JSDSX vs. JUEMX
JSDSX (JPMorgan Short Duration Core Plus Fund) and JUEMX (JPMorgan U.S. Equity Fund R6) are both mutual funds - JSDSX is a Short-Term Bond fund managed by JPMorgan, while JUEMX is a Large Cap Blend Equities fund managed by JPMorgan. Over the past 10 years, JSDSX returned 3.13%/yr vs 15.46%/yr for JUEMX. Their 0.18 correlation means their historical movements had little consistent relationship. JSDSX charges 0.60%/yr vs 0.44%/yr for JUEMX.
Performance
JSDSX vs. JUEMX - Performance Comparison
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Returns By Period
In the year-to-date period, JSDSX achieves a 0.22% return, which is significantly lower than JUEMX's 3.10% return. Over the past 10 years, JSDSX has underperformed JUEMX with an annualized return of 3.13%, while JUEMX has yielded a comparatively higher 15.46% annualized return.
JSDSX
- 1D
- 0.11%
- 1M
- -0.04%
- 6M
- -0.09%
- YTD
- 0.22%
- 1Y
- 2.48%
- 3Y*
- 5.22%
- 5Y*
- 2.20%
- 10Y*
- 3.13%
- ALL TIME*
- 2.92%
JUEMX
- 1D
- 1.76%
- 1M
- -1.35%
- 6M
- 2.57%
- YTD
- 3.10%
- 1Y
- 10.79%
- 3Y*
- 17.84%
- 5Y*
- 11.97%
- 10Y*
- 15.46%
- ALL TIME*
- 14.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JSDSX vs. JUEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 0.22% | 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 | 3.10% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Correlation
The correlation between JSDSX and JUEMX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.18 |
The correlation between JSDSX and JUEMX shifts across timeframes, from 0.13 (10 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JSDSX vs. JUEMX — Risk / Return Rank
JSDSX
JUEMX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSDSX | JUEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.74 | +1.19 |
| Martin ratioReturn relative to average drawdown | 5.29 | 2.87 | +2.42 |
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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.
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Drawdown Indicators
| JSDSX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -1.58% | -19.10% | +17.52% |
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 DrawdownCurrent decline from peak | -0.85% | -3.12% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -4.06% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 3.09% | -2.52% |
Volatility
JSDSX vs. JUEMX - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.55%, while JPMorgan U.S. Equity Fund R6 (JUEMX) has a volatility of 3.67%. 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.
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Volatility by Period
| JSDSX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 3.67% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 10.69% | -9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.85% | 13.37% | -11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.65% | 17.54% | -14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 18.56% | -16.22% |
JSDSX vs. JUEMX - Expense Ratio Comparison
JSDSX has a 0.60% expense ratio, which is higher than JUEMX's 0.44% expense ratio.
Dividends
JSDSX vs. JUEMX - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 3.67%, less than JUEMX's 5.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 3.67% | 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 | 5.75% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
Frequently Asked Questions
JSDSX and JUEMX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JUEMX has higher volatility (3.67%) compared to JSDSX (0.55%). In terms of maximum drawdown, JSDSX dropped -8.93% vs JUEMX's -33.37%.
JSDSX currently has the higher Sharpe Ratio (1.65 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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