JDEUX vs. JMSIX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Income Fund (JMSIX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
JDEUX vs. JMSIX - Performance Comparison
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JDEUX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | -5.01% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
JMSIX JPMorgan Income Fund | -0.17% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Returns By Period
In the year-to-date period, JDEUX achieves a -5.01% return, which is significantly lower than JMSIX's -0.17% return. Over the past 10 years, JDEUX has outperformed JMSIX with an annualized return of 14.82%, while JMSIX has yielded a comparatively lower 3.95% annualized 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%
JMSIX
- 1D
- 0.12%
- 1M
- -1.05%
- YTD
- -0.17%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.40%
- 5Y*
- 2.78%
- 10Y*
- 3.95%
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JDEUX vs. JMSIX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than JMSIX's 0.40% expense ratio.
Return for Risk
JDEUX vs. JMSIX — Risk / Return Rank
JDEUX
JMSIX
JDEUX vs. JMSIX - 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 Income Fund (JMSIX). 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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 2.03 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.38 | 3.57 | -2.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.50 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.47 | -2.08 |
Martin ratioReturn relative to average drawdown | 6.47 | 13.07 | -6.60 |
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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.03 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.76 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 1.03 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.76 | -0.18 |
Correlation
The correlation between JDEUX and JMSIX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JDEUX vs. JMSIX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.70%, more than JMSIX's 5.52% 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% |
JMSIX JPMorgan Income Fund | 5.52% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Drawdowns
JDEUX vs. JMSIX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for JDEUX and JMSIX.
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Drawdown Indicators
| JDEUX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -18.40% | -35.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -1.64% | -10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -11.39% | -19.88% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -18.40% | -16.31% |
Current DrawdownCurrent decline from peak | -6.61% | -1.28% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -2.60% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 0.43% | +2.19% |
Volatility
JDEUX vs. JMSIX - Volatility Comparison
JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) has a higher volatility of 5.38% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that JDEUX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 0.77% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 1.67% | +7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 2.59% | +15.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 3.69% | +15.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 3.85% | +15.89% |