JNBSX vs. JHEQX
Compare and contrast key facts about JPMorgan Income Builder Fund (JNBSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JNBSX is managed by JPMorgan. It was launched on May 30, 2007. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JNBSX vs. JHEQX - Performance Comparison
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JNBSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | -0.26% | 12.87% | 7.36% | 9.34% | -12.81% | 9.19% | 6.24% | 14.95% | -4.22% | 11.89% |
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, JNBSX achieves a -0.26% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JNBSX has underperformed JHEQX with an annualized return of 5.82%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
JNBSX
- 1D
- 1.47%
- 1M
- -3.80%
- YTD
- -0.26%
- 6M
- 1.83%
- 1Y
- 11.15%
- 3Y*
- 8.68%
- 5Y*
- 4.06%
- 10Y*
- 5.82%
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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JNBSX vs. JHEQX - Expense Ratio Comparison
JNBSX has a 0.60% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
JNBSX vs. JHEQX — Risk / Return Rank
JNBSX
JHEQX
JNBSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) 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.
| JNBSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.72 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.10 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.07 | +0.80 |
Martin ratioReturn relative to average drawdown | 8.31 | 4.43 | +3.88 |
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
| JNBSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.72 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.77 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.93 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.84 | -0.27 |
Correlation
The correlation between JNBSX and JHEQX is 0.75, 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
JNBSX vs. JHEQX - Dividend Comparison
JNBSX's dividend yield for the trailing twelve months is around 5.30%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | 5.30% | 5.16% | 5.90% | 5.07% | 4.61% | 8.53% | 3.47% | 4.17% | 4.56% | 3.89% | 4.40% | 4.20% |
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
JNBSX vs. JHEQX - Drawdown Comparison
The maximum JNBSX drawdown since its inception was -37.33%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JNBSX and JHEQX.
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Drawdown Indicators
| JNBSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.33% | -18.85% | -18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -6.92% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -14.34% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -23.60% | -18.85% | -4.75% |
Current DrawdownCurrent decline from peak | -4.34% | -6.19% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -2.16% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.67% | -0.27% |
Volatility
JNBSX vs. JHEQX - Volatility Comparison
JPMorgan Income Builder Fund (JNBSX) has a higher volatility of 3.56% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JNBSX'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
| JNBSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 2.81% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.03% | 5.56% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.87% | 10.23% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.75% | 8.89% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.85% | 9.41% | -1.56% |