JLGRX vs. JHEQX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JLGRX is managed by JPMorgan. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JLGRX vs. JHEQX - Performance Comparison
Loading graphics...
JLGRX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | -8.51% | 14.27% | 35.30% | 34.79% | -25.27% | 18.35% | 56.25% | 39.32% | 0.65% | 38.26% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.77% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, JLGRX achieves a -8.51% return, which is significantly lower than JHEQX's -4.77% return. Over the past 10 years, JLGRX has outperformed JHEQX with an annualized return of 18.12%, while JHEQX has yielded a comparatively lower 8.74% annualized return.
JLGRX
- 1D
- 3.48%
- 1M
- -4.88%
- YTD
- -8.51%
- 6M
- -10.40%
- 1Y
- 12.55%
- 3Y*
- 20.42%
- 5Y*
- 10.59%
- 10Y*
- 18.12%
JHEQX
- 1D
- 0.18%
- 1M
- -4.66%
- YTD
- -4.77%
- 6M
- -2.55%
- 1Y
- 6.96%
- 3Y*
- 9.56%
- 5Y*
- 6.86%
- 10Y*
- 8.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JLGRX vs. JHEQX - Expense Ratio Comparison
JLGRX has a 0.54% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JLGRX vs. JHEQX — Risk / Return Rank
JLGRX
JHEQX
JLGRX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| JLGRX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.72 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.10 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.09 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.45 | 4.40 | -1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JLGRX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.78 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.84 | +0.03 |
Correlation
The correlation between JLGRX and JHEQX is 0.86, 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
JLGRX vs. JHEQX - Dividend Comparison
JLGRX's dividend yield for the trailing twelve months is around 12.14%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | 12.14% | 11.10% | 2.05% | 0.23% | 3.42% | 14.42% | 5.16% | 12.66% | 15.62% | 14.53% | 9.75% | 4.45% |
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% |
Drawdowns
JLGRX vs. JHEQX - Drawdown Comparison
The maximum JLGRX drawdown since its inception was -31.84%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JLGRX and JHEQX.
Loading graphics...
Drawdown Indicators
| JLGRX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -18.85% | -12.99% |
Max Drawdown (1Y)Largest decline over 1 year | -16.77% | -6.88% | -9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -14.34% | -16.83% |
Max Drawdown (10Y)Largest decline over 10 years | -31.84% | -18.85% | -12.99% |
Current DrawdownCurrent decline from peak | -13.87% | -6.02% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -2.16% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 1.71% | +3.82% |
Volatility
JLGRX vs. JHEQX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R5 (JLGRX) has a higher volatility of 6.48% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JLGRX's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JLGRX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 2.81% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 5.57% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 10.23% | +10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 8.89% | +11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 9.40% | +12.17% |