JHEQX vs. VTI
Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and Vanguard Total Stock Market ETF (VTI).
JHEQX is managed by JPMorgan Chase. It was launched on Dec 13, 2013. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHEQX or VTI.
Performance
JHEQX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, JHEQX achieves a 19.13% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, JHEQX has underperformed VTI with an annualized return of 8.62%, while VTI has yielded a comparatively higher 12.67% annualized return.
JHEQX
19.13%
0.97%
11.59%
20.50%
10.82%
8.62%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| JHEQX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.68 |
| Sortino Ratio | 3.76 | 3.57 |
| Omega Ratio | 1.57 | 1.49 |
| Calmar Ratio | 4.29 | 3.91 |
| Martin Ratio | 19.08 | 17.13 |
| Ulcer Index | 1.09% | 1.96% |
| Daily Std Dev | 7.75% | 12.51% |
| Max Drawdown | -18.85% | -55.45% |
| Current Drawdown | -0.68% | -0.84% |
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JHEQX vs. VTI - Expense Ratio Comparison
JHEQX has a 0.58% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between JHEQX and VTI is 0.92, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.77%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JHEQX vs. VTI - Drawdown Comparison
The maximum JHEQX drawdown since its inception was -18.85%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JHEQX and VTI. For additional features, visit the drawdowns tool.
Volatility
JHEQX vs. VTI - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.48%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.