JSMSX vs. JHEQX
Compare and contrast key facts about JPMorgan SmartRetirement 2030 Fund (JSMSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JSMSX is managed by JPMorgan. It was launched on May 14, 2006. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JSMSX vs. JHEQX - Performance Comparison
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JSMSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSMSX JPMorgan SmartRetirement 2030 Fund | -2.93% | 14.15% | 6.89% | 18.54% | -16.76% | 10.72% | 12.45% | 41.23% | -7.64% | 18.74% |
JHEQX JPMorgan Hedged Equity Fund Class I | -5.65% | 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, JSMSX achieves a -2.93% return, which is significantly higher than JHEQX's -5.65% return. Over the past 10 years, JSMSX has outperformed JHEQX with an annualized return of 9.10%, while JHEQX has yielded a comparatively lower 8.64% annualized return.
JSMSX
- 1D
- 0.10%
- 1M
- -6.02%
- YTD
- -2.93%
- 6M
- -1.20%
- 1Y
- 10.27%
- 3Y*
- 9.93%
- 5Y*
- 4.83%
- 10Y*
- 9.10%
JHEQX
- 1D
- -0.30%
- 1M
- -6.20%
- YTD
- -5.65%
- 6M
- -3.28%
- 1Y
- 6.55%
- 3Y*
- 9.23%
- 5Y*
- 6.79%
- 10Y*
- 8.64%
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JSMSX vs. JHEQX - Expense Ratio Comparison
JSMSX has a 0.25% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JSMSX vs. JHEQX — Risk / Return Rank
JSMSX
JHEQX
JSMSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2030 Fund (JSMSX) 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.
| JSMSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.65 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.00 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.70 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.64 | 2.96 | +2.68 |
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
| JSMSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.65 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.77 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.92 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.83 | -0.37 |
Correlation
The correlation between JSMSX and JHEQX is 0.87, 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
JSMSX vs. JHEQX - Dividend Comparison
JSMSX's dividend yield for the trailing twelve months is around 6.03%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSMSX JPMorgan SmartRetirement 2030 Fund | 6.03% | 5.85% | 5.49% | 2.50% | 8.25% | 12.28% | 4.20% | 31.61% | 6.17% | 4.18% | 2.83% | 3.20% |
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
JSMSX vs. JHEQX - Drawdown Comparison
The maximum JSMSX drawdown since its inception was -50.05%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JSMSX and JHEQX.
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Drawdown Indicators
| JSMSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.05% | -18.85% | -31.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -6.92% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -14.34% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -25.42% | -18.85% | -6.57% |
Current DrawdownCurrent decline from peak | -6.34% | -6.88% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -2.16% | -4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.63% | +0.06% |
Volatility
JSMSX vs. JHEQX - Volatility Comparison
JPMorgan SmartRetirement 2030 Fund (JSMSX) has a higher volatility of 3.38% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.61%. This indicates that JSMSX'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
| JSMSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.61% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 5.57% | 5.51% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 10.22% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 8.89% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 9.40% | +3.02% |