JHEQX vs. BRK-B
Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and Berkshire Hathaway Inc. (BRK-B).
JHEQX is managed by JPMorgan Chase. It was launched on Dec 13, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHEQX or BRK-B.
Performance
JHEQX vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, JHEQX achieves a 19.13% return, which is significantly lower than BRK-B's 32.36% return. Over the past 10 years, JHEQX has underperformed BRK-B with an annualized return of 8.62%, while BRK-B has yielded a comparatively higher 12.38% annualized return.
JHEQX
19.13%
0.97%
11.59%
20.50%
10.82%
8.62%
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Key characteristics
| JHEQX | BRK-B | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.15 |
| Sortino Ratio | 3.76 | 3.02 |
| Omega Ratio | 1.57 | 1.39 |
| Calmar Ratio | 4.29 | 4.06 |
| Martin Ratio | 19.08 | 10.57 |
| Ulcer Index | 1.09% | 2.91% |
| Daily Std Dev | 7.75% | 14.33% |
| Max Drawdown | -18.85% | -53.86% |
| Current Drawdown | -0.68% | -1.36% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between JHEQX and BRK-B is 0.64, 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.
Risk-Adjusted Performance
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.
Dividends
JHEQX vs. BRK-B - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.77%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JHEQX JPMorgan Hedged Equity Fund Class I | 0.77% | 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% |
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.
Volatility
JHEQX vs. BRK-B - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.48%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. 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.