JCBUX vs. JHEQX
Compare and contrast key facts about JPMorgan Core Bond Fund Class R6 (JCBUX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JCBUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 22, 2005. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JCBUX vs. JHEQX - Performance Comparison
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JCBUX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 0.15% | 7.55% | 2.25% | 5.85% | -12.18% | -0.95% | 8.28% | 8.59% | 0.35% | 3.88% |
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, JCBUX achieves a 0.15% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JCBUX has underperformed JHEQX with an annualized return of 2.17%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
JCBUX
- 1D
- 0.19%
- 1M
- -1.36%
- YTD
- 0.15%
- 6M
- 0.91%
- 1Y
- 4.37%
- 3Y*
- 4.04%
- 5Y*
- 0.78%
- 10Y*
- 2.17%
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%
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JCBUX vs. JHEQX - Expense Ratio Comparison
JCBUX has a 0.33% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JCBUX vs. JHEQX — Risk / Return Rank
JCBUX
JHEQX
JCBUX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) 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.
| JCBUX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.72 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.10 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.07 | +0.72 |
Martin ratioReturn relative to average drawdown | 5.07 | 4.43 | +0.64 |
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
| JCBUX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.72 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.77 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.93 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.84 | -0.01 |
Correlation
The correlation between JCBUX and JHEQX is -0.09. 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
JCBUX vs. JHEQX - Dividend Comparison
JCBUX's dividend yield for the trailing twelve months is around 4.20%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 4.20% | 4.12% | 4.12% | 3.66% | 2.85% | 2.98% | 4.15% | 3.37% | 3.06% | 3.03% | 3.07% | 2.77% |
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
JCBUX vs. JHEQX - Drawdown Comparison
The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum JHEQX drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JCBUX and JHEQX.
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Drawdown Indicators
| JCBUX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -18.85% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -6.92% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -14.34% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | -18.85% | +2.39% |
Current DrawdownCurrent decline from peak | -1.92% | -6.19% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -2.16% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.67% | -0.73% |
Volatility
JCBUX vs. JHEQX - Volatility Comparison
The current volatility for JPMorgan Core Bond Fund Class R6 (JCBUX) is 1.61%, while JPMorgan Hedged Equity Fund Class I (JHEQX) has a volatility of 2.81%. This indicates that JCBUX 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
| JCBUX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 2.81% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 5.56% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 10.23% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 8.89% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 9.41% | -4.74% |