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JHEQX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHEQX and BRK-B is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

JHEQX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Hedged Equity Fund Class I (JHEQX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
123.73%
313.71%
JHEQX
BRK-B

Key characteristics

Sharpe Ratio

JHEQX:

0.63

BRK-B:

1.58

Sortino Ratio

JHEQX:

0.95

BRK-B:

2.22

Omega Ratio

JHEQX:

1.14

BRK-B:

1.31

Calmar Ratio

JHEQX:

0.58

BRK-B:

3.40

Martin Ratio

JHEQX:

2.33

BRK-B:

8.72

Ulcer Index

JHEQX:

3.24%

BRK-B:

3.43%

Daily Std Dev

JHEQX:

12.01%

BRK-B:

18.92%

Max Drawdown

JHEQX:

-18.85%

BRK-B:

-53.86%

Current Drawdown

JHEQX:

-8.02%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, JHEQX achieves a -5.74% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, JHEQX has underperformed BRK-B with an annualized return of 7.61%, while BRK-B has yielded a comparatively higher 14.11% annualized return.


JHEQX

YTD

-5.74%

1M

-2.59%

6M

-5.20%

1Y

7.17%

5Y*

9.04%

10Y*

7.61%

BRK-B

YTD

17.14%

1M

-0.67%

6M

16.95%

1Y

32.05%

5Y*

23.23%

10Y*

14.11%

*Annualized

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Risk-Adjusted Performance

JHEQX vs. BRK-B — Risk-Adjusted Performance Rank

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

JHEQX
The Risk-Adjusted Performance Rank of JHEQX is 6565
Overall Rank
The Sharpe Ratio Rank of JHEQX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of JHEQX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JHEQX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JHEQX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JHEQX is 6363
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHEQX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and Berkshire Hathaway Inc. (BRK-B). 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.


The chart of Sharpe ratio for JHEQX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.00
JHEQX: 0.63
BRK-B: 1.58
The chart of Sortino ratio for JHEQX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
JHEQX: 0.95
BRK-B: 2.22
The chart of Omega ratio for JHEQX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
JHEQX: 1.14
BRK-B: 1.31
The chart of Calmar ratio for JHEQX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
JHEQX: 0.58
BRK-B: 3.40
The chart of Martin ratio for JHEQX, currently valued at 2.33, compared to the broader market0.0010.0020.0030.0040.0050.00
JHEQX: 2.33
BRK-B: 8.72

The current JHEQX Sharpe Ratio is 0.63, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of JHEQX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.63
1.58
JHEQX
BRK-B

Dividends

JHEQX vs. BRK-B - Dividend Comparison

JHEQX's dividend yield for the trailing twelve months is around 0.80%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JHEQX
JPMorgan Hedged Equity Fund Class I
0.80%0.74%0.98%0.98%0.71%1.11%1.11%1.13%0.99%1.35%1.22%1.07%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHEQX vs. BRK-B - Drawdown Comparison

The maximum JHEQX drawdown since its inception was -18.85%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JHEQX and BRK-B. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.02%
-1.26%
JHEQX
BRK-B

Volatility

JHEQX vs. BRK-B - Volatility Comparison

The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 8.02%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 10.99%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.02%
10.99%
JHEQX
BRK-B