INRO vs. JHEQX

In the year-to-date period, INRO achieves a -7.80% return, which is significantly lower than JHEQX's -6.29% return.

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INRO has a 0.42% expense ratio, which is lower than JHEQX's 0.58% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) 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.

The current INRO Sharpe Ratio is 0.44, which is lower than the JHEQX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of INRO 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.

INRO's dividend yield for the trailing twelve months is around 0.69%, less than JHEQX's 0.81% yield.

The maximum INRO drawdown since its inception was -20.02%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for INRO and JHEQX. For additional features, visit the drawdowns tool.

Blackrock U.S. Industry Rotation ETF (INRO) has a higher volatility of 14.29% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 8.03%. This indicates that INRO'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.