JUEMX vs. OIEJX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Equity Income Fund R6 (OIEJX).
JUEMX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JUEMX or OIEJX.
Key characteristics
| JUEMX | OIEJX | |
|---|---|---|
| YTD Return | 28.96% | 19.85% |
| 1Y Return | 38.21% | 29.38% |
| 3Y Return (Ann) | 5.50% | 6.29% |
| 5Y Return (Ann) | 11.50% | 9.78% |
| 10Y Return (Ann) | 6.98% | 8.97% |
| Sharpe Ratio | 3.15 | 2.98 |
| Sortino Ratio | 4.25 | 4.20 |
| Omega Ratio | 1.60 | 1.55 |
| Calmar Ratio | 2.52 | 3.61 |
| Martin Ratio | 22.14 | 19.49 |
| Ulcer Index | 1.82% | 1.58% |
| Daily Std Dev | 12.77% | 10.29% |
| Max Drawdown | -34.95% | -36.88% |
| Current Drawdown | -0.07% | 0.00% |
Correlation
The correlation between JUEMX and OIEJX is 0.89, 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.
Performance
JUEMX vs. OIEJX - Performance Comparison
In the year-to-date period, JUEMX achieves a 28.96% return, which is significantly higher than OIEJX's 19.85% return. Over the past 10 years, JUEMX has underperformed OIEJX with an annualized return of 6.98%, while OIEJX has yielded a comparatively higher 8.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JUEMX vs. OIEJX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is lower than OIEJX's 0.45% expense ratio.
Risk-Adjusted Performance
JUEMX vs. OIEJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Equity Income Fund R6 (OIEJX). 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. OIEJX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 0.74%, less than OIEJX's 1.96% 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% |
OIEJX JPMorgan Equity Income Fund R6 | 1.96% | 2.30% | 2.21% | 1.75% | 2.05% | 2.01% | 2.46% | 1.83% | 2.11% | 2.26% | 2.16% | 2.06% |
Drawdowns
JUEMX vs. OIEJX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -34.95%, smaller than the maximum OIEJX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for JUEMX and OIEJX. For additional features, visit the drawdowns tool.
Volatility
JUEMX vs. OIEJX - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 4.52% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.91%. This indicates that JUEMX's price experiences larger fluctuations and is considered to be riskier than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.