JEQIX vs. QUERX
Compare and contrast key facts about Johnson Equity Income Fund (JEQIX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
JEQIX is managed by Johnson Mutual Funds. It was launched on Dec 30, 2005. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
JEQIX vs. QUERX - Performance Comparison
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JEQIX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEQIX Johnson Equity Income Fund | -2.61% | 11.76% | 4.39% | 13.42% | -9.65% | 25.94% | 12.25% | 34.04% | -2.69% | 25.04% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
In the year-to-date period, JEQIX achieves a -2.61% return, which is significantly lower than QUERX's 1.76% return. Both investments have delivered pretty close results over the past 10 years, with JEQIX having a 11.18% annualized return and QUERX not far behind at 10.65%.
JEQIX
- 1D
- 1.80%
- 1M
- -6.36%
- YTD
- -2.61%
- 6M
- -0.59%
- 1Y
- 7.48%
- 3Y*
- 8.12%
- 5Y*
- 6.44%
- 10Y*
- 11.18%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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JEQIX vs. QUERX - Expense Ratio Comparison
JEQIX has a 1.00% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
JEQIX vs. QUERX — Risk / Return Rank
JEQIX
QUERX
JEQIX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Equity Income Fund (JEQIX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| JEQIX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.34 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.85 | 0.56 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.45 | +0.36 |
Martin ratioReturn relative to average drawdown | 3.46 | 2.06 | +1.40 |
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
| JEQIX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.34 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.53 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.70 | -0.30 |
Correlation
The correlation between JEQIX and QUERX 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
JEQIX vs. QUERX - Dividend Comparison
JEQIX's dividend yield for the trailing twelve months is around 4.29%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEQIX Johnson Equity Income Fund | 4.29% | 4.18% | 0.00% | 2.66% | 6.43% | 8.36% | 2.03% | 5.74% | 8.67% | 7.82% | 3.11% | 7.64% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
JEQIX vs. QUERX - Drawdown Comparison
The maximum JEQIX drawdown since its inception was -51.66%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for JEQIX and QUERX.
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Drawdown Indicators
| JEQIX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.66% | -30.81% | -20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -8.92% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -22.04% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | -30.81% | -4.83% |
Current DrawdownCurrent decline from peak | -6.64% | -4.33% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -3.95% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.95% | +0.55% |
Volatility
JEQIX vs. QUERX - Volatility Comparison
Johnson Equity Income Fund (JEQIX) has a higher volatility of 4.30% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that JEQIX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQIX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.81% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 5.75% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 12.05% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 13.08% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 15.23% | +1.42% |