMEUX vs. JMUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and JPMorgan U.S. Equity Fund (JMUEX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025February
123.10%
65.75%
CMEUX
JMUEX

Key characteristics

Sharpe Ratio

CMEUX:

1.26

JMUEX:

0.57

Sortino Ratio

CMEUX:

1.73

JMUEX:

0.82

Omega Ratio

CMEUX:

1.23

JMUEX:

1.12

Calmar Ratio

CMEUX:

1.88

JMUEX:

0.80

Martin Ratio

CMEUX:

7.50

JMUEX:

2.08

Ulcer Index

CMEUX:

2.27%

JMUEX:

4.07%

Daily Std Dev

CMEUX:

13.53%

JMUEX:

14.91%

Max Drawdown

CMEUX:

-28.39%

JMUEX:

-66.17%

Current Drawdown

CMEUX:

-3.66%

JMUEX:

-10.59%

Returns By Period

In the year-to-date period, CMEUX achieves a 0.53% return, which is significantly higher than JMUEX's -1.20% return.


CMEUX

YTD

0.53%

1M

-2.12%

6M

5.18%

1Y

15.53%

5Y*

16.19%

10Y*

N/A

JMUEX

YTD

-1.20%

1M

-3.22%

6M

-3.07%

1Y

7.31%

5Y*

10.97%

10Y*

6.10%

*Annualized

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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.


Expense ratio chart for JMUEX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for CMEUX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

CMEUX vs. JMUEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMEUX
The Risk-Adjusted Performance Rank of CMEUX is 7777
Overall Rank
The Sharpe Ratio Rank of CMEUX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CMEUX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CMEUX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CMEUX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CMEUX is 8484
Martin Ratio Rank

JMUEX
The Risk-Adjusted Performance Rank of JMUEX is 4141
Overall Rank
The Sharpe Ratio Rank of JMUEX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JMUEX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of JMUEX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JMUEX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JMUEX is 3838
Martin 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.

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.


The chart of Sharpe ratio for CMEUX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.260.57
The chart of Sortino ratio for CMEUX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.730.82
The chart of Omega ratio for CMEUX, currently valued at 1.23, compared to the broader market1.002.003.001.231.12
The chart of Calmar ratio for CMEUX, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.880.80
The chart of Martin ratio for CMEUX, currently valued at 7.50, compared to the broader market0.0020.0040.0060.0080.007.502.08
CMEUX
JMUEX

The current CMEUX Sharpe Ratio is 1.26, which is higher than the JMUEX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CMEUX and JMUEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.26
0.57
CMEUX
JMUEX

Dividends

CMEUX vs. JMUEX - Dividend Comparison

CMEUX's dividend yield for the trailing twelve months is around 1.01%, more than JMUEX's 0.68% yield.


TTM20242023202220212020201920182017201620152014
CMEUX
Six Circles Managed Equity Portfolio U.S. Unconstrained Fund
1.01%1.02%1.16%1.38%0.89%1.48%1.12%0.00%0.00%0.00%0.00%0.00%
JMUEX
JPMorgan U.S. Equity Fund
0.68%0.67%0.96%1.16%0.68%0.83%0.99%1.29%0.99%1.11%1.12%1.26%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.66%
-10.59%
CMEUX
JMUEX

Volatility

CMEUX vs. JMUEX - Volatility Comparison

Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) has a higher volatility of 3.96% compared to JPMorgan U.S. Equity Fund (JMUEX) at 3.53%. This indicates that CMEUX's price experiences larger fluctuations and is considered to be riskier than JMUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.96%
3.53%
CMEUX
JMUEX