JDESX vs. BKTSX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX).
JDESX is managed by JPMorgan. It was launched on Sep 10, 2001. BKTSX is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on Aug 13, 2015.
Performance
JDESX vs. BKTSX - Performance Comparison
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JDESX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | -4.46% | 16.33% | 31.02% | 28.23% | -18.15% | 30.35% | 20.65% | 31.16% | -5.53% | 21.49% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | -3.25% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Returns By Period
In the year-to-date period, JDESX achieves a -4.46% return, which is significantly lower than BKTSX's -3.25% return. Over the past 10 years, JDESX has outperformed BKTSX with an annualized return of 14.77%, while BKTSX has yielded a comparatively lower 13.72% annualized return.
JDESX
- 1D
- 0.55%
- 1M
- -3.84%
- YTD
- -4.46%
- 6M
- -2.39%
- 1Y
- 15.69%
- 3Y*
- 20.00%
- 5Y*
- 12.98%
- 10Y*
- 14.77%
BKTSX
- 1D
- 0.74%
- 1M
- -3.44%
- YTD
- -3.25%
- 6M
- -1.39%
- 1Y
- 17.54%
- 3Y*
- 18.17%
- 5Y*
- 10.78%
- 10Y*
- 13.72%
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JDESX vs. BKTSX - Expense Ratio Comparison
JDESX has a 0.35% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Return for Risk
JDESX vs. BKTSX — Risk / Return Rank
JDESX
BKTSX
JDESX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| JDESX | BKTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.00 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.52 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.53 | -0.15 |
Martin ratioReturn relative to average drawdown | 6.37 | 7.29 | -0.92 |
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
| JDESX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.00 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.75 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.75 | -0.32 |
Correlation
The correlation between JDESX and BKTSX is 0.98, 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
JDESX vs. BKTSX - Dividend Comparison
JDESX's dividend yield for the trailing twelve months is around 5.58%, more than BKTSX's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | 5.58% | 5.33% | 11.20% | 1.23% | 2.79% | 12.94% | 3.89% | 11.29% | 14.15% | 1.39% | 1.40% | 5.56% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.17% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
Drawdowns
JDESX vs. BKTSX - Drawdown Comparison
The maximum JDESX drawdown since its inception was -54.56%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for JDESX and BKTSX.
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Drawdown Indicators
| JDESX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -34.97% | -19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -8.87% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -24.98% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -34.97% | +0.26% |
Current DrawdownCurrent decline from peak | -6.08% | -5.50% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -4.59% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.60% | +0.05% |
Volatility
JDESX vs. BKTSX - Volatility Comparison
JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 5.38% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDESX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.47% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.74% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 18.57% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 17.37% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 18.39% | +1.35% |