JUEMX vs. CGUS
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Capital Group Core Equity ETF (CGUS).
JUEMX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. CGUS is an actively managed fund by Capital Group. It was launched on Feb 22, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JUEMX or CGUS.
Correlation
The correlation between JUEMX and CGUS is 0.96, 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.
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JUEMX vs. CGUS - Performance Comparison
Key characteristics
JUEMX:
0.96
CGUS:
1.70
JUEMX:
1.30
CGUS:
2.28
JUEMX:
1.19
CGUS:
1.31
JUEMX:
1.39
CGUS:
3.16
JUEMX:
3.74
CGUS:
12.34
JUEMX:
3.82%
CGUS:
1.72%
JUEMX:
14.91%
CGUS:
12.48%
JUEMX:
-34.95%
CGUS:
-21.86%
JUEMX:
-8.18%
CGUS:
-3.03%
Returns By Period
In the year-to-date period, JUEMX achieves a 1.44% return, which is significantly lower than CGUS's 1.54% return.
JUEMX
1.44%
-2.65%
-0.22%
11.22%
10.11%
6.49%
CGUS
1.54%
-2.12%
6.48%
18.40%
N/A
N/A
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JUEMX vs. CGUS - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is higher than CGUS's 0.33% expense ratio.
Risk-Adjusted Performance
JUEMX vs. CGUS — Risk-Adjusted Performance Rank
JUEMX
CGUS
JUEMX vs. CGUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Capital Group Core Equity ETF (CGUS). 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.
Dividends
JUEMX vs. CGUS - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 0.76%, less than CGUS's 1.00% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 0.76% | 0.77% | 1.06% | 1.28% | 0.79% | 0.92% | 1.10% | 1.41% | 1.11% | 1.22% | 1.24% | 1.36% |
CGUS Capital Group Core Equity ETF | 1.01% | 1.02% | 1.22% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JUEMX vs. CGUS - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -34.95%, which is greater than CGUS's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for JUEMX and CGUS. For additional features, visit the drawdowns tool.
Volatility
JUEMX vs. CGUS - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 3.97% compared to Capital Group Core Equity ETF (CGUS) at 3.02%. This indicates that JUEMX's price experiences larger fluctuations and is considered to be riskier than CGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
User Portfolios with JUEMX or CGUS
Recent discussions
Start and end date for portfolio performance & analysis
Hi All
This is an amazing tool! The only feature that I can't see is the option to add a start and end date (month or year) for portfolio calculations (for example: from December 2024 to January 2025). Is that something I'm missing?
Thanks,
John
John Harrison
Rebalance
Log
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas