JHEQX vs. JUEMX
Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and JPMorgan U.S. Equity Fund R6 (JUEMX).
JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013. JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993.
Performance
JHEQX vs. JUEMX - Performance Comparison
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JHEQX vs. JUEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
JUEMX JPMorgan U.S. Equity Fund R6 | -7.67% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Returns By Period
In the year-to-date period, JHEQX achieves a -4.94% return, which is significantly higher than JUEMX's -7.67% return. Over the past 10 years, JHEQX has underperformed JUEMX with an annualized return of 8.72%, while JUEMX has yielded a comparatively higher 14.75% annualized return.
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
JUEMX
- 1D
- 2.97%
- 1M
- -5.97%
- YTD
- -7.67%
- 6M
- -7.24%
- 1Y
- 11.53%
- 3Y*
- 18.08%
- 5Y*
- 11.62%
- 10Y*
- 14.75%
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JHEQX vs. JUEMX - Expense Ratio Comparison
JHEQX has a 0.58% expense ratio, which is higher than JUEMX's 0.44% expense ratio.
Return for Risk
JHEQX vs. JUEMX — Risk / Return Rank
JHEQX
JUEMX
JHEQX vs. JUEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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 | JUEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.66 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.07 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.08 | -0.01 |
Martin ratioReturn relative to average drawdown | 4.43 | 3.99 | +0.45 |
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 | JUEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.66 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.67 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.80 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.79 | +0.05 |
Correlation
The correlation between JHEQX and JUEMX is 0.93, 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. JUEMX - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.64%, less than JUEMX's 6.44% 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% |
JUEMX JPMorgan U.S. Equity Fund R6 | 6.44% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
Drawdowns
JHEQX vs. JUEMX - Drawdown Comparison
The maximum JHEQX drawdown since its inception was -18.85%, smaller than the maximum JUEMX drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JHEQX and JUEMX.
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Drawdown Indicators
| JHEQX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.85% | -33.37% | +14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -11.90% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -24.52% | +10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -18.85% | -33.37% | +14.52% |
Current DrawdownCurrent decline from peak | -6.19% | -9.29% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -4.11% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.24% | -1.57% |
Volatility
JHEQX vs. JUEMX - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.81%, while JPMorgan U.S. Equity Fund R6 (JUEMX) has a volatility of 5.56%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHEQX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 5.56% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 9.55% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 18.60% | -8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 17.41% | -8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.41% | 18.56% | -9.15% |