JDEUX vs. AMRMX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and American Funds American Mutual Fund Class A (AMRMX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. AMRMX is managed by American Funds. It was launched on Feb 21, 1950.
Performance
JDEUX vs. AMRMX - Performance Comparison
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JDEUX vs. AMRMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | -4.47% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
AMRMX American Funds American Mutual Fund Class A | -1.15% | 16.08% | 14.93% | 9.43% | -4.49% | 24.99% | 4.52% | 21.53% | -2.25% | 17.53% |
Returns By Period
In the year-to-date period, JDEUX achieves a -4.47% return, which is significantly lower than AMRMX's -1.15% return. Over the past 10 years, JDEUX has outperformed AMRMX with an annualized return of 14.89%, while AMRMX has yielded a comparatively lower 10.67% annualized return.
JDEUX
- 1D
- 0.57%
- 1M
- -3.84%
- YTD
- -4.47%
- 6M
- -2.37%
- 1Y
- 15.78%
- 3Y*
- 20.10%
- 5Y*
- 13.08%
- 10Y*
- 14.89%
AMRMX
- 1D
- 0.19%
- 1M
- -4.77%
- YTD
- -1.15%
- 6M
- 0.12%
- 1Y
- 11.50%
- 3Y*
- 12.73%
- 5Y*
- 9.65%
- 10Y*
- 10.67%
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JDEUX vs. AMRMX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than AMRMX's 0.58% expense ratio.
Return for Risk
JDEUX vs. AMRMX — Risk / Return Rank
JDEUX
AMRMX
JDEUX vs. AMRMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and American Funds American Mutual Fund Class A (AMRMX). 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.
| JDEUX | AMRMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.86 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.28 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.18 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.41 | 4.99 | +1.42 |
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
| JDEUX | AMRMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.86 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.76 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.70 | -0.11 |
Correlation
The correlation between JDEUX and AMRMX is 0.94, 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
JDEUX vs. AMRMX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.66%, less than AMRMX's 7.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 5.66% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
AMRMX American Funds American Mutual Fund Class A | 7.66% | 7.55% | 6.27% | 3.75% | 4.88% | 4.65% | 1.74% | 4.60% | 6.44% | 5.96% | 4.83% | 6.54% |
Drawdowns
JDEUX vs. AMRMX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, which is greater than AMRMX's maximum drawdown of -48.75%. Use the drawdown chart below to compare losses from any high point for JDEUX and AMRMX.
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Drawdown Indicators
| JDEUX | AMRMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -48.75% | -5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -7.92% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -15.31% | -15.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -29.81% | -4.90% |
Current DrawdownCurrent decline from peak | -6.07% | -6.03% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -4.98% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.41% | +0.24% |
Volatility
JDEUX vs. AMRMX - Volatility Comparison
JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) has a higher volatility of 5.39% compared to American Funds American Mutual Fund Class A (AMRMX) at 3.96%. This indicates that JDEUX's price experiences larger fluctuations and is considered to be riskier than AMRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | AMRMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 3.96% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 7.53% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 13.88% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 12.50% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 14.11% | +5.63% |