OAKMX vs. JHQAX
Compare and contrast key facts about Oakmark Fund Investor Class (OAKMX) and JPMorgan Hedged Equity Fund (JHQAX).
OAKMX is managed by Oakmark. It was launched on Aug 5, 1991. JHQAX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
OAKMX vs. JHQAX - Performance Comparison
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OAKMX vs. JHQAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKMX Oakmark Fund Investor Class | -2.47% | 14.13% | 16.02% | 30.92% | -13.38% | 34.85% | 12.90% | 27.14% | -12.76% | 21.12% |
JHQAX JPMorgan Hedged Equity Fund | -4.99% | 7.22% | 17.93% | 15.78% | -8.27% | 13.13% | 13.77% | 13.38% | -0.93% | 12.45% |
Returns By Period
In the year-to-date period, OAKMX achieves a -2.47% return, which is significantly higher than JHQAX's -4.99% return. Over the past 10 years, OAKMX has outperformed JHQAX with an annualized return of 13.51%, while JHQAX has yielded a comparatively lower 8.48% annualized return.
OAKMX
- 1D
- 1.76%
- 1M
- -3.56%
- YTD
- -2.47%
- 6M
- 2.30%
- 1Y
- 10.13%
- 3Y*
- 16.07%
- 5Y*
- 10.98%
- 10Y*
- 13.51%
JHQAX
- 1D
- 0.75%
- 1M
- -5.50%
- YTD
- -4.99%
- 6M
- -2.86%
- 1Y
- 6.90%
- 3Y*
- 9.23%
- 5Y*
- 6.56%
- 10Y*
- 8.48%
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OAKMX vs. JHQAX - Expense Ratio Comparison
OAKMX has a 0.91% expense ratio, which is higher than JHQAX's 0.83% expense ratio.
Return for Risk
OAKMX vs. JHQAX — Risk / Return Rank
OAKMX
JHQAX
OAKMX vs. JHQAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and JPMorgan Hedged Equity Fund (JHQAX). 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.
| OAKMX | JHQAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.70 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.07 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.03 | -0.21 |
Martin ratioReturn relative to average drawdown | 3.26 | 4.24 | -0.98 |
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
| OAKMX | JHQAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.70 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.74 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.90 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.81 | -0.11 |
Correlation
The correlation between OAKMX and JHQAX is 0.80, 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
OAKMX vs. JHQAX - Dividend Comparison
OAKMX's dividend yield for the trailing twelve months is around 0.94%, more than JHQAX's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKMX Oakmark Fund Investor Class | 0.94% | 0.92% | 1.12% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% |
JHQAX JPMorgan Hedged Equity Fund | 0.39% | 0.41% | 0.51% | 0.74% | 0.74% | 0.50% | 0.89% | 1.18% | 0.92% | 0.76% | 1.11% | 0.97% |
Drawdowns
OAKMX vs. JHQAX - Drawdown Comparison
The maximum OAKMX drawdown since its inception was -56.19%, which is greater than JHQAX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for OAKMX and JHQAX.
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Drawdown Indicators
| OAKMX | JHQAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.19% | -18.82% | -37.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -6.94% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -14.48% | -9.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -18.82% | -22.61% |
Current DrawdownCurrent decline from peak | -4.97% | -6.21% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -2.20% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.68% | +1.71% |
Volatility
OAKMX vs. JHQAX - Volatility Comparison
Oakmark Fund Investor Class (OAKMX) has a higher volatility of 4.20% compared to JPMorgan Hedged Equity Fund (JHQAX) at 2.83%. This indicates that OAKMX's price experiences larger fluctuations and is considered to be riskier than JHQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKMX | JHQAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 2.83% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 5.54% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 10.24% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 8.89% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 9.40% | +11.03% |