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JTSSX vs. JUEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JTSSX vs. JUEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement 2050 Fund (JTSSX) and JPMorgan U.S. Equity Fund R6 (JUEMX). The values are adjusted to include any dividend payments, if applicable.

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JTSSX vs. JUEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JTSSX
JPMorgan SmartRetirement 2050 Fund
-4.70%17.88%12.31%22.36%-18.58%17.53%15.33%24.81%-9.87%21.92%
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, JTSSX achieves a -4.70% return, which is significantly higher than JUEMX's -10.33% return. Over the past 10 years, JTSSX has underperformed JUEMX with an annualized return of 9.60%, while JUEMX has yielded a comparatively higher 14.41% annualized return.


JTSSX

1D
-0.17%
1M
-8.57%
YTD
-4.70%
6M
-2.63%
1Y
12.93%
3Y*
13.18%
5Y*
6.96%
10Y*
9.60%

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)

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JTSSX vs. JUEMX - Expense Ratio Comparison

JTSSX has a 0.25% expense ratio, which is lower than JUEMX's 0.44% expense ratio.


Return for Risk

JTSSX vs. JUEMX — Risk / Return Rank

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

JTSSX
JTSSX Risk / Return Rank: 4242
Overall Rank
JTSSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JTSSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
JTSSX Omega Ratio Rank: 4343
Omega Ratio Rank
JTSSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JTSSX Martin Ratio Rank: 4747
Martin Ratio Rank

JUEMX
JUEMX Risk / Return Rank: 2222
Overall Rank
JUEMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 2424
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 2121
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 2222
Martin Ratio Rank
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.

JTSSX vs. JUEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2050 Fund (JTSSX) 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.


JTSSXJUEMXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.53

+0.31

Sortino ratio

Return per unit of downside risk

1.27

0.88

+0.39

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.02

0.62

+0.40

Martin ratio

Return relative to average drawdown

4.66

2.31

+2.35

JTSSX vs. JUEMX - Sharpe Ratio Comparison

The current JTSSX Sharpe Ratio is 0.84, which is higher than the JUEMX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JTSSX 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.


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Sharpe Ratios by Period


JTSSXJUEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.53

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.65

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.78

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.78

-0.36

Correlation

The correlation between JTSSX and JUEMX is 0.95, 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. JUEMX - Dividend Comparison

JTSSX's dividend yield for the trailing twelve months is around 5.41%, less than JUEMX's 6.63% yield.


TTM20252024202320222021202020192018201720162015
JTSSX
JPMorgan SmartRetirement 2050 Fund
5.41%5.16%2.58%1.57%10.75%16.31%4.46%9.76%5.08%3.84%2.97%3.09%
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

JTSSX vs. JUEMX - Drawdown Comparison

The maximum JTSSX drawdown since its inception was -50.11%, which is greater than JUEMX's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JTSSX and JUEMX.


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Drawdown Indicators


JTSSXJUEMXDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-33.37%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-11.90%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-25.81%

-24.52%

-1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-33.37%

+0.13%

Current Drawdown

Current decline from peak

-9.12%

-11.90%

+2.78%

Average Drawdown

Average peak-to-trough decline

-7.19%

-4.11%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.19%

-0.76%

Volatility

JTSSX vs. JUEMX - Volatility Comparison

JPMorgan SmartRetirement 2050 Fund (JTSSX) has a higher volatility of 4.87% compared to JPMorgan U.S. Equity Fund R6 (JUEMX) at 4.45%. This indicates that JTSSX's price experiences larger fluctuations and is considered to be riskier 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


JTSSXJUEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.45%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

9.07%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

18.41%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

17.36%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.53%

-2.88%