JMUEX vs. JHEQX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JMUEX vs. JHEQX - Performance Comparison
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JMUEX vs. JHEQX - 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% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 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, JMUEX achieves a -7.68% return, which is significantly lower than JHEQX's -4.94% return. Over the past 10 years, JMUEX has outperformed JHEQX with an annualized return of 14.64%, while JHEQX has yielded a comparatively lower 8.72% 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%
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
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JMUEX vs. JHEQX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JMUEX vs. JHEQX — Risk / Return Rank
JMUEX
JHEQX
JMUEX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) 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.
| JMUEX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.72 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.10 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.07 | 0.00 |
Martin ratioReturn relative to average drawdown | 3.95 | 4.43 | -0.48 |
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 | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.77 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.84 | -0.28 |
Correlation
The correlation between JMUEX and JHEQX is 0.93, 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. JHEQX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.36%, more than JHEQX's 0.64% 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% |
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
JMUEX vs. JHEQX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JMUEX and JHEQX.
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Drawdown Indicators
| JMUEX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -18.85% | -33.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -6.92% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -14.34% | -10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -18.85% | -14.50% |
Current DrawdownCurrent decline from peak | -9.30% | -6.19% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -2.16% | -6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 1.67% | +1.57% |
Volatility
JMUEX vs. JHEQX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 5.57% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JMUEX'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.
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Volatility by Period
| JMUEX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 2.81% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 5.56% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 10.23% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 8.89% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 9.41% | +9.14% |