JMUEX vs. IJR
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and iShares Core S&P Small-Cap ETF (IJR).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Performance
JMUEX vs. IJR - Performance Comparison
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JMUEX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | -7.68% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -5.90% | 21.52% |
IJR iShares Core S&P Small-Cap ETF | 4.11% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Returns By Period
In the year-to-date period, JMUEX achieves a -7.68% return, which is significantly lower than IJR's 4.11% return. Over the past 10 years, JMUEX has outperformed IJR with an annualized return of 14.64%, while IJR has yielded a comparatively lower 9.88% annualized return.
JMUEX
- 1D
- 2.98%
- 1M
- -5.97%
- YTD
- -7.68%
- 6M
- -7.28%
- 1Y
- 11.42%
- 3Y*
- 17.96%
- 5Y*
- 11.50%
- 10Y*
- 14.64%
IJR
- 1D
- 0.49%
- 1M
- -4.18%
- YTD
- 4.11%
- 6M
- 5.47%
- 1Y
- 20.83%
- 3Y*
- 10.67%
- 5Y*
- 4.19%
- 10Y*
- 9.88%
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JMUEX vs. IJR - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than IJR's 0.06% expense ratio.
Return for Risk
JMUEX vs. IJR — Risk / Return Rank
JMUEX
IJR
JMUEX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and iShares Core S&P Small-Cap ETF (IJR). 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.
| JMUEX | IJR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.92 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.43 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.42 | -0.35 |
Martin ratioReturn relative to average drawdown | 3.95 | 5.73 | -1.78 |
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
| JMUEX | IJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.92 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.20 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.43 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.42 | +0.14 |
Correlation
The correlation between JMUEX and IJR is 0.83, 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
JMUEX vs. IJR - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.36%, more than IJR's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.36% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
IJR iShares Core S&P Small-Cap ETF | 1.28% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Drawdowns
JMUEX vs. IJR - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for JMUEX and IJR.
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Drawdown Indicators
| JMUEX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -58.15% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -14.85% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -28.02% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -44.36% | +11.01% |
Current DrawdownCurrent decline from peak | -9.30% | -5.26% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -9.34% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.68% | -0.44% |
Volatility
JMUEX vs. IJR - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 5.57%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.25%. This indicates that JMUEX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMUEX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.25% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 12.99% | -3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 22.66% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 21.51% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 22.91% | -4.36% |