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JUESX vs. SVPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUESX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Equity Fund Class I (JUESX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

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JUESX vs. SVPFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JUESX
JPMorgan US Equity Fund Class I
-7.67%14.39%31.07%27.06%-18.95%18.20%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
0.97%4.19%3.82%5.30%-4.37%0.78%

Returns By Period

In the year-to-date period, JUESX achieves a -7.67% return, which is significantly lower than SVPFX's 0.97% return.


JUESX

1D
2.99%
1M
-5.96%
YTD
-7.67%
6M
-7.31%
1Y
11.28%
3Y*
17.80%
5Y*
11.35%
10Y*
14.45%

SVPFX

1D
0.10%
1M
-0.15%
YTD
0.97%
6M
2.58%
1Y
3.37%
3Y*
4.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUESX vs. SVPFX - Expense Ratio Comparison

JUESX has a 0.69% expense ratio, which is higher than SVPFX's 0.38% expense ratio.


Return for Risk

JUESX vs. SVPFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JUESX
JUESX Risk / Return Rank: 2424
Overall Rank
JUESX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JUESX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JUESX Omega Ratio Rank: 2222
Omega Ratio Rank
JUESX Calmar Ratio Rank: 2828
Calmar Ratio Rank
JUESX Martin Ratio Rank: 2828
Martin Ratio Rank

SVPFX
SVPFX Risk / Return Rank: 2020
Overall Rank
SVPFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SVPFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SVPFX Omega Ratio Rank: 3939
Omega Ratio Rank
SVPFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVPFX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JUESX vs. SVPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.


JUESXSVPFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.48

+0.17

Sortino ratio

Return per unit of downside risk

1.06

0.66

+0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.06

0.61

+0.44

Martin ratio

Return relative to average drawdown

3.88

3.32

+0.56

JUESX vs. SVPFX - Sharpe Ratio Comparison

The current JUESX Sharpe Ratio is 0.65, which is higher than the SVPFX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of JUESX and SVPFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JUESXSVPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.48

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.38

+0.01

Correlation

The correlation between JUESX and SVPFX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JUESX vs. SVPFX - Dividend Comparison

JUESX's dividend yield for the trailing twelve months is around 6.21%, more than SVPFX's 2.48% yield.


TTM20252024202320222021202020192018201720162015
JUESX
JPMorgan US Equity Fund Class I
6.21%5.73%11.92%1.94%4.97%10.64%6.38%9.92%14.45%8.60%4.64%5.94%
SVPFX
Goldman Sachs Strategic Volatility Premium Fund
2.48%1.83%4.37%4.29%0.76%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JUESX vs. SVPFX - Drawdown Comparison

The maximum JUESX drawdown since its inception was -58.74%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for JUESX and SVPFX.


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Drawdown Indicators


JUESXSVPFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-6.37%

-52.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-5.22%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

Current Drawdown

Current decline from peak

-9.36%

-0.35%

-9.01%

Average Drawdown

Average peak-to-trough decline

-12.12%

-1.99%

-10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

0.98%

+2.29%

Volatility

JUESX vs. SVPFX - Volatility Comparison

JPMorgan US Equity Fund Class I (JUESX) has a higher volatility of 5.55% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.85%. This indicates that JUESX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUESXSVPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

0.85%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

1.37%

+8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

8.01%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

5.59%

+11.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

5.59%

+12.97%