JDEUX vs. POSKX
JDEUX (JPMorgan U.S. Research Enhanced Equity Fund) and POSKX (PrimeCap Odyssey Stock Fund) are both Large Cap Blend Equities funds. Over the past 10 years, JDEUX returned 16.51%/yr vs 17.20%/yr for POSKX. Their correlation of 0.92 suggests significant overlap in exposure. JDEUX charges 0.25%/yr vs 0.65%/yr for POSKX.
Performance
JDEUX vs. POSKX - Performance Comparison
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Returns By Period
In the year-to-date period, JDEUX achieves a 7.51% return, which is significantly lower than POSKX's 26.80% return. Both investments have delivered pretty close results over the past 10 years, with JDEUX having a 16.51% annualized return and POSKX not far ahead at 17.20%.
JDEUX
- 1D
- -0.50%
- 1M
- -0.08%
- YTD
- 7.51%
- 6M
- 6.56%
- 1Y
- 22.51%
- 3Y*
- 22.25%
- 5Y*
- 14.43%
- 10Y*
- 16.51%
POSKX
- 1D
- 1.20%
- 1M
- 6.08%
- YTD
- 26.80%
- 6M
- 25.51%
- 1Y
- 53.32%
- 3Y*
- 25.86%
- 5Y*
- 16.80%
- 10Y*
- 17.20%
JDEUX vs. POSKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 7.51% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
POSKX PrimeCap Odyssey Stock Fund | 26.80% | 25.73% | 12.77% | 21.18% | -11.12% | 32.48% | 10.13% | 27.15% | -7.19% | 25.99% |
Correlation
The correlation between JDEUX and POSKX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2004 | 0.92 |
The correlation between JDEUX and POSKX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JDEUX vs. POSKX — Risk / Return Rank
JDEUX
POSKX
JDEUX vs. POSKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and PrimeCap Odyssey Stock Fund (POSKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JDEUX | POSKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 5.47 | -2.90 |
| Martin ratioReturn relative to average drawdown | 11.57 | 22.70 | -11.13 |
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Drawdowns
JDEUX vs. POSKX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, which is greater than POSKX's maximum drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for JDEUX and POSKX.
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Drawdown Indicators
| JDEUX | POSKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -50.18% | -4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -9.99% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -20.25% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -22.96% | -8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -36.88% | +2.17% |
Current DrawdownCurrent decline from peak | -1.81% | 0.00% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -6.14% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.40% | -0.35% |
Volatility
JDEUX vs. POSKX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) is 4.57%, while PrimeCap Odyssey Stock Fund (POSKX) has a volatility of 6.72%. This indicates that JDEUX experiences smaller price fluctuations and is considered to be less risky than POSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | POSKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 6.72% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 13.83% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 16.94% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 18.05% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.78% | 19.09% | +0.69% |
JDEUX vs. POSKX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than POSKX's 0.65% expense ratio.
Dividends
JDEUX vs. POSKX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.03%, less than POSKX's 21.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 5.03% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
POSKX PrimeCap Odyssey Stock Fund | 21.64% | 27.44% | 18.13% | 10.14% | 12.13% | 14.58% | 7.85% | 6.03% | 3.03% | 2.17% | 2.93% | 1.92% |
Frequently Asked Questions
JDEUX and POSKX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POSKX has higher volatility (6.72%) compared to JDEUX (4.57%). In terms of maximum drawdown, JDEUX dropped -54.37% vs POSKX's -50.18%.
POSKX currently has the higher Sharpe Ratio (3.23 vs 1.94), 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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