JUEMX vs. FDESX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity Advisor Diversified Stock Fund Class O (FDESX).
JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993. FDESX is managed by Fidelity. It was launched on Jul 10, 1970.
Performance
JUEMX vs. FDESX - Performance Comparison
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JUEMX vs. FDESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | -7.67% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
FDESX Fidelity Advisor Diversified Stock Fund Class O | -2.35% | 14.07% | 28.08% | 28.34% | -19.86% | 28.26% | 27.46% | 28.23% | -5.62% | 17.76% |
Returns By Period
In the year-to-date period, JUEMX achieves a -7.67% return, which is significantly lower than FDESX's -2.35% return. Both investments have delivered pretty close results over the past 10 years, with JUEMX having a 14.75% annualized return and FDESX not far ahead at 14.83%.
JUEMX
- 1D
- 2.97%
- 1M
- -5.97%
- YTD
- -7.67%
- 6M
- -7.24%
- 1Y
- 11.53%
- 3Y*
- 18.08%
- 5Y*
- 11.62%
- 10Y*
- 14.75%
FDESX
- 1D
- 3.51%
- 1M
- -5.39%
- YTD
- -2.35%
- 6M
- 0.11%
- 1Y
- 19.24%
- 3Y*
- 19.69%
- 5Y*
- 11.52%
- 10Y*
- 14.83%
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JUEMX vs. FDESX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is lower than FDESX's 0.45% expense ratio.
Return for Risk
JUEMX vs. FDESX — Risk / Return Rank
JUEMX
FDESX
JUEMX vs. FDESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity Advisor Diversified Stock Fund Class O (FDESX). 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.
| JUEMX | FDESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.03 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.53 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.62 | -0.53 |
Martin ratioReturn relative to average drawdown | 3.99 | 7.12 | -3.13 |
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
| JUEMX | FDESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.03 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.76 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.47 | +0.33 |
Correlation
The correlation between JUEMX and FDESX 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.
Dividends
JUEMX vs. FDESX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 6.44%, less than FDESX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 6.44% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
FDESX Fidelity Advisor Diversified Stock Fund Class O | 6.74% | 6.58% | 13.97% | 3.55% | 9.06% | 16.87% | 5.28% | 3.23% | 13.54% | 7.61% | 1.67% | 8.53% |
Drawdowns
JUEMX vs. FDESX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -33.37%, smaller than the maximum FDESX drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for JUEMX and FDESX.
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Drawdown Indicators
| JUEMX | FDESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -65.36% | +31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -12.56% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -27.06% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -30.39% | -2.98% |
Current DrawdownCurrent decline from peak | -9.29% | -6.82% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -14.09% | +9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.86% | +0.38% |
Volatility
JUEMX vs. FDESX - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund R6 (JUEMX) is 5.56%, while Fidelity Advisor Diversified Stock Fund Class O (FDESX) has a volatility of 6.65%. This indicates that JUEMX experiences smaller price fluctuations and is considered to be less risky than FDESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUEMX | FDESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 6.65% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 11.65% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 19.43% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 19.69% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 19.53% | -0.97% |