JUEMX vs. MUHLX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Muhlenkamp Fund (MUHLX).
JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
JUEMX vs. MUHLX - Performance Comparison
Loading graphics...
JUEMX vs. MUHLX - 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% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, JUEMX achieves a -7.67% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, JUEMX has outperformed MUHLX with an annualized return of 14.75%, while MUHLX has yielded a comparatively lower 10.68% 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%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JUEMX vs. MUHLX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
JUEMX vs. MUHLX — Risk / Return Rank
JUEMX
MUHLX
JUEMX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Muhlenkamp Fund (MUHLX). 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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.42 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.97 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.28 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.37 | -1.28 |
Martin ratioReturn relative to average drawdown | 3.99 | 8.57 | -4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JUEMX | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.42 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.82 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.63 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.51 | +0.28 |
Correlation
The correlation between JUEMX and MUHLX is 0.84, 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. MUHLX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 6.44%, more than MUHLX's 3.06% 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% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
JUEMX vs. MUHLX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -33.37%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for JUEMX and MUHLX.
Loading graphics...
Drawdown Indicators
| JUEMX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -62.05% | +28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -10.23% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -18.63% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -40.85% | +7.48% |
Current DrawdownCurrent decline from peak | -9.29% | -5.65% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -10.81% | +6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.83% | +0.41% |
Volatility
JUEMX vs. MUHLX - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund R6 (JUEMX) is 5.56%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that JUEMX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JUEMX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 6.01% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 12.06% | -2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 16.85% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 14.77% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 17.04% | +1.52% |