JHQDX vs. HELO

In the year-to-date period, JHQDX achieves a -3.26% return, which is significantly higher than HELO's -4.71% return.

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JHQDX has a 0.60% expense ratio, which is higher than HELO's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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 JHQDX Sharpe Ratio is 0.90, which is comparable to the HELO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JHQDX and HELO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JHQDX's dividend yield for the trailing twelve months is around 0.76%, more than HELO's 0.69% yield.

The maximum JHQDX drawdown since its inception was -19.10%, which is greater than HELO's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for JHQDX and HELO. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) is 4.43%, while JPMorgan Hedged Equity Laddered Overlay ETF (HELO) has a volatility of 5.86%. This indicates that JHQDX experiences smaller price fluctuations and is considered to be less risky than HELO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.