JSDSX vs. JHEQX
Compare and contrast key facts about JPMorgan Short Duration Core Plus Fund (JSDSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JSDSX is managed by JPMorgan. It was launched on Mar 1, 2013. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JSDSX vs. JHEQX - Performance Comparison
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JSDSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | -0.19% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.87% | 4.09% |
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, JSDSX achieves a -0.19% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JSDSX has underperformed JHEQX with an annualized return of 3.60%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
JSDSX
- 1D
- 0.11%
- 1M
- -1.05%
- YTD
- -0.19%
- 6M
- 0.99%
- 1Y
- 4.53%
- 3Y*
- 5.21%
- 5Y*
- 2.27%
- 10Y*
- 3.60%
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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JSDSX vs. JHEQX - Expense Ratio Comparison
JSDSX has a 0.60% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
JSDSX vs. JHEQX — Risk / Return Rank
JSDSX
JHEQX
JSDSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) 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.
| JSDSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.72 | +1.55 |
Sortino ratioReturn per unit of downside risk | 3.46 | 1.10 | +2.36 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.17 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.07 | +1.80 |
Martin ratioReturn relative to average drawdown | 13.60 | 4.43 | +9.17 |
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
| JSDSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.72 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.77 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.52 | 0.93 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.84 | +0.38 |
Correlation
The correlation between JSDSX and JHEQX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JSDSX vs. JHEQX - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 3.92%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 3.92% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
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
JSDSX vs. JHEQX - Drawdown Comparison
The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum JHEQX drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JSDSX and JHEQX.
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Drawdown Indicators
| JSDSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.93% | -18.85% | +9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -6.92% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -8.93% | -14.34% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -8.93% | -18.85% | +9.92% |
Current DrawdownCurrent decline from peak | -1.26% | -6.19% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -2.16% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 1.67% | -1.34% |
Volatility
JSDSX vs. JHEQX - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.66%, while JPMorgan Hedged Equity Fund Class I (JHEQX) has a volatility of 2.81%. This indicates that JSDSX experiences smaller price fluctuations and is considered to be less risky 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
| JSDSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 2.81% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 5.56% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.00% | 10.23% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.61% | 8.89% | -6.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.37% | 9.41% | -7.04% |