HLQVX vs. JHEQX
Compare and contrast key facts about JPMorgan Large Cap Value Fund (HLQVX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
HLQVX is managed by JPMorgan. It was launched on Mar 1, 1991. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
HLQVX vs. JHEQX - Performance Comparison
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HLQVX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | -0.76% | 15.67% | 27.12% | 11.35% | -0.11% | 23.57% | 10.54% | 27.44% | -15.21% | 17.67% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.77% | 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, HLQVX achieves a -0.76% return, which is significantly higher than JHEQX's -4.77% return. Over the past 10 years, HLQVX has outperformed JHEQX with an annualized return of 12.91%, while JHEQX has yielded a comparatively lower 8.74% annualized return.
HLQVX
- 1D
- 1.96%
- 1M
- -5.48%
- YTD
- -0.76%
- 6M
- 2.72%
- 1Y
- 15.48%
- 3Y*
- 16.97%
- 5Y*
- 11.14%
- 10Y*
- 12.91%
JHEQX
- 1D
- 0.18%
- 1M
- -4.66%
- YTD
- -4.77%
- 6M
- -2.55%
- 1Y
- 6.96%
- 3Y*
- 9.56%
- 5Y*
- 6.86%
- 10Y*
- 8.74%
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HLQVX vs. JHEQX - Expense Ratio Comparison
HLQVX has a 0.69% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
HLQVX vs. JHEQX — Risk / Return Rank
HLQVX
JHEQX
HLQVX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund (HLQVX) 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.
| HLQVX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.72 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.10 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.09 | +0.32 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.40 | +0.76 |
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
| HLQVX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.72 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.93 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.84 | -0.39 |
Correlation
The correlation between HLQVX and JHEQX is 0.79, 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
HLQVX vs. JHEQX - Dividend Comparison
HLQVX's dividend yield for the trailing twelve months is around 8.06%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | 8.06% | 8.05% | 20.76% | 5.44% | 5.80% | 8.22% | 1.05% | 1.38% | 9.09% | 9.21% | 5.91% | 14.85% |
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
HLQVX vs. JHEQX - Drawdown Comparison
The maximum HLQVX drawdown since its inception was -60.03%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for HLQVX and JHEQX.
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Drawdown Indicators
| HLQVX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -18.85% | -41.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -6.88% | -4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -14.34% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -18.85% | -24.36% |
Current DrawdownCurrent decline from peak | -7.53% | -6.02% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -2.16% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.71% | +1.41% |
Volatility
HLQVX vs. JHEQX - Volatility Comparison
JPMorgan Large Cap Value Fund (HLQVX) has a higher volatility of 4.66% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that HLQVX'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
| HLQVX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 2.81% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 5.57% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 10.23% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 8.89% | +7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 9.40% | +11.02% |