JHEQX vs. BUFR
Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
JHEQX is managed by JPMorgan Chase. It was launched on Dec 13, 2013. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHEQX or BUFR.
Performance
JHEQX vs. BUFR - Performance Comparison
Returns By Period
In the year-to-date period, JHEQX achieves a 19.13% return, which is significantly higher than BUFR's 14.53% return.
JHEQX
19.13%
0.97%
11.59%
20.50%
10.82%
8.62%
BUFR
14.53%
1.03%
7.26%
18.45%
N/A
N/A
Key characteristics
| JHEQX | BUFR | |
|---|---|---|
| Sharpe Ratio | 2.68 | 3.07 |
| Sortino Ratio | 3.76 | 4.29 |
| Omega Ratio | 1.57 | 1.65 |
| Calmar Ratio | 4.29 | 4.57 |
| Martin Ratio | 19.08 | 26.38 |
| Ulcer Index | 1.09% | 0.71% |
| Daily Std Dev | 7.75% | 6.10% |
| Max Drawdown | -18.85% | -13.73% |
| Current Drawdown | -0.68% | -0.20% |
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JHEQX vs. BUFR - Expense Ratio Comparison
JHEQX has a 0.58% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between JHEQX and BUFR is 0.89, 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.
Risk-Adjusted Performance
JHEQX vs. BUFR - Risk-Adjusted Performance Comparison
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.
Dividends
JHEQX vs. BUFR - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.77%, while BUFR 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% |
BUFR FT Cboe Vest Fund of Buffer ETFs | 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. BUFR - Drawdown Comparison
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.
Volatility
JHEQX vs. BUFR - Volatility Comparison
JPMorgan Hedged Equity Fund Class I (JHEQX) has a higher volatility of 2.48% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.78%. This indicates that JHEQX's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.