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. 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 Jun 27, 2016.
Performance
JHEQX vs. VTI - Performance Comparison
Loading graphics...
JHEQX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, JHEQX achieves a -4.94% return, which is significantly lower than VTI's -3.29% return. Over the past 10 years, JHEQX has underperformed VTI with an annualized return of 8.72%, while VTI has yielded a comparatively higher 13.69% 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%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JHEQX vs. VTI - Expense Ratio Comparison
JHEQX has a 0.58% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
JHEQX vs. VTI — Risk / Return Rank
JHEQX
VTI
JHEQX vs. VTI - Risk-Adjusted Trends 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.
| JHEQX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.98 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.52 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.54 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.43 | 7.30 | -2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JHEQX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.98 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.61 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.75 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.48 | +0.36 |
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.
Dividends
JHEQX vs. VTI - Dividend Comparison
JHEQX's dividend yield for the trailing twelve months is around 0.64%, less than VTI's 1.17% 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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.
Loading graphics...
Drawdown Indicators
| JHEQX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.85% | -55.45% | +36.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -12.30% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -25.36% | +11.02% |
Max Drawdown (10Y)Largest decline over 10 years | -18.85% | -35.00% | +16.15% |
Current DrawdownCurrent decline from peak | -6.19% | -5.54% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -8.08% | +5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.60% | -0.93% |
Volatility
JHEQX vs. VTI - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.81%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. 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.
Loading graphics...
Volatility by Period
| JHEQX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 5.48% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 9.75% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 19.02% | -8.79% |
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% | 18.29% | -8.88% |