FFEB vs. JHEQX
Compare and contrast key facts about FT Vest U.S. Equity Buffer ETF - February (FFEB) and JPMorgan Hedged Equity Fund Class I (JHEQX).
FFEB is an actively managed fund by FT Vest. It was launched on Feb 21, 2020. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
FFEB vs. JHEQX - Performance Comparison
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FFEB vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FFEB FT Vest U.S. Equity Buffer ETF - February | -1.36% | 13.76% | 16.64% | 19.95% | -7.51% | 16.26% | 9.83% |
JHEQX JPMorgan Hedged Equity Fund Class I | -5.65% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 13.09% |
Returns By Period
In the year-to-date period, FFEB achieves a -1.36% return, which is significantly higher than JHEQX's -5.65% return.
FFEB
- 1D
- 1.97%
- 1M
- -3.34%
- YTD
- -1.36%
- 6M
- 1.28%
- 1Y
- 14.47%
- 3Y*
- 14.32%
- 5Y*
- 9.99%
- 10Y*
- —
JHEQX
- 1D
- -0.30%
- 1M
- -6.20%
- YTD
- -5.65%
- 6M
- -3.28%
- 1Y
- 6.55%
- 3Y*
- 9.23%
- 5Y*
- 6.79%
- 10Y*
- 8.64%
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FFEB vs. JHEQX - Expense Ratio Comparison
FFEB has a 0.85% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
FFEB vs. JHEQX — Risk / Return Rank
FFEB
JHEQX
FFEB vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer ETF - February (FFEB) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| FFEB | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.65 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.00 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.70 | +1.02 |
Martin ratioReturn relative to average drawdown | 9.15 | 2.96 | +6.19 |
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
| FFEB | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.65 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.77 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.83 | -0.06 |
Correlation
The correlation between FFEB and JHEQX is 0.90, 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
FFEB vs. JHEQX - Dividend Comparison
FFEB has not paid dividends to shareholders, while JHEQX's dividend yield for the trailing twelve months is around 0.64%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFEB FT Vest U.S. Equity Buffer ETF - February | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
Drawdowns
FFEB vs. JHEQX - Drawdown Comparison
The maximum FFEB drawdown since its inception was -22.81%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for FFEB and JHEQX.
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Drawdown Indicators
| FFEB | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.81% | -18.85% | -3.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -6.92% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -13.85% | -14.34% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.85% | — |
Current DrawdownCurrent decline from peak | -3.87% | -6.88% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -2.46% | -2.16% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.63% | -0.01% |
Volatility
FFEB vs. JHEQX - Volatility Comparison
FT Vest U.S. Equity Buffer ETF - February (FFEB) has a higher volatility of 3.72% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.61%. This indicates that FFEB's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFEB | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.61% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.65% | 5.51% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 10.22% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.88% | 8.89% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 9.40% | +4.50% |