JRBEX vs. JHEQX
Compare and contrast key facts about JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JRBEX is managed by JPMorgan. It was launched on Jul 1, 2012. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JRBEX vs. JHEQX - Performance Comparison
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JRBEX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | -0.72% | 15.33% | 7.14% | 18.28% | -16.36% | 11.63% | 11.91% | 20.65% | -6.86% | 17.22% |
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, JRBEX achieves a -0.72% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JRBEX has underperformed JHEQX with an annualized return of 7.83%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
JRBEX
- 1D
- 1.69%
- 1M
- -3.83%
- YTD
- -0.72%
- 6M
- 1.15%
- 1Y
- 13.45%
- 3Y*
- 11.22%
- 5Y*
- 5.50%
- 10Y*
- 7.83%
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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JRBEX vs. JHEQX - Expense Ratio Comparison
JRBEX has a 0.32% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JRBEX vs. JHEQX — Risk / Return Rank
JRBEX
JHEQX
JRBEX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) 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.
| JRBEX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.72 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.10 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.07 | +0.79 |
Martin ratioReturn relative to average drawdown | 8.39 | 4.43 | +3.96 |
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
| JRBEX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.72 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.77 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.84 | -0.14 |
Correlation
The correlation between JRBEX and JHEQX is 0.86, 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
JRBEX vs. JHEQX - Dividend Comparison
JRBEX's dividend yield for the trailing twelve months is around 3.08%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | 3.08% | 3.06% | 2.86% | 2.47% | 1.94% | 5.57% | 2.51% | 3.19% | 6.01% | 1.99% | 2.09% | 2.09% |
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
JRBEX vs. JHEQX - Drawdown Comparison
The maximum JRBEX drawdown since its inception was -25.15%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JRBEX and JHEQX.
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Drawdown Indicators
| JRBEX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.15% | -18.85% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.45% | -6.92% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -14.34% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -18.85% | -6.30% |
Current DrawdownCurrent decline from peak | -4.53% | -6.19% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -2.16% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.67% | -0.02% |
Volatility
JRBEX vs. JHEQX - Volatility Comparison
JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) has a higher volatility of 3.87% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JRBEX'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
| JRBEX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.81% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.87% | 5.56% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 10.23% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 8.89% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.07% | 9.41% | +1.66% |