JDEUX vs. JEPAX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JDEUX vs. JEPAX - Performance Comparison
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JDEUX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | -5.01% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 16.60% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JDEUX achieves a -5.01% return, which is significantly lower than JEPAX's -0.48% return.
JDEUX
- 1D
- 2.87%
- 1M
- -5.30%
- YTD
- -5.01%
- 6M
- -2.88%
- 1Y
- 15.87%
- 3Y*
- 19.88%
- 5Y*
- 12.95%
- 10Y*
- 14.82%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
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JDEUX vs. JEPAX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JDEUX vs. JEPAX — Risk / Return Rank
JDEUX
JEPAX
JDEUX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.49 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.80 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.79 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.47 | 3.66 | +2.80 |
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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.49 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.67 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.53 | +0.06 |
Correlation
The correlation between JDEUX and JEPAX is 0.77, 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. JEPAX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.70%, less than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 5.70% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JDEUX vs. JEPAX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JDEUX and JEPAX.
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Drawdown Indicators
| JDEUX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -32.69% | -21.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -10.43% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -13.74% | -17.53% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | — | — |
Current DrawdownCurrent decline from peak | -6.61% | -5.53% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -3.05% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.26% | +0.36% |
Volatility
JDEUX vs. JEPAX - Volatility Comparison
JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) has a higher volatility of 5.38% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that JDEUX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.15% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 6.78% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 13.79% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 11.43% | +7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 15.04% | +4.70% |