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JNBSX vs. JHEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNBSX vs. JHEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Builder Fund (JNBSX) and JPMorgan Hedged Equity Fund Class I (JHEQX). The values are adjusted to include any dividend payments, if applicable.

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JNBSX vs. JHEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNBSX
JNBSX Risk / Return Rank: 7878
Overall Rank
JNBSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JNBSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
JNBSX Omega Ratio Rank: 7878
Omega Ratio Rank
JNBSX Calmar Ratio Rank: 7676
Calmar Ratio Rank
JNBSX Martin Ratio Rank: 8181
Martin Ratio Rank

JHEQX
JHEQX Risk / Return Rank: 3434
Overall Rank
JHEQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JHEQX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHEQX Omega Ratio Rank: 3333
Omega Ratio Rank
JHEQX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JHEQX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


JNBSXJHEQXDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.72

+0.75

Sortino ratio

Return per unit of downside risk

1.99

1.10

+0.89

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

1.88

1.07

+0.80

Martin ratio

Return relative to average drawdown

8.31

4.43

+3.88

JNBSX vs. JHEQX - Sharpe Ratio Comparison

The current JNBSX Sharpe Ratio is 1.47, which is higher than the JHEQX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of JNBSX and JHEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNBSXJHEQXDifference

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.


TTM20252024202320222021202020192018201720162015
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


JNBSXJHEQXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.34%

-6.19%

+1.85%

Average Drawdown

Average peak-to-trough decline

-4.86%

-2.16%

-2.70%

Ulcer Index

Depth 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


JNBSXJHEQXDifference

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%