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JUEMX vs. CGUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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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Performance

JUEMX vs. CGUS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.70%
6.01%
JUEMX
CGUS

Key characteristics

Sharpe Ratio

JUEMX:

0.96

CGUS:

1.70

Sortino Ratio

JUEMX:

1.30

CGUS:

2.28

Omega Ratio

JUEMX:

1.19

CGUS:

1.31

Calmar Ratio

JUEMX:

1.39

CGUS:

3.16

Martin Ratio

JUEMX:

3.74

CGUS:

12.34

Ulcer Index

JUEMX:

3.82%

CGUS:

1.72%

Daily Std Dev

JUEMX:

14.91%

CGUS:

12.48%

Max Drawdown

JUEMX:

-34.95%

CGUS:

-21.86%

Current Drawdown

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

YTD

1.44%

1M

-2.65%

6M

-0.22%

1Y

11.22%

5Y*

10.11%

10Y*

6.49%

CGUS

YTD

1.54%

1M

-2.12%

6M

6.48%

1Y

18.40%

5Y*

N/A

10Y*

N/A

*Annualized

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JPMorgan U.S. Equity Fund R6

Capital Group Core Equity ETF

JUEMX vs. CGUS - Expense Ratio Comparison

JUEMX has a 0.44% expense ratio, which is higher than CGUS's 0.33% expense ratio.


Expense ratio chart for JUEMX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%
Expense ratio chart for CGUS: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

JUEMX vs. CGUS — Risk-Adjusted Performance Rank

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

JUEMX
The Risk-Adjusted Performance Rank of JUEMX is 5757
Overall Rank
The Sharpe Ratio Rank of JUEMX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JUEMX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JUEMX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JUEMX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JUEMX is 5555
Martin Ratio Rank

CGUS
The Risk-Adjusted Performance Rank of CGUS is 7878
Overall Rank
The Sharpe Ratio Rank of CGUS is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CGUS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CGUS is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CGUS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CGUS is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for JUEMX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.000.881.62
The chart of Sortino ratio for JUEMX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.202.18
The chart of Omega ratio for JUEMX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.30
The chart of Calmar ratio for JUEMX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.001.273.01
The chart of Martin ratio for JUEMX, currently valued at 3.39, compared to the broader market0.0020.0040.0060.0080.003.3911.66
JUEMX
CGUS

The current JUEMX Sharpe Ratio is 0.96, which is lower than the CGUS Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of JUEMX and CGUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.88
1.62
JUEMX
CGUS

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.


TTM20242023202220212020201920182017201620152014
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.87%
-3.60%
JUEMX
CGUS

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.97%
3.02%
JUEMX
CGUS

User Portfolios with JUEMX or CGUS


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