PortfoliosLab logoPortfoliosLab logo
JDESX vs. SWPPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDESX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JDESX achieves a 9.48% return, which is significantly lower than SWPPX's 11.69% return. Both investments have delivered pretty close results over the past 10 years, with JDESX having a 16.12% annualized return and SWPPX not far behind at 15.63%.


JDESX

1D
0.02%
1M
4.68%
YTD
9.48%
6M
9.78%
1Y
26.08%
3Y*
23.52%
5Y*
15.03%
10Y*
16.12%

SWPPX

1D
0.15%
1M
5.83%
YTD
11.69%
6M
11.71%
1Y
28.97%
3Y*
22.73%
5Y*
14.26%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JDESX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JDESX
JPMorgan U.S. Research Enhanced Equity Fund
9.48%16.33%31.02%28.23%-18.15%30.35%20.65%31.16%-5.53%21.49%
SWPPX
Schwab S&P 500 Index Fund
11.69%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Correlation

The correlation between JDESX and SWPPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1998

0.99

The correlation between JDESX and SWPPX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JDESX vs. SWPPX — Risk / Return Rank

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

JDESX
JDESX Risk / Return Rank: 6161
Overall Rank
JDESX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JDESX Sortino Ratio Rank: 5656
Sortino Ratio Rank
JDESX Omega Ratio Rank: 5858
Omega Ratio Rank
JDESX Calmar Ratio Rank: 5858
Calmar Ratio Rank
JDESX Martin Ratio Rank: 7070
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 7373
Overall Rank
SWPPX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 6767
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 8383
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.

JDESX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and Schwab S&P 500 Index Fund (SWPPX). 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.


JDESXSWPPXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.42

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

2.92

3.36

-0.44

Martin ratioReturn relative to average drawdown

13.50

15.67

-2.17

JDESX vs. SWPPX - Sharpe Ratio Comparison

The current JDESX Sharpe Ratio is 2.31, which is comparable to the SWPPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of JDESX and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JDESXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.52

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.85

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.86

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.51

-0.06

Drawdowns

JDESX vs. SWPPX - Drawdown Comparison

The maximum JDESX drawdown since its inception was -54.56%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JDESX and SWPPX.


Loading charts...

Drawdown Indicators


JDESXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-55.06%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-8.89%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-18.74%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-24.51%

-6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.71%

-33.80%

-0.91%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.92%

-9.95%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.90%

+0.09%

Volatility

JDESX vs. SWPPX - Volatility Comparison

The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) is 2.66%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 2.83%. This indicates that JDESX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JDESXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.83%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

8.98%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

11.87%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

16.93%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

18.23%

+1.51%

JDESX vs. SWPPX - Expense Ratio Comparison

JDESX has a 0.35% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Dividends

JDESX vs. SWPPX - Dividend Comparison

JDESX's dividend yield for the trailing twelve months is around 4.87%, more than SWPPX's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
JDESX
JPMorgan U.S. Research Enhanced Equity Fund
4.87%5.33%11.20%1.23%2.79%12.94%3.89%11.29%14.15%1.39%1.40%5.56%
SWPPX
Schwab S&P 500 Index Fund
0.99%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Frequently Asked Questions


With a correlation of 0.99, JDESX and SWPPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWPPX has higher volatility (2.83%) compared to JDESX (2.66%). In terms of maximum drawdown, JDESX dropped -54.56% vs SWPPX's -55.06%.

SWPPX currently has the higher Sharpe Ratio (2.52 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JDESX and SWPPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer