JDEUX vs. BKTSX
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, JDEUX returned 16.15%/yr vs 15.05%/yr for BKTSX. With a 0.98 correlation, they move nearly in lockstep. JDEUX charges 0.25%/yr vs 0.02%/yr for BKTSX.
Performance
JDEUX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, JDEUX achieves a 8.64% return, which is significantly lower than BKTSX's 10.89% return. Over the past 10 years, JDEUX has outperformed BKTSX with an annualized return of 16.15%, while BKTSX has yielded a comparatively lower 15.05% annualized return.
JDEUX
- 1D
- -0.78%
- 1M
- 3.31%
- YTD
- 8.64%
- 6M
- 8.81%
- 1Y
- 25.06%
- 3Y*
- 23.30%
- 5Y*
- 14.75%
- 10Y*
- 16.15%
BKTSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.89%
- 6M
- 10.63%
- 1Y
- 27.71%
- 3Y*
- 21.99%
- 5Y*
- 12.76%
- 10Y*
- 15.05%
JDEUX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 8.64% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.89% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between JDEUX and BKTSX 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 | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.98 |
The correlation between JDEUX and BKTSX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
JDEUX vs. BKTSX — Risk / Return Rank
JDEUX
BKTSX
JDEUX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) 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.
| JDEUX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.14 | -0.39 |
| Martin ratioReturn relative to average drawdown | 12.75 | 14.42 | -1.67 |
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 | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.29 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.74 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.82 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.82 | -0.20 |
Drawdowns
JDEUX vs. BKTSX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for JDEUX and BKTSX.
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Drawdown Indicators
| JDEUX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -34.97% | -19.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -8.87% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -19.29% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -24.98% | -6.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -34.97% | +0.26% |
Current DrawdownCurrent decline from peak | -0.78% | -0.75% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -4.53% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.93% | +0.05% |
Volatility
JDEUX vs. BKTSX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) is 2.76%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 3.05%. This indicates that JDEUX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 3.05% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 9.14% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 12.18% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 17.36% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 18.41% | +1.33% |
JDEUX vs. BKTSX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is higher than BKTSX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JDEUX vs. BKTSX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 4.98%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 4.98% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
Frequently Asked Questions
With a correlation of 0.99, JDEUX and BKTSX 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.
BKTSX has higher volatility (3.05%) compared to JDEUX (2.76%). In terms of maximum drawdown, JDEUX dropped -54.37% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (2.29 vs 2.17), 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.
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