JHQAX vs. DODGX
Compare and contrast key facts about JPMorgan Hedged Equity Fund (JHQAX) and Dodge & Cox Stock Fund Class I (DODGX).
JHQAX is managed by JPMorgan. It was launched on Dec 13, 2013. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
JHQAX vs. DODGX - Performance Comparison
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JHQAX vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHQAX JPMorgan Hedged Equity Fund | -4.99% | 7.22% | 17.93% | 15.78% | -8.27% | 13.13% | 13.77% | 13.38% | -0.93% | 12.45% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, JHQAX achieves a -4.99% return, which is significantly lower than DODGX's -1.65% return. Over the past 10 years, JHQAX has underperformed DODGX with an annualized return of 8.48%, while DODGX has yielded a comparatively higher 12.55% annualized return.
JHQAX
- 1D
- 0.75%
- 1M
- -5.50%
- YTD
- -4.99%
- 6M
- -2.86%
- 1Y
- 6.90%
- 3Y*
- 9.23%
- 5Y*
- 6.56%
- 10Y*
- 8.48%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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JHQAX vs. DODGX - Expense Ratio Comparison
JHQAX has a 0.83% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Return for Risk
JHQAX vs. DODGX — Risk / Return Rank
JHQAX
DODGX
JHQAX vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund (JHQAX) and Dodge & Cox Stock Fund Class I (DODGX). 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.
| JHQAX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.49 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.78 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.60 | +0.43 |
Martin ratioReturn relative to average drawdown | 4.24 | 2.50 | +1.74 |
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
| JHQAX | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.49 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.65 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.62 | +0.19 |
Correlation
The correlation between JHQAX and DODGX is 0.80, 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
JHQAX vs. DODGX - Dividend Comparison
JHQAX's dividend yield for the trailing twelve months is around 0.39%, less than DODGX's 9.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHQAX JPMorgan Hedged Equity Fund | 0.39% | 0.41% | 0.51% | 0.74% | 0.74% | 0.50% | 0.89% | 1.18% | 0.92% | 0.76% | 1.11% | 0.97% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
JHQAX vs. DODGX - Drawdown Comparison
The maximum JHQAX drawdown since its inception was -18.82%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for JHQAX and DODGX.
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Drawdown Indicators
| JHQAX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -63.24% | +44.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -12.23% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | -21.85% | +7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -18.82% | -40.41% | +21.59% |
Current DrawdownCurrent decline from peak | -6.21% | -5.31% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -7.53% | +5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.94% | -1.26% |
Volatility
JHQAX vs. DODGX - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Fund (JHQAX) is 2.83%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 4.23%. This indicates that JHQAX experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHQAX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 4.23% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | 8.72% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 16.33% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 16.05% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.40% | 19.25% | -9.85% |