JHEQX vs. JLGMX
Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
JHEQX vs. JLGMX - Performance Comparison
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JHEQX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHEQX JPMorgan Hedged Equity Fund Class I | -4.77% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -7.59% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, JHEQX achieves a -4.77% return, which is significantly higher than JLGMX's -7.59% return. Over the past 10 years, JHEQX has underperformed JLGMX with an annualized return of 8.74%, while JLGMX has yielded a comparatively higher 18.35% annualized return.
JHEQX
- 1D
- 0.18%
- 1M
- -4.66%
- YTD
- -4.77%
- 6M
- -2.55%
- 1Y
- 6.96%
- 3Y*
- 9.56%
- 5Y*
- 6.86%
- 10Y*
- 8.74%
JLGMX
- 1D
- 0.97%
- 1M
- -2.80%
- YTD
- -7.59%
- 6M
- -9.68%
- 1Y
- 12.81%
- 3Y*
- 20.94%
- 5Y*
- 10.92%
- 10Y*
- 18.35%
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JHEQX vs. JLGMX - Expense Ratio Comparison
JHEQX has a 0.58% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
JHEQX vs. JLGMX — Risk / Return Rank
JHEQX
JLGMX
JHEQX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| JHEQX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.65 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.07 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.87 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.40 | 2.61 | +1.78 |
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
| JHEQX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.65 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.54 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.85 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.80 | +0.04 |
Correlation
The correlation between JHEQX and JLGMX is 0.86, 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
JHEQX vs. JLGMX - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.64%, less than JLGMX's 11.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 11.95% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
JHEQX vs. JLGMX - Drawdown Comparison
The maximum JHEQX drawdown since its inception was -18.85%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JHEQX and JLGMX.
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Drawdown Indicators
| JHEQX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.85% | -31.82% | +12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.88% | -16.73% | +9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -31.13% | +16.79% |
Max Drawdown (10Y)Largest decline over 10 years | -18.85% | -31.82% | +12.97% |
Current DrawdownCurrent decline from peak | -6.02% | -13.00% | +6.98% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -5.83% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 5.57% | -3.86% |
Volatility
JHEQX vs. JLGMX - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.81%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.50%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHEQX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 6.50% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 5.57% | 12.58% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 21.16% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 20.25% | -11.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.40% | 21.54% | -12.14% |