JTSSX vs. JHEQX
Compare and contrast key facts about JPMorgan SmartRetirement 2050 Fund (JTSSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JTSSX is managed by JPMorgan. It was launched on Jul 30, 2007. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JTSSX vs. JHEQX - Performance Comparison
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JTSSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | -2.05% | 17.88% | 12.31% | 22.36% | -18.58% | 17.53% | 15.33% | 24.81% | -9.87% | 21.92% |
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, JTSSX achieves a -2.05% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, JTSSX has outperformed JHEQX with an annualized return of 9.90%, while JHEQX has yielded a comparatively lower 8.72% annualized return.
JTSSX
- 1D
- 2.78%
- 1M
- -5.53%
- YTD
- -2.05%
- 6M
- -0.27%
- 1Y
- 15.66%
- 3Y*
- 14.22%
- 5Y*
- 7.27%
- 10Y*
- 9.90%
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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JTSSX vs. JHEQX - Expense Ratio Comparison
JTSSX has a 0.25% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JTSSX vs. JHEQX — Risk / Return Rank
JTSSX
JHEQX
JTSSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2050 Fund (JTSSX) 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.
| JTSSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.72 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.10 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.07 | +0.37 |
Martin ratioReturn relative to average drawdown | 6.51 | 4.43 | +2.07 |
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
| JTSSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.72 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.77 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.93 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.84 | -0.41 |
Correlation
The correlation between JTSSX and JHEQX is 0.89, 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
JTSSX vs. JHEQX - Dividend Comparison
JTSSX's dividend yield for the trailing twelve months is around 5.27%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | 5.27% | 5.16% | 2.58% | 1.57% | 10.75% | 16.31% | 4.46% | 9.76% | 5.08% | 3.84% | 2.97% | 3.09% |
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
JTSSX vs. JHEQX - Drawdown Comparison
The maximum JTSSX drawdown since its inception was -50.11%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JTSSX and JHEQX.
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Drawdown Indicators
| JTSSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -18.85% | -31.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -6.92% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.81% | -14.34% | -11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.24% | -18.85% | -14.39% |
Current DrawdownCurrent decline from peak | -6.59% | -6.19% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -2.16% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.67% | +0.80% |
Volatility
JTSSX vs. JHEQX - Volatility Comparison
JPMorgan SmartRetirement 2050 Fund (JTSSX) has a higher volatility of 5.80% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JTSSX'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
| JTSSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 2.81% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 5.56% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 10.23% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 8.89% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 9.41% | +6.26% |