JUEMX vs. FXAIX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity 500 Index Fund (FXAIX).
JUEMX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JUEMX or FXAIX.
Performance
JUEMX vs. FXAIX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with JUEMX having a 27.55% return and FXAIX slightly lower at 26.26%. Over the past 10 years, JUEMX has underperformed FXAIX with an annualized return of 6.70%, while FXAIX has yielded a comparatively higher 13.07% annualized return.
JUEMX
27.55%
1.46%
13.87%
32.85%
11.05%
6.70%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| JUEMX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.61 | 2.69 |
| Sortino Ratio | 3.55 | 3.59 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 2.45 | 3.90 |
| Martin Ratio | 18.05 | 17.53 |
| Ulcer Index | 1.85% | 1.88% |
| Daily Std Dev | 12.74% | 12.24% |
| Max Drawdown | -34.95% | -33.79% |
| Current Drawdown | -1.17% | -0.81% |
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JUEMX vs. FXAIX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between JUEMX and FXAIX 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.
Risk-Adjusted Performance
JUEMX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 0.74%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 0.74% | 1.06% | 1.28% | 0.79% | 0.92% | 1.10% | 1.41% | 1.11% | 1.22% | 1.24% | 1.36% | 1.09% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
JUEMX vs. FXAIX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -34.95%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for JUEMX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
JUEMX vs. FXAIX - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 4.56% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that JUEMX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.