JDEUX vs. VHIAX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Growth Advantage Fund (VHIAX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. VHIAX is managed by JPMorgan. It was launched on Oct 29, 1999.
Performance
JDEUX vs. VHIAX - Performance Comparison
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JDEUX vs. VHIAX - 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% |
VHIAX JPMorgan Growth Advantage Fund | -8.66% | 15.50% | 39.19% | 39.81% | -30.24% | 21.60% | 53.26% | 35.92% | -1.52% | 35.19% |
Returns By Period
In the year-to-date period, JDEUX achieves a -5.01% return, which is significantly higher than VHIAX's -8.66% return. Over the past 10 years, JDEUX has underperformed VHIAX with an annualized return of 14.82%, while VHIAX has yielded a comparatively higher 17.57% 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%
VHIAX
- 1D
- 3.87%
- 1M
- -4.81%
- YTD
- -8.66%
- 6M
- -9.05%
- 1Y
- 16.03%
- 3Y*
- 22.23%
- 5Y*
- 10.87%
- 10Y*
- 17.57%
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JDEUX vs. VHIAX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than VHIAX's 1.04% expense ratio.
Return for Risk
JDEUX vs. VHIAX — Risk / Return Rank
JDEUX
VHIAX
JDEUX vs. VHIAX - 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 Growth Advantage Fund (VHIAX). 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 | VHIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.76 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.23 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.08 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.47 | 3.45 | +3.01 |
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 | VHIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.76 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.49 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.80 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.25 |
Correlation
The correlation between JDEUX and VHIAX is 0.92, 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. VHIAX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.70%, less than VHIAX's 13.90% 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% |
VHIAX JPMorgan Growth Advantage Fund | 13.90% | 12.70% | 12.63% | 0.64% | 0.43% | 15.55% | 10.33% | 9.95% | 9.93% | 4.25% | 0.00% | 3.55% |
Drawdowns
JDEUX vs. VHIAX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, smaller than the maximum VHIAX drawdown of -85.49%. Use the drawdown chart below to compare losses from any high point for JDEUX and VHIAX.
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Drawdown Indicators
| JDEUX | VHIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -85.49% | +31.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -15.76% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -35.25% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -35.25% | +0.54% |
Current DrawdownCurrent decline from peak | -6.61% | -12.50% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -40.36% | +32.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 4.93% | -2.31% |
Volatility
JDEUX vs. VHIAX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) is 5.38%, while JPMorgan Growth Advantage Fund (VHIAX) has a volatility of 6.88%. This indicates that JDEUX experiences smaller price fluctuations and is considered to be less risky than VHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | VHIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.88% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.63% | -3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 22.62% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 22.45% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 22.16% | -2.42% |