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HMXIX vs. JHQDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMXIX vs. JHQDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaCentric Premium Opportunity Fund (HMXIX) and JPMorgan Hedged Equity 2 Fund Class I (JHQDX). The values are adjusted to include any dividend payments, if applicable.

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HMXIX vs. JHQDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HMXIX
AlphaCentric Premium Opportunity Fund
-3.62%8.73%8.86%13.36%-10.62%7.16%
JHQDX
JPMorgan Hedged Equity 2 Fund Class I
-3.02%7.56%18.03%15.26%-13.30%14.40%

Returns By Period

In the year-to-date period, HMXIX achieves a -3.62% return, which is significantly lower than JHQDX's -3.02% return.


HMXIX

1D
1.95%
1M
-2.92%
YTD
-3.62%
6M
-3.32%
1Y
10.06%
3Y*
7.60%
5Y*
4.01%
10Y*
6.48%

JHQDX

1D
1.10%
1M
-3.65%
YTD
-3.02%
6M
-1.43%
1Y
6.55%
3Y*
9.71%
5Y*
6.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMXIX vs. JHQDX - Expense Ratio Comparison

HMXIX has a 1.99% expense ratio, which is higher than JHQDX's 0.60% expense ratio.


Return for Risk

HMXIX vs. JHQDX — Risk / Return Rank

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

HMXIX
HMXIX Risk / Return Rank: 2525
Overall Rank
HMXIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HMXIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
HMXIX Omega Ratio Rank: 2121
Omega Ratio Rank
HMXIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
HMXIX Martin Ratio Rank: 2525
Martin Ratio Rank

JHQDX
JHQDX Risk / Return Rank: 4141
Overall Rank
JHQDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JHQDX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JHQDX Omega Ratio Rank: 3535
Omega Ratio Rank
JHQDX Calmar Ratio Rank: 4848
Calmar Ratio Rank
JHQDX Martin Ratio Rank: 5353
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.

HMXIX vs. JHQDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Premium Opportunity Fund (HMXIX) and JPMorgan Hedged Equity 2 Fund Class I (JHQDX). 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.


HMXIXJHQDXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.85

-0.14

Sortino ratio

Return per unit of downside risk

0.97

1.24

-0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.19

1.27

-0.08

Martin ratio

Return relative to average drawdown

3.48

5.49

-2.01

HMXIX vs. JHQDX - Sharpe Ratio Comparison

The current HMXIX Sharpe Ratio is 0.71, which is comparable to the JHQDX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of HMXIX and JHQDX, 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


HMXIXJHQDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.85

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.74

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.80

+0.15

Correlation

The correlation between HMXIX and JHQDX is 0.89, 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

HMXIX vs. JHQDX - Dividend Comparison

HMXIX's dividend yield for the trailing twelve months is around 6.36%, more than JHQDX's 0.51% yield.


TTM2025202420232022202120202019201820172016
HMXIX
AlphaCentric Premium Opportunity Fund
6.36%6.13%2.17%0.00%0.00%4.78%2.26%0.00%0.00%0.47%0.16%
JHQDX
JPMorgan Hedged Equity 2 Fund Class I
0.51%0.50%0.75%0.96%6.91%0.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HMXIX vs. JHQDX - Drawdown Comparison

The maximum HMXIX drawdown since its inception was -15.80%, roughly equal to the maximum JHQDX drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for HMXIX and JHQDX.


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Drawdown Indicators


HMXIXJHQDXDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-15.25%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-5.41%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

-15.25%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-15.80%

Current Drawdown

Current decline from peak

-6.23%

-4.37%

-1.86%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.32%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.26%

+1.74%

Volatility

HMXIX vs. JHQDX - Volatility Comparison

AlphaCentric Premium Opportunity Fund (HMXIX) has a higher volatility of 4.83% compared to JPMorgan Hedged Equity 2 Fund Class I (JHQDX) at 2.60%. This indicates that HMXIX's price experiences larger fluctuations and is considered to be riskier than JHQDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMXIXJHQDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

2.60%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

5.55%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

7.82%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.38%

8.74%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

8.70%

+1.89%