JHQDX vs. JLGMX
Compare and contrast key facts about JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
JHQDX is managed by JPMorgan. It was launched on Feb 26, 2021. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
JHQDX vs. JLGMX - Performance Comparison
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JHQDX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JHQDX JPMorgan Hedged Equity 2 Fund Class I | -3.02% | 7.56% | 18.03% | 15.26% | -13.30% | 14.40% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 16.49% |
Returns By Period
In the year-to-date period, JHQDX achieves a -3.02% return, which is significantly higher than JLGMX's -8.48% return.
JHQDX
- 1D
- 1.10%
- 1M
- -3.65%
- YTD
- -3.02%
- 6M
- -1.43%
- 1Y
- 6.55%
- 3Y*
- 9.71%
- 5Y*
- 6.40%
- 10Y*
- —
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
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JHQDX vs. JLGMX - Expense Ratio Comparison
JHQDX has a 0.60% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
JHQDX vs. JLGMX — Risk / Return Rank
JHQDX
JLGMX
JHQDX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| JHQDX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.64 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.05 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.81 | +0.46 |
Martin ratioReturn relative to average drawdown | 5.49 | 2.47 | +3.02 |
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
| JHQDX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.64 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.53 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.80 | +0.01 |
Correlation
The correlation between JHQDX and JLGMX is 0.88, 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
JHQDX vs. JLGMX - Dividend Comparison
JHQDX's dividend yield for the trailing twelve months is around 0.51%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHQDX JPMorgan Hedged Equity 2 Fund Class I | 0.51% | 0.50% | 0.75% | 0.96% | 6.91% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
JHQDX vs. JLGMX - Drawdown Comparison
The maximum JHQDX drawdown since its inception was -15.25%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JHQDX and JLGMX.
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Drawdown Indicators
| JHQDX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.25% | -31.82% | +16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -5.41% | -16.73% | +11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -15.25% | -31.13% | +15.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.82% | — |
Current DrawdownCurrent decline from peak | -4.37% | -13.83% | +9.46% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -5.82% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 5.51% | -4.25% |
Volatility
JHQDX vs. JLGMX - Volatility Comparison
The current volatility for JPMorgan Hedged Equity 2 Fund Class I (JHQDX) is 2.60%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that JHQDX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHQDX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 6.48% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 12.54% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 21.14% | -13.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.74% | 20.25% | -11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.70% | 21.54% | -12.84% |