JPSRX vs. JHEQX
Compare and contrast key facts about JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JPSRX is managed by JPMorgan. It was launched on Jul 1, 2012. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JPSRX vs. JHEQX - Performance Comparison
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JPSRX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPSRX JPMorgan SmartRetirement Blend 2035 Fund | -0.18% | 17.08% | 8.86% | 19.87% | -16.92% | 22.01% | 12.34% | 22.49% | -7.64% | 18.64% |
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, JPSRX achieves a -0.18% return, which is significantly higher than JHEQX's -4.77% return. Over the past 10 years, JPSRX has outperformed JHEQX with an annualized return of 9.56%, while JHEQX has yielded a comparatively lower 8.74% annualized return.
JPSRX
- 1D
- 0.73%
- 1M
- -2.36%
- YTD
- -0.18%
- 6M
- 1.80%
- 1Y
- 15.83%
- 3Y*
- 12.93%
- 5Y*
- 8.06%
- 10Y*
- 9.56%
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%
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JPSRX vs. JHEQX - Expense Ratio Comparison
JPSRX has a 0.29% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JPSRX vs. JHEQX — Risk / Return Rank
JPSRX
JHEQX
JPSRX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) 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.
| JPSRX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.72 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.10 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.09 | +0.79 |
Martin ratioReturn relative to average drawdown | 8.57 | 4.40 | +4.17 |
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
| JPSRX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.72 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.93 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.84 | -0.13 |
Correlation
The correlation between JPSRX and JHEQX is 0.88, 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
JPSRX vs. JHEQX - Dividend Comparison
JPSRX's dividend yield for the trailing twelve months is around 2.87%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPSRX JPMorgan SmartRetirement Blend 2035 Fund | 2.87% | 2.86% | 2.55% | 2.30% | 1.78% | 12.06% | 1.55% | 2.94% | 5.74% | 1.95% | 2.05% | 2.05% |
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
JPSRX vs. JHEQX - Drawdown Comparison
The maximum JPSRX drawdown since its inception was -28.44%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JPSRX and JHEQX.
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Drawdown Indicators
| JPSRX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.44% | -18.85% | -9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.88% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -14.34% | -9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -28.44% | -18.85% | -9.59% |
Current DrawdownCurrent decline from peak | -4.50% | -6.02% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -2.16% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.71% | +0.24% |
Volatility
JPSRX vs. JHEQX - Volatility Comparison
JPMorgan SmartRetirement Blend 2035 Fund (JPSRX) has a higher volatility of 4.50% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JPSRX'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
| JPSRX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.81% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 5.57% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 10.23% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 8.89% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 9.40% | +3.69% |