JEPAX vs. JHEQX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JEPAX vs. JHEQX - Performance Comparison
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JEPAX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.34% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.77% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 8.99% |
Returns By Period
In the year-to-date period, JEPAX achieves a -0.34% return, which is significantly higher than JHEQX's -4.77% return.
JEPAX
- 1D
- 0.14%
- 1M
- -4.16%
- YTD
- -0.34%
- 6M
- 2.27%
- 1Y
- 6.41%
- 3Y*
- 8.96%
- 5Y*
- 7.69%
- 10Y*
- —
JHEQX
- 1D
- 0.18%
- 1M
- -4.66%
- YTD
- -4.77%
- 6M
- -2.55%
- 1Y
- 6.96%
- 3Y*
- 9.56%
- 5Y*
- 6.86%
- 10Y*
- 8.74%
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JEPAX vs. JHEQX - Expense Ratio Comparison
JEPAX has a 0.85% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
JEPAX vs. JHEQX — Risk / Return Rank
JEPAX
JHEQX
JEPAX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) 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.
| JEPAX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.72 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.10 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.09 | -0.43 |
Martin ratioReturn relative to average drawdown | 3.00 | 4.40 | -1.39 |
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
| JEPAX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.72 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.84 | -0.31 |
Correlation
The correlation between JEPAX and JHEQX is 0.74, 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
JEPAX vs. JHEQX - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 7.30%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.30% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
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
JEPAX vs. JHEQX - Drawdown Comparison
The maximum JEPAX drawdown since its inception was -32.69%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JEPAX and JHEQX.
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Drawdown Indicators
| JEPAX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -18.85% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -6.88% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -13.74% | -14.34% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.85% | — |
Current DrawdownCurrent decline from peak | -5.39% | -6.02% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -2.16% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.71% | +0.58% |
Volatility
JEPAX vs. JHEQX - Volatility Comparison
JPMorgan Equity Premium Income Fund Class A (JEPAX) has a higher volatility of 4.10% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JEPAX's price experiences larger fluctuations and is considered to be riskier 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
| JEPAX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 2.81% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 5.57% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 10.23% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 8.89% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 9.40% | +5.63% |