GBOSX vs. JHEQX
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
GBOSX is managed by JPMorgan. It was launched on Sep 3, 2012. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
GBOSX vs. JHEQX - Performance Comparison
Loading graphics...
GBOSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | -1.68% | 7.90% | 3.53% | 6.96% | -6.04% | 1.37% | 7.77% | 10.57% | -1.89% | 6.72% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, GBOSX achieves a -1.68% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, GBOSX has underperformed JHEQX with an annualized return of 3.94%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
GBOSX
- 1D
- 0.52%
- 1M
- -3.01%
- YTD
- -1.68%
- 6M
- -0.69%
- 1Y
- 4.91%
- 3Y*
- 4.74%
- 5Y*
- 2.31%
- 10Y*
- 3.94%
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GBOSX vs. JHEQX - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
GBOSX vs. JHEQX — Risk / Return Rank
GBOSX
JHEQX
GBOSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) 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.
| GBOSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.72 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.10 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.07 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.14 | 4.43 | +1.71 |
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
| GBOSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.72 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.77 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 0.93 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.84 | +0.27 |
Correlation
The correlation between GBOSX and JHEQX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GBOSX vs. JHEQX - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.90%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | 4.90% | 4.79% | 4.41% | 3.92% | 3.68% | 2.61% | 3.29% | 4.06% | 5.74% | 3.32% | 4.80% | 5.12% |
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
GBOSX vs. JHEQX - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum JHEQX drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for GBOSX and JHEQX.
Loading graphics...
Drawdown Indicators
| GBOSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.48% | -18.85% | +7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -6.92% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -14.34% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -11.48% | -18.85% | +7.37% |
Current DrawdownCurrent decline from peak | -3.40% | -6.19% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -2.16% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 1.67% | -0.83% |
Volatility
GBOSX vs. JHEQX - Volatility Comparison
The current volatility for JPMorgan Global Bond Opportunities Fund (GBOSX) is 2.17%, while JPMorgan Hedged Equity Fund Class I (JHEQX) has a volatility of 2.81%. This indicates that GBOSX experiences smaller price fluctuations and is considered to be less risky than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GBOSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 2.81% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 5.56% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 10.23% | -6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 8.89% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 9.41% | -5.99% |