JEPIX vs. JHEQX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JEPIX vs. JHEQX - Performance Comparison
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JEPIX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -4.84% |
Returns By Period
In the year-to-date period, JEPIX achieves a -0.51% return, which is significantly higher than JHEQX's -4.94% return.
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
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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JEPIX vs. JHEQX - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
JEPIX vs. JHEQX — Risk / Return Rank
JEPIX
JHEQX
JEPIX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) 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.
| JEPIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.72 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.10 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.07 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.77 | 4.43 | -0.66 |
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
| JEPIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.72 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.84 | -0.36 |
Correlation
The correlation between JEPIX 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
JEPIX vs. JHEQX - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.55%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 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
JEPIX vs. JHEQX - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JEPIX and JHEQX.
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Drawdown Indicators
| JEPIX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -18.85% | -13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -6.92% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -14.34% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.85% | — |
Current DrawdownCurrent decline from peak | -5.53% | -6.19% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -2.16% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.67% | +0.60% |
Volatility
JEPIX vs. JHEQX - Volatility Comparison
JPMorgan Equity Premium Income Fund Class I (JEPIX) has a higher volatility of 4.12% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JEPIX'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
| JEPIX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.81% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 5.56% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 10.23% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.41% | 8.89% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 9.41% | +5.44% |