EOI vs. JUESX
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and JPMorgan US Equity Fund Class I (JUESX).
EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. JUESX is managed by JPMorgan.
Performance
EOI vs. JUESX - Performance Comparison
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EOI vs. JUESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | -4.84% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
JUESX JPMorgan US Equity Fund Class I | -7.67% | 14.39% | 31.07% | 27.06% | -18.95% | 28.33% | 26.17% | 32.02% | -6.01% | 21.40% |
Returns By Period
In the year-to-date period, EOI achieves a -4.84% return, which is significantly higher than JUESX's -7.67% return. Over the past 10 years, EOI has underperformed JUESX with an annualized return of 12.39%, while JUESX has yielded a comparatively higher 14.45% annualized return.
EOI
- 1D
- 2.13%
- 1M
- -5.29%
- YTD
- -4.84%
- 6M
- -5.18%
- 1Y
- 10.41%
- 3Y*
- 17.08%
- 5Y*
- 10.83%
- 10Y*
- 12.39%
JUESX
- 1D
- 2.99%
- 1M
- -5.96%
- YTD
- -7.67%
- 6M
- -7.31%
- 1Y
- 11.28%
- 3Y*
- 17.80%
- 5Y*
- 11.35%
- 10Y*
- 14.45%
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EOI vs. JUESX - Expense Ratio Comparison
EOI has a 0.01% expense ratio, which is lower than JUESX's 0.69% expense ratio.
Return for Risk
EOI vs. JUESX — Risk / Return Rank
EOI
JUESX
EOI vs. JUESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and JPMorgan US Equity Fund Class I (JUESX). 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.
| EOI | JUESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.65 | -0.10 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.06 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.06 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.76 | 3.88 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EOI | JUESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.65 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.65 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Correlation
The correlation between EOI and JUESX is 0.71, 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
EOI vs. JUESX - Dividend Comparison
EOI's dividend yield for the trailing twelve months is around 8.37%, more than JUESX's 6.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOI Eaton Vance Enhanced Equity Income Fund | 8.37% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
JUESX JPMorgan US Equity Fund Class I | 6.21% | 5.73% | 11.92% | 1.94% | 4.97% | 10.64% | 6.38% | 9.92% | 14.45% | 8.60% | 4.64% | 5.94% |
Drawdowns
EOI vs. JUESX - Drawdown Comparison
The maximum EOI drawdown since its inception was -53.72%, smaller than the maximum JUESX drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for EOI and JUESX.
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Drawdown Indicators
| EOI | JUESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -58.74% | +5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -11.99% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -24.69% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -40.01% | -33.41% | -6.60% |
Current DrawdownCurrent decline from peak | -7.30% | -9.36% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -12.12% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.27% | +0.60% |
Volatility
EOI vs. JUESX - Volatility Comparison
Eaton Vance Enhanced Equity Income Fund (EOI) has a higher volatility of 6.92% compared to JPMorgan US Equity Fund Class I (JUESX) at 5.55%. This indicates that EOI's price experiences larger fluctuations and is considered to be riskier than JUESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOI | JUESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.55% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 9.56% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 18.66% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 17.44% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 18.56% | +1.32% |