JHEQX vs. XVV

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Hedged Equity Fund Class I (JHEQX) and iShares ESG Screened S&P 500 ETF (XVV).

JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020.

Performance

JHEQX vs. XVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Hedged Equity Fund Class I (JHEQX) and iShares ESG Screened S&P 500 ETF (XVV). The values are adjusted to include any dividend payments, if applicable.

JHEQX vs. XVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JHEQX JPMorgan Hedged Equity Fund Class I	-4.94%	7.49%	18.23%	16.07%	-8.05%	13.43%	5.89%
XVV iShares ESG Screened S&P 500 ETF	-5.44%	17.53%	25.87%	29.78%	-21.46%	29.19%	16.13%

Returns By Period

In the year-to-date period, JHEQX achieves a -4.94% return, which is significantly higher than XVV's -5.44% 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%

XVV

• 1D: 1.00%
• 1M: -4.61%
• YTD: -5.44%
• 6M: -3.43%
• 1Y: 17.03%
• 3Y*: 18.50%
• 5Y*: 11.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JHEQX vs. XVV - Expense Ratio Comparison

JHEQX has a 0.58% expense ratio, which is higher than XVV's 0.08% expense ratio.

JHEQX

JPMorgan Hedged Equity Fund Class I

XVV

iShares ESG Screened S&P 500 ETF

Return for Risk

JHEQX vs. XVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JHEQX

JHEQX Risk / Return Rank: 34
JHEQX Sharpe Ratio Rank: 29
JHEQX Sortino Ratio Rank: 29
JHEQX Omega Ratio Rank: 33
JHEQX Calmar Ratio Rank: 40
JHEQX Martin Ratio Rank: 42

XVV

XVV Risk / Return Rank: 52
XVV Sharpe Ratio Rank: 47
XVV Sortino Ratio Rank: 50
XVV Omega Ratio Rank: 53
XVV Calmar Ratio Rank: 52
XVV Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JHEQX vs. XVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and iShares ESG Screened S&P 500 ETF (XVV). 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	XVV	Difference
Sharpe ratio Return per unit of total volatility	0.72	0.90	-0.18
Sortino ratio Return per unit of downside risk	1.10	1.40	-0.30
Omega ratio Gain probability vs. loss probability	1.17	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.07	1.40	-0.33
Martin ratio Return relative to average drawdown	4.43	6.00	-1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JHEQX vs. XVV - Sharpe Ratio Comparison

The current JHEQX Sharpe Ratio is 0.72, which is comparable to the XVV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of JHEQX and XVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JHEQX	XVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	0.90	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.65	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.85	-0.01

Correlation

The correlation between JHEQX and XVV 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. XVV - Dividend Comparison

JHEQX's dividend yield for the trailing twelve months is around 0.64%, less than XVV's 1.02% 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%
XVV iShares ESG Screened S&P 500 ETF	1.02%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JHEQX vs. XVV - Drawdown Comparison

The maximum JHEQX drawdown since its inception was -18.85%, smaller than the maximum XVV drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for JHEQX and XVV.

Drawdown Indicators

	JHEQX	XVV	Difference
Max Drawdown Largest peak-to-trough decline	-18.85%	-27.20%	+8.35%
Max Drawdown (1Y) Largest decline over 1 year	-6.92%	-12.41%	+5.49%
Max Drawdown (5Y) Largest decline over 5 years	-14.34%	-27.20%	+12.86%
Max Drawdown (10Y) Largest decline over 10 years	-18.85%	—	—
Current Drawdown Current decline from peak	-6.19%	-7.05%	+0.86%
Average Drawdown Average peak-to-trough decline	-2.16%	-6.02%	+3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	2.90%	-1.23%

Volatility

JHEQX vs. XVV - Volatility Comparison

The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 2.81%, while iShares ESG Screened S&P 500 ETF (XVV) has a volatility of 5.73%. This indicates that JHEQX experiences smaller price fluctuations and is considered to be less risky than XVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHEQX	XVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	5.73%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	5.56%	10.09%	-4.53%
Volatility (1Y) Calculated over the trailing 1-year period	10.23%	19.06%	-8.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.89%	17.60%	-8.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.41%	17.47%	-8.06%