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JDESX vs. VHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDESX vs. VHIAX - Performance Comparison

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

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JDESX vs. VHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JDESX
JPMorgan U.S. Research Enhanced Equity Fund
-4.98%16.33%31.02%28.23%-18.15%30.35%20.65%31.16%-5.53%21.49%
VHIAX
JPMorgan Growth Advantage Fund
-8.66%15.50%39.19%39.81%-30.24%21.60%53.26%35.92%-1.52%35.19%

Returns By Period

In the year-to-date period, JDESX achieves a -4.98% return, which is significantly higher than VHIAX's -8.66% return. Over the past 10 years, JDESX has underperformed VHIAX with an annualized return of 14.71%, while VHIAX has yielded a comparatively higher 17.57% annualized return.


JDESX

1D
2.89%
1M
-5.28%
YTD
-4.98%
6M
-2.90%
1Y
15.81%
3Y*
19.78%
5Y*
12.85%
10Y*
14.71%

VHIAX

1D
3.87%
1M
-4.81%
YTD
-8.66%
6M
-9.05%
1Y
16.03%
3Y*
22.23%
5Y*
10.87%
10Y*
17.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDESX vs. VHIAX - Expense Ratio Comparison

JDESX has a 0.35% expense ratio, which is lower than VHIAX's 1.04% expense ratio.


Return for Risk

JDESX vs. VHIAX — Risk / Return Rank

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

JDESX
JDESX Risk / Return Rank: 5050
Overall Rank
JDESX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JDESX Sortino Ratio Rank: 4444
Sortino Ratio Rank
JDESX Omega Ratio Rank: 4747
Omega Ratio Rank
JDESX Calmar Ratio Rank: 5454
Calmar Ratio Rank
JDESX Martin Ratio Rank: 6464
Martin Ratio Rank

VHIAX
VHIAX Risk / Return Rank: 3434
Overall Rank
VHIAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VHIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VHIAX Omega Ratio Rank: 3535
Omega Ratio Rank
VHIAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VHIAX Martin Ratio Rank: 3030
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. VHIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and JPMorgan Growth Advantage Fund (VHIAX). 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.


JDESXVHIAXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.76

+0.13

Sortino ratio

Return per unit of downside risk

1.38

1.23

+0.15

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.39

1.08

+0.31

Martin ratio

Return relative to average drawdown

6.44

3.45

+2.98

JDESX vs. VHIAX - Sharpe Ratio Comparison

The current JDESX Sharpe Ratio is 0.89, which is comparable to the VHIAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JDESX and VHIAX, 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


JDESXVHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.76

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.49

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.80

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.34

+0.09

Correlation

The correlation between JDESX and VHIAX is 0.88, 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. VHIAX - Dividend Comparison

JDESX's dividend yield for the trailing twelve months is around 5.61%, less than VHIAX's 13.90% yield.


TTM20252024202320222021202020192018201720162015
JDESX
JPMorgan U.S. Research Enhanced Equity Fund
5.61%5.33%11.20%1.23%2.79%12.94%3.89%11.29%14.15%1.39%1.40%5.56%
VHIAX
JPMorgan Growth Advantage Fund
13.90%12.70%12.63%0.64%0.43%15.55%10.33%9.95%9.93%4.25%0.00%3.55%

Drawdowns

JDESX vs. VHIAX - Drawdown Comparison

The maximum JDESX drawdown since its inception was -54.56%, smaller than the maximum VHIAX drawdown of -85.49%. Use the drawdown chart below to compare losses from any high point for JDESX and VHIAX.


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Drawdown Indicators


JDESXVHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-85.49%

+30.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-15.76%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-35.25%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.71%

-35.25%

+0.54%

Current Drawdown

Current decline from peak

-6.59%

-12.50%

+5.91%

Average Drawdown

Average peak-to-trough decline

-11.98%

-40.36%

+28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

4.93%

-2.31%

Volatility

JDESX vs. VHIAX - Volatility Comparison

The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) is 5.37%, while JPMorgan Growth Advantage Fund (VHIAX) has a volatility of 6.88%. This indicates that JDESX experiences smaller price fluctuations and is considered to be less risky than VHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDESXVHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

6.88%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

12.63%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

22.62%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

22.45%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

22.16%

-2.42%