JSDSX vs. JUEMX

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Short Duration Core Plus Fund (JSDSX) and JPMorgan U.S. Equity Fund R6 (JUEMX).

JSDSX is managed by JPMorgan. It was launched on Mar 1, 2013. JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993.

Performance

JSDSX vs. JUEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus Fund (JSDSX) and JPMorgan U.S. Equity Fund R6 (JUEMX). The values are adjusted to include any dividend payments, if applicable.

JSDSX vs. JUEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JSDSX JPMorgan Short Duration Core Plus Fund	-0.30%	6.57%	5.26%	6.12%	-5.95%	0.21%	5.13%	6.03%	0.87%	4.09%
JUEMX JPMorgan U.S. Equity Fund R6	-10.33%	14.75%	31.28%	27.37%	-18.74%	28.66%	26.70%	32.40%	-5.80%	21.70%

Returns By Period

In the year-to-date period, JSDSX achieves a -0.30% return, which is significantly higher than JUEMX's -10.33% return. Over the past 10 years, JSDSX has underperformed JUEMX with an annualized return of 3.59%, while JUEMX has yielded a comparatively higher 14.41% annualized return.

JSDSX

• 1D: 0.21%
• 1M: -1.37%
• YTD: -0.30%
• 6M: 0.99%
• 1Y: 4.42%
• 3Y*: 5.18%
• 5Y*: 2.27%
• 10Y*: 3.59%

JUEMX

• 1D: -0.25%
• 1M: -8.58%
• YTD: -10.33%
• 6M: -9.82%
• 1Y: 9.00%
• 3Y*: 16.93%
• 5Y*: 11.28%
• 10Y*: 14.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JSDSX vs. JUEMX - Expense Ratio Comparison

JSDSX has a 0.60% expense ratio, which is higher than JUEMX's 0.44% expense ratio.

JSDSX

JPMorgan Short Duration Core Plus Fund

JUEMX

JPMorgan U.S. Equity Fund R6

Return for Risk

JSDSX vs. JUEMX — Risk / Return Rank

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

JSDSX

JSDSX Risk / Return Rank: 95
JSDSX Sharpe Ratio Rank: 95
JSDSX Sortino Ratio Rank: 96
JSDSX Omega Ratio Rank: 94
JSDSX Calmar Ratio Rank: 93
JSDSX Martin Ratio Rank: 96

JUEMX

JUEMX Risk / Return Rank: 22
JUEMX Sharpe Ratio Rank: 22
JUEMX Sortino Ratio Rank: 23
JUEMX Omega Ratio Rank: 24
JUEMX Calmar Ratio Rank: 21
JUEMX Martin Ratio Rank: 22

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.

JSDSX vs. JUEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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	JUEMX	Difference
Sharpe ratio Return per unit of total volatility	2.22	0.53	+1.69
Sortino ratio Return per unit of downside risk	3.38	0.88	+2.50
Omega ratio Gain probability vs. loss probability	1.47	1.13	+0.34
Calmar ratio Return relative to maximum drawdown	2.95	0.62	+2.33
Martin ratio Return relative to average drawdown	14.36	2.31	+12.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JSDSX vs. JUEMX - Sharpe Ratio Comparison

The current JSDSX Sharpe Ratio is 2.22, which is higher than the JUEMX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JSDSX and JUEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JSDSX	JUEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	0.53	+1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.65	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.52	0.78	+0.74
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	0.78	+0.44

Correlation

The correlation between JSDSX and JUEMX is 0.17, 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. JUEMX - Dividend Comparison

JSDSX's dividend yield for the trailing twelve months is around 3.92%, less than JUEMX's 6.63% 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%
JUEMX JPMorgan U.S. Equity Fund R6	6.63%	5.93%	12.09%	2.14%	5.20%	10.82%	6.70%	10.14%	14.65%	8.81%	4.87%	6.27%

Drawdowns

JSDSX vs. JUEMX - Drawdown Comparison

The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum JUEMX drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JSDSX and JUEMX.

Drawdown Indicators

	JSDSX	JUEMX	Difference
Max Drawdown Largest peak-to-trough decline	-8.93%	-33.37%	+24.44%
Max Drawdown (1Y) Largest decline over 1 year	-1.58%	-11.90%	+10.32%
Max Drawdown (5Y) Largest decline over 5 years	-8.93%	-24.52%	+15.59%
Max Drawdown (10Y) Largest decline over 10 years	-8.93%	-33.37%	+24.44%
Current Drawdown Current decline from peak	-1.37%	-11.90%	+10.53%
Average Drawdown Average peak-to-trough decline	-1.29%	-4.11%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.32%	3.19%	-2.87%

Volatility

JSDSX vs. JUEMX - Volatility Comparison

The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.66%, while JPMorgan U.S. Equity Fund R6 (JUEMX) has a volatility of 4.45%. This indicates that JSDSX experiences smaller price fluctuations and is considered to be less risky than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSDSX	JUEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.66%	4.45%	-3.79%
Volatility (6M) Calculated over the trailing 6-month period	1.16%	9.07%	-7.91%
Volatility (1Y) Calculated over the trailing 1-year period	2.01%	18.41%	-16.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.61%	17.36%	-14.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	18.53%	-16.16%