JEMDX vs. JHEQX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JEMDX vs. JHEQX - Performance Comparison
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JEMDX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.03% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | -5.82% | 10.25% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, JEMDX achieves a -2.03% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JEMDX has underperformed JHEQX with an annualized return of 3.04%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
JEMDX
- 1D
- 0.47%
- 1M
- -3.87%
- YTD
- -2.03%
- 6M
- 1.81%
- 1Y
- 9.84%
- 3Y*
- 9.17%
- 5Y*
- 1.70%
- 10Y*
- 3.04%
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
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JEMDX vs. JHEQX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
JEMDX vs. JHEQX — Risk / Return Rank
JEMDX
JHEQX
JEMDX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| JEMDX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.72 | +1.25 |
Sortino ratioReturn per unit of downside risk | 2.69 | 1.10 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.17 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.07 | +0.91 |
Martin ratioReturn relative to average drawdown | 8.54 | 4.43 | +4.11 |
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
| JEMDX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.72 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.77 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.93 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.84 | -0.18 |
Correlation
The correlation between JEMDX and JHEQX is 0.29, 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
JEMDX vs. JHEQX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.63%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | 5.63% | 5.61% | 6.13% | 5.47% | 6.15% | 4.38% | 3.71% | 4.52% | 4.64% | 4.43% | 5.06% | 4.76% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
Drawdowns
JEMDX vs. JHEQX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JEMDX and JHEQX.
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Drawdown Indicators
| JEMDX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -18.85% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -6.92% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -14.34% | -16.49% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | -18.85% | -11.98% |
Current DrawdownCurrent decline from peak | -4.70% | -6.19% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -2.16% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.67% | -0.48% |
Volatility
JEMDX vs. JHEQX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Debt Fund (JEMDX) is 2.31%, while JPMorgan Hedged Equity Fund Class I (JHEQX) has a volatility of 2.81%. This indicates that JEMDX experiences smaller price fluctuations and is considered to be less risky than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMDX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 2.81% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 5.56% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.30% | 10.23% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 8.89% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 9.41% | -2.30% |