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HLLVX vs. JHEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLLVX vs. JHEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Bond Fund (HLLVX) and JPMorgan Hedged Equity Fund Class I (JHEQX). The values are adjusted to include any dividend payments, if applicable.

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HLLVX vs. JHEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLLVX
JPMorgan Short Duration Bond Fund
-0.08%5.57%5.15%5.40%-3.71%-0.07%4.51%4.26%1.16%0.85%
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, HLLVX achieves a -0.08% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, HLLVX has underperformed JHEQX with an annualized return of 2.27%, while JHEQX has yielded a comparatively higher 8.72% annualized return.


HLLVX

1D
0.09%
1M
-0.73%
YTD
-0.08%
6M
0.95%
1Y
3.74%
3Y*
4.73%
5Y*
2.32%
10Y*
2.27%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLLVX vs. JHEQX - Expense Ratio Comparison

HLLVX has a 0.34% expense ratio, which is lower than JHEQX's 0.58% expense ratio.


Return for Risk

HLLVX vs. JHEQX — Risk / Return Rank

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

HLLVX
HLLVX Risk / Return Rank: 9696
Overall Rank
HLLVX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HLLVX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HLLVX Omega Ratio Rank: 9696
Omega Ratio Rank
HLLVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
HLLVX Martin Ratio Rank: 9797
Martin Ratio Rank

JHEQX
JHEQX Risk / Return Rank: 3434
Overall Rank
JHEQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JHEQX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHEQX Omega Ratio Rank: 3333
Omega Ratio Rank
JHEQX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JHEQX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLLVX vs. JHEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond Fund (HLLVX) 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.


HLLVXJHEQXDifference

Sharpe ratio

Return per unit of total volatility

2.50

0.72

+1.78

Sortino ratio

Return per unit of downside risk

4.04

1.10

+2.93

Omega ratio

Gain probability vs. loss probability

1.58

1.17

+0.41

Calmar ratio

Return relative to maximum drawdown

3.50

1.07

+2.43

Martin ratio

Return relative to average drawdown

16.31

4.43

+11.88

HLLVX vs. JHEQX - Sharpe Ratio Comparison

The current HLLVX Sharpe Ratio is 2.50, which is higher than the JHEQX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HLLVX and JHEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLLVXJHEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.72

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.77

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

0.93

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

0.84

+1.19

Correlation

The correlation between HLLVX and JHEQX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HLLVX vs. JHEQX - Dividend Comparison

HLLVX's dividend yield for the trailing twelve months is around 3.88%, more than JHEQX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
HLLVX
JPMorgan Short Duration Bond Fund
3.88%4.21%3.98%2.95%1.45%1.21%2.03%2.40%1.71%1.23%0.95%0.99%
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

HLLVX vs. JHEQX - Drawdown Comparison

The maximum HLLVX drawdown since its inception was -5.77%, smaller than the maximum JHEQX drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for HLLVX and JHEQX.


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Drawdown Indicators


HLLVXJHEQXDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-18.85%

+13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-6.92%

+5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-14.34%

+8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-18.85%

+13.08%

Current Drawdown

Current decline from peak

-0.91%

-6.19%

+5.28%

Average Drawdown

Average peak-to-trough decline

-0.42%

-2.16%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

1.67%

-1.43%

Volatility

HLLVX vs. JHEQX - Volatility Comparison

The current volatility for JPMorgan Short Duration Bond Fund (HLLVX) is 0.51%, while JPMorgan Hedged Equity Fund Class I (JHEQX) has a volatility of 2.81%. This indicates that HLLVX 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.


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Volatility by Period


HLLVXJHEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

2.81%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

5.56%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

10.23%

-8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

8.89%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

9.41%

-7.75%