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JDIEX vs. JAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDIEX vs. JAREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Easterly Hedged Equity Fund (JDIEX) and Easterly Global Real Estate Fund (JAREX). The values are adjusted to include any dividend payments, if applicable.

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JDIEX vs. JAREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JDIEX
Easterly Hedged Equity Fund
-2.00%11.87%17.36%14.58%-2.74%11.25%7.57%12.11%1.56%6.68%
JAREX
Easterly Global Real Estate Fund
-1.25%5.33%0.44%6.88%-24.45%21.95%-2.02%33.87%-7.40%16.80%

Returns By Period

In the year-to-date period, JDIEX achieves a -2.00% return, which is significantly lower than JAREX's -1.25% return. Over the past 10 years, JDIEX has outperformed JAREX with an annualized return of 7.89%, while JAREX has yielded a comparatively lower 4.10% annualized return.


JDIEX

1D
0.27%
1M
-2.33%
YTD
-2.00%
6M
-0.47%
1Y
9.96%
3Y*
12.19%
5Y*
8.99%
10Y*
7.89%

JAREX

1D
0.22%
1M
-11.08%
YTD
-1.25%
6M
-3.47%
1Y
2.05%
3Y*
3.83%
5Y*
-1.10%
10Y*
4.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDIEX vs. JAREX - Expense Ratio Comparison

JDIEX has a 1.26% expense ratio, which is lower than JAREX's 1.36% expense ratio.


Return for Risk

JDIEX vs. JAREX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JDIEX
JDIEX Risk / Return Rank: 4848
Overall Rank
JDIEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JDIEX Sortino Ratio Rank: 4545
Sortino Ratio Rank
JDIEX Omega Ratio Rank: 6363
Omega Ratio Rank
JDIEX Calmar Ratio Rank: 3535
Calmar Ratio Rank
JDIEX Martin Ratio Rank: 5252
Martin Ratio Rank

JAREX
JAREX Risk / Return Rank: 88
Overall Rank
JAREX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JAREX Sortino Ratio Rank: 77
Sortino Ratio Rank
JAREX Omega Ratio Rank: 77
Omega Ratio Rank
JAREX Calmar Ratio Rank: 99
Calmar Ratio Rank
JAREX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JDIEX vs. JAREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Easterly Hedged Equity Fund (JDIEX) and Easterly Global Real Estate Fund (JAREX). 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.


JDIEXJAREXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.13

+0.79

Sortino ratio

Return per unit of downside risk

1.32

0.28

+1.05

Omega ratio

Gain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratio

Return relative to maximum drawdown

0.94

0.14

+0.80

Martin ratio

Return relative to average drawdown

5.12

0.42

+4.70

JDIEX vs. JAREX - Sharpe Ratio Comparison

The current JDIEX Sharpe Ratio is 0.92, which is higher than the JAREX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JDIEX and JAREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JDIEXJAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.13

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

-0.07

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.24

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.35

+0.38

Correlation

The correlation between JDIEX and JAREX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JDIEX vs. JAREX - Dividend Comparison

JDIEX has not paid dividends to shareholders, while JAREX's dividend yield for the trailing twelve months is around 2.80%.


TTM20252024202320222021202020192018201720162015
JDIEX
Easterly Hedged Equity Fund
0.00%0.00%0.09%0.23%2.45%10.68%8.01%1.99%10.75%2.57%0.11%0.00%
JAREX
Easterly Global Real Estate Fund
2.80%3.25%2.98%2.16%5.76%10.54%6.95%13.63%11.79%10.05%8.78%10.96%

Drawdowns

JDIEX vs. JAREX - Drawdown Comparison

The maximum JDIEX drawdown since its inception was -17.63%, smaller than the maximum JAREX drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for JDIEX and JAREX.


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Drawdown Indicators


JDIEXJAREXDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

-40.58%

+22.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-12.16%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-35.05%

+17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-17.63%

-40.58%

+22.95%

Current Drawdown

Current decline from peak

-3.23%

-16.40%

+13.17%

Average Drawdown

Average peak-to-trough decline

-2.57%

-8.80%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

4.18%

-2.38%

Volatility

JDIEX vs. JAREX - Volatility Comparison

The current volatility for Easterly Hedged Equity Fund (JDIEX) is 1.82%, while Easterly Global Real Estate Fund (JAREX) has a volatility of 4.57%. This indicates that JDIEX experiences smaller price fluctuations and is considered to be less risky than JAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDIEXJAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

4.57%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

8.32%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

14.60%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.24%

16.41%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

17.36%

-6.66%