JHEQX vs. BUFR

In the year-to-date period, JHEQX achieves a -5.74% return, which is significantly lower than BUFR's -3.71% return.

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JHEQX has a 0.58% expense ratio, which is lower than BUFR's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 current JHEQX Sharpe Ratio is 0.63, which is comparable to the BUFR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JHEQX and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum JHEQX drawdown since its inception was -18.85%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for JHEQX and BUFR. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 8.02%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 8.94%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.