OIEIX vs. JHEQX
Compare and contrast key facts about JPMorgan Equity Income Fund Class A (OIEIX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
OIEIX is managed by JPMorgan. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
OIEIX vs. JHEQX - Performance Comparison
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OIEIX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIEIX JPMorgan Equity Income Fund Class A | 1.51% | 14.42% | 19.54% | 4.49% | -2.11% | 24.80% | 3.30% | 26.07% | -4.76% | 17.21% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.94% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, OIEIX achieves a 1.51% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, OIEIX has outperformed JHEQX with an annualized return of 11.11%, while JHEQX has yielded a comparatively lower 8.72% annualized return.
OIEIX
- 1D
- 1.92%
- 1M
- -4.66%
- YTD
- 1.51%
- 6M
- 4.12%
- 1Y
- 13.23%
- 3Y*
- 14.12%
- 5Y*
- 9.97%
- 10Y*
- 11.11%
JHEQX
- 1D
- 0.75%
- 1M
- -5.47%
- YTD
- -4.94%
- 6M
- -2.73%
- 1Y
- 7.14%
- 3Y*
- 9.50%
- 5Y*
- 6.83%
- 10Y*
- 8.72%
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OIEIX vs. JHEQX - Expense Ratio Comparison
OIEIX has a 0.95% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
OIEIX vs. JHEQX — Risk / Return Rank
OIEIX
JHEQX
OIEIX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund Class A (OIEIX) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| OIEIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.72 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.10 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.07 | +0.20 |
Martin ratioReturn relative to average drawdown | 5.43 | 4.43 | +1.00 |
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
| OIEIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.72 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.93 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.84 | -0.30 |
Correlation
The correlation between OIEIX and JHEQX is 0.79, 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
OIEIX vs. JHEQX - Dividend Comparison
OIEIX's dividend yield for the trailing twelve months is around 10.70%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEIX JPMorgan Equity Income Fund Class A | 10.70% | 10.83% | 14.48% | 2.59% | 3.50% | 3.17% | 1.62% | 2.60% | 4.95% | 2.29% | 2.30% | 2.52% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
Drawdowns
OIEIX vs. JHEQX - Drawdown Comparison
The maximum OIEIX drawdown since its inception was -50.63%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for OIEIX and JHEQX.
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Drawdown Indicators
| OIEIX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -18.85% | -31.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -6.92% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -14.34% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | -18.85% | -18.07% |
Current DrawdownCurrent decline from peak | -5.36% | -6.19% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -2.16% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.67% | +0.99% |
Volatility
OIEIX vs. JHEQX - Volatility Comparison
JPMorgan Equity Income Fund Class A (OIEIX) has a higher volatility of 4.07% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that OIEIX's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIEIX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 2.81% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 5.56% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 10.23% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 8.89% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 9.41% | +7.40% |