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JUEMX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUEMX vs. FSKAX - Performance Comparison

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

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JUEMX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, JUEMX achieves a -7.67% return, which is significantly lower than FSKAX's -3.98% return. Over the past 10 years, JUEMX has outperformed FSKAX with an annualized return of 14.75%, while FSKAX has yielded a comparatively lower 13.56% annualized return.


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%

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUEMX vs. FSKAX - Expense Ratio Comparison

JUEMX has a 0.44% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

JUEMX vs. FSKAX — Risk / Return Rank

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

JUEMX
JUEMX Risk / Return Rank: 3131
Overall Rank
JUEMX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 2929
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 3636
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
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.

JUEMX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity Total Market Index Fund (FSKAX). 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.


JUEMXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.98

-0.31

Sortino ratio

Return per unit of downside risk

1.07

1.49

-0.42

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.08

1.50

-0.42

Martin ratio

Return relative to average drawdown

3.99

7.20

-3.22

JUEMX vs. FSKAX - Sharpe Ratio Comparison

The current JUEMX Sharpe Ratio is 0.66, which is lower than the FSKAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JUEMX and FSKAX, 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


JUEMXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.98

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.61

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.74

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.79

0.00

Correlation

The correlation between JUEMX and FSKAX is 0.98, 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. FSKAX - Dividend Comparison

JUEMX's dividend yield for the trailing twelve months is around 6.44%, more than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
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%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

JUEMX vs. FSKAX - Drawdown Comparison

The maximum JUEMX drawdown since its inception was -33.37%, roughly equal to the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for JUEMX and FSKAX.


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Drawdown Indicators


JUEMXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-35.01%

+1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.42%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.39%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-35.01%

+1.64%

Current Drawdown

Current decline from peak

-9.29%

-6.20%

-3.09%

Average Drawdown

Average peak-to-trough decline

-4.11%

-4.05%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.60%

+0.64%

Volatility

JUEMX vs. FSKAX - Volatility Comparison

JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 5.56% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUEMXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

5.52%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.85%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

18.69%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

17.42%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

18.44%

+0.12%