JHEQX vs. XVV

In the year-to-date period, JHEQX achieves a -1.48% return, which is significantly lower than XVV's 1.16% return.

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

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.

The current JHEQX Sharpe Ratio is 0.72, which is comparable to the XVV Sharpe Ratio of 0.68. 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.

JHEQX's dividend yield for the trailing twelve months is around 0.77%, less than XVV's 1.05% yield.

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. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Hedged Equity Fund Class I (JHEQX) is 3.07%, 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.