JUESX vs. SVPFX
Compare and contrast key facts about JPMorgan US Equity Fund Class I (JUESX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
JUESX is managed by JPMorgan. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
JUESX vs. SVPFX - Performance Comparison
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JUESX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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*
- —
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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
JUESX
SVPFX
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.
| JUESX | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.48 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.66 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.61 | +0.44 |
Martin ratioReturn relative to average drawdown | 3.88 | 3.32 | +0.56 |
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 | SVPFX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| JUESX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.36% | -0.35% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -1.99% | -10.13% |
Ulcer IndexDepth 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
| JUESX | SVPFX | Difference | |
|---|---|---|---|
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% |