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JUESX vs. VHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUESX vs. VHIAX - Performance Comparison

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

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JUESX vs. VHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUESX
JPMorgan US Equity Fund Class I
-7.67%14.39%31.07%27.06%-18.95%28.33%26.17%32.02%-6.01%21.40%
VHIAX
JPMorgan Growth Advantage Fund
-8.66%15.50%39.19%39.81%-30.24%21.60%53.26%35.92%-1.52%35.19%

Returns By Period

In the year-to-date period, JUESX achieves a -7.67% return, which is significantly higher than VHIAX's -8.66% return. Over the past 10 years, JUESX has underperformed VHIAX with an annualized return of 14.45%, while VHIAX has yielded a comparatively higher 17.57% annualized 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%

VHIAX

1D
3.87%
1M
-4.81%
YTD
-8.66%
6M
-9.05%
1Y
16.03%
3Y*
22.23%
5Y*
10.87%
10Y*
17.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUESX vs. VHIAX - Expense Ratio Comparison

JUESX has a 0.69% expense ratio, which is lower than VHIAX's 1.04% expense ratio.


Return for Risk

JUESX vs. VHIAX — 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

VHIAX
VHIAX Risk / Return Rank: 3434
Overall Rank
VHIAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VHIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VHIAX Omega Ratio Rank: 3535
Omega Ratio Rank
VHIAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VHIAX Martin Ratio Rank: 3030
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. VHIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and JPMorgan Growth Advantage Fund (VHIAX). 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.


JUESXVHIAXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.76

-0.11

Sortino ratio

Return per unit of downside risk

1.06

1.23

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.06

1.08

-0.02

Martin ratio

Return relative to average drawdown

3.88

3.45

+0.42

JUESX vs. VHIAX - Sharpe Ratio Comparison

The current JUESX Sharpe Ratio is 0.65, which is comparable to the VHIAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JUESX and VHIAX, 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


JUESXVHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.76

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.49

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.80

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.34

+0.05

Correlation

The correlation between JUESX and VHIAX is 0.89, 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. VHIAX - Dividend Comparison

JUESX's dividend yield for the trailing twelve months is around 6.21%, less than VHIAX's 13.90% 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%
VHIAX
JPMorgan Growth Advantage Fund
13.90%12.70%12.63%0.64%0.43%15.55%10.33%9.95%9.93%4.25%0.00%3.55%

Drawdowns

JUESX vs. VHIAX - Drawdown Comparison

The maximum JUESX drawdown since its inception was -58.74%, smaller than the maximum VHIAX drawdown of -85.49%. Use the drawdown chart below to compare losses from any high point for JUESX and VHIAX.


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Drawdown Indicators


JUESXVHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-85.49%

+26.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-15.76%

+3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-35.25%

+10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-35.25%

+1.84%

Current Drawdown

Current decline from peak

-9.36%

-12.50%

+3.14%

Average Drawdown

Average peak-to-trough decline

-12.12%

-40.36%

+28.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

4.93%

-1.66%

Volatility

JUESX vs. VHIAX - Volatility Comparison

The current volatility for JPMorgan US Equity Fund Class I (JUESX) is 5.55%, while JPMorgan Growth Advantage Fund (VHIAX) has a volatility of 6.88%. This indicates that JUESX experiences smaller price fluctuations and is considered to be less risky than VHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUESXVHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

6.88%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

12.63%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

22.62%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

22.45%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

22.16%

-3.60%