JUESX vs. QKACX
JUESX (JPMorgan US Equity Fund Class I) and QKACX (Federated Hermes MDT All Cap Core Fund Class R6) are both Large Cap Blend Equities funds. Over the past 10 years, JUESX returned 15.16%/yr vs 16.60%/yr for QKACX. Their correlation of 0.91 means they have usually moved in the same direction. JUESX charges 0.69%/yr vs 0.73%/yr for QKACX.
Performance
JUESX vs. QKACX - Performance Comparison
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Returns By Period
In the year-to-date period, JUESX achieves a 2.98% return, which is significantly lower than QKACX's 8.33% return. Over the past 10 years, JUESX has underperformed QKACX with an annualized return of 15.16%, while QKACX has yielded a comparatively higher 16.60% annualized return.
JUESX
- 1D
- 1.77%
- 1M
- -1.36%
- 6M
- 2.45%
- YTD
- 2.98%
- 1Y
- 10.50%
- 3Y*
- 17.56%
- 5Y*
- 11.70%
- 10Y*
- 15.16%
- ALL TIME*
- 7.49%
QKACX
- 1D
- 1.49%
- 1M
- 0.83%
- 6M
- 8.35%
- YTD
- 8.33%
- 1Y
- 16.33%
- 3Y*
- 22.32%
- 5Y*
- 14.89%
- 10Y*
- 16.60%
- ALL TIME*
- 10.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JUESX vs. QKACX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | 2.98% | 14.39% | 31.07% | 27.06% | -18.95% | 28.33% | 26.17% | 32.02% | -6.01% | 21.40% |
QKACX Federated Hermes MDT All Cap Core Fund Class R6 | 8.33% | 21.16% | 31.05% | 23.55% | -14.17% | 31.45% | 22.00% | 26.88% | -2.65% | 21.15% |
Correlation
The correlation between JUESX and QKACX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2007 | 0.91 |
Over the past year, the correlation between JUESX and QKACX has dropped to 0.46 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
JUESX vs. QKACX — Risk / Return Rank
JUESX
QKACX
JUESX vs. QKACX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and Federated Hermes MDT All Cap Core Fund Class R6 (QKACX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JUESX | QKACX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.86 | -1.14 |
| Martin ratioReturn relative to average drawdown | 2.75 | 8.02 | -5.28 |
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Drawdowns
JUESX vs. QKACX - Drawdown Comparison
The maximum JUESX drawdown since its inception was -58.74%, roughly equal to the maximum QKACX drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for JUESX and QKACX.
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Drawdown Indicators
| JUESX | QKACX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -60.51% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -8.66% | -3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -19.42% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -23.05% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -36.47% | +3.06% |
Current DrawdownCurrent decline from peak | -3.18% | -0.21% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -11.12% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.00% | +1.13% |
Volatility
JUESX vs. QKACX - Volatility Comparison
JPMorgan US Equity Fund Class I (JUESX) has a higher volatility of 3.69% compared to Federated Hermes MDT All Cap Core Fund Class R6 (QKACX) at 3.11%. This indicates that JUESX's price experiences larger fluctuations and is considered to be riskier than QKACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUESX | QKACX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.11% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 10.05% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 12.78% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 17.43% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 18.64% | -0.08% |
JUESX vs. QKACX - Expense Ratio Comparison
JUESX has a 0.69% expense ratio, which is lower than QKACX's 0.73% expense ratio.
Dividends
JUESX vs. QKACX - Dividend Comparison
JUESX's dividend yield for the trailing twelve months is around 5.54%, more than QKACX's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | 5.54% | 5.73% | 11.92% | 1.94% | 4.97% | 10.64% | 6.38% | 9.92% | 14.45% | 8.60% | 4.64% | 5.94% |
QKACX Federated Hermes MDT All Cap Core Fund Class R6 | 4.36% | 4.72% | 8.90% | 1.45% | 11.20% | 17.85% | 3.09% | 3.41% | 8.83% | 0.74% | 0.00% | 0.52% |
Frequently Asked Questions
JUESX and QKACX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JUESX has higher volatility (3.69%) compared to QKACX (3.11%). In terms of maximum drawdown, JUESX dropped -58.74% vs QKACX's -60.51%.
QKACX currently has the higher Sharpe Ratio (1.26 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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