JUEMX vs. SWPPX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Schwab S&P 500 Index Fund (SWPPX).
JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
JUEMX vs. SWPPX - Performance Comparison
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JUEMX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, JUEMX achieves a -7.67% return, which is significantly lower than SWPPX's -4.39% return. Both investments have delivered pretty close results over the past 10 years, with JUEMX having a 14.75% annualized return and SWPPX not far behind at 14.04%.
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%
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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JUEMX vs. SWPPX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
JUEMX vs. SWPPX — Risk / Return Rank
JUEMX
SWPPX
JUEMX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.97 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.49 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.52 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.99 | 7.29 | -3.30 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.97 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.77 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.48 | +0.31 |
Correlation
The correlation between JUEMX and SWPPX 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. SWPPX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 6.44%, more than SWPPX's 1.16% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
JUEMX vs. SWPPX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -33.37%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JUEMX and SWPPX.
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Drawdown Indicators
| JUEMX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -55.06% | +21.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -12.10% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.51% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -33.80% | +0.43% |
Current DrawdownCurrent decline from peak | -9.29% | -6.26% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -10.00% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.52% | +0.72% |
Volatility
JUEMX vs. SWPPX - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 5.56% and 5.36%, 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
| JUEMX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 5.36% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 9.55% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 18.32% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 16.94% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 18.21% | +0.35% |