JUESX vs. EOI
Compare and contrast key facts about JPMorgan US Equity Fund Class I (JUESX) and Eaton Vance Enhanced Equity Income Fund (EOI).
JUESX is managed by JPMorgan. EOI is managed by Eaton Vance. It was launched on Oct 29, 2004.
Performance
JUESX vs. EOI - Performance Comparison
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JUESX vs. EOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | -10.35% | 14.39% | 31.07% | 27.06% | -18.95% | 28.33% | 26.17% | 32.02% | -6.01% | 21.40% |
EOI Eaton Vance Enhanced Equity Income Fund | -6.83% | 7.21% | 35.73% | 20.67% | -19.78% | 32.93% | 9.59% | 31.97% | -4.26% | 26.31% |
Returns By Period
In the year-to-date period, JUESX achieves a -10.35% return, which is significantly lower than EOI's -6.83% return. Over the past 10 years, JUESX has outperformed EOI with an annualized return of 14.12%, while EOI has yielded a comparatively lower 12.16% annualized return.
JUESX
- 1D
- -0.25%
- 1M
- -8.59%
- YTD
- -10.35%
- 6M
- -9.90%
- 1Y
- 8.74%
- 3Y*
- 16.65%
- 5Y*
- 11.01%
- 10Y*
- 14.12%
EOI
- 1D
- 3.59%
- 1M
- -7.58%
- YTD
- -6.83%
- 6M
- -6.93%
- 1Y
- 8.39%
- 3Y*
- 16.26%
- 5Y*
- 10.36%
- 10Y*
- 12.16%
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JUESX vs. EOI - Expense Ratio Comparison
JUESX has a 0.69% expense ratio, which is higher than EOI's 0.01% expense ratio.
Return for Risk
JUESX vs. EOI — Risk / Return Rank
JUESX
EOI
JUESX vs. EOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and Eaton Vance Enhanced Equity Income Fund (EOI). 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.
| JUESX | EOI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.44 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.86 | 0.74 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.65 | -0.06 |
Martin ratioReturn relative to average drawdown | 2.21 | 2.24 | -0.03 |
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
| JUESX | EOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.44 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.56 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.61 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.41 | -0.02 |
Correlation
The correlation between JUESX and EOI is 0.71, 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
JUESX vs. EOI - Dividend Comparison
JUESX's dividend yield for the trailing twelve months is around 6.40%, less than EOI's 8.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | 6.40% | 5.73% | 11.92% | 1.94% | 4.97% | 10.64% | 6.38% | 9.92% | 14.45% | 8.60% | 4.64% | 5.94% |
EOI Eaton Vance Enhanced Equity Income Fund | 8.55% | 7.81% | 7.38% | 7.93% | 8.80% | 5.83% | 6.66% | 6.78% | 8.01% | 7.15% | 8.36% | 7.73% |
Drawdowns
JUESX vs. EOI - Drawdown Comparison
The maximum JUESX drawdown since its inception was -58.74%, which is greater than EOI's maximum drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for JUESX and EOI.
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Drawdown Indicators
| JUESX | EOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -53.72% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -13.24% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -26.82% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -40.01% | +6.60% |
Current DrawdownCurrent decline from peak | -11.99% | -9.24% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -7.42% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.85% | -0.64% |
Volatility
JUESX vs. EOI - Volatility Comparison
The current volatility for JPMorgan US Equity Fund Class I (JUESX) is 4.42%, while Eaton Vance Enhanced Equity Income Fund (EOI) has a volatility of 6.49%. This indicates that JUESX experiences smaller price fluctuations and is considered to be less risky than EOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUESX | EOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 6.49% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 10.14% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 19.15% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.59% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 19.87% | -1.33% |