JUEMX vs. JHEQX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
JUEMX vs. JHEQX - Performance Comparison
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JUEMX vs. JHEQX - 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% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, JUEMX achieves a -7.67% return, which is significantly lower than JHEQX's -4.94% return. Over the past 10 years, JUEMX has outperformed JHEQX with an annualized return of 14.75%, while JHEQX has yielded a comparatively lower 8.72% 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%
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
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JUEMX vs. JHEQX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
JUEMX vs. JHEQX — Risk / Return Rank
JUEMX
JHEQX
JUEMX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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 | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.72 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.10 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.07 | +0.01 |
Martin ratioReturn relative to average drawdown | 3.99 | 4.43 | -0.45 |
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 | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.84 | -0.05 |
Correlation
The correlation between JUEMX and JHEQX is 0.93, 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. JHEQX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 6.44%, more than JHEQX's 0.64% 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% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
Drawdowns
JUEMX vs. JHEQX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -33.37%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for JUEMX and JHEQX.
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Drawdown Indicators
| JUEMX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -18.85% | -14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -6.92% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -14.34% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -18.85% | -14.52% |
Current DrawdownCurrent decline from peak | -9.29% | -6.19% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -2.16% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 1.67% | +1.57% |
Volatility
JUEMX vs. JHEQX - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 5.56% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that JUEMX's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUEMX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.81% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 5.56% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 10.23% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 8.89% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 9.41% | +9.15% |