PGSGX vs. JHEQX
Compare and contrast key facts about JPMorgan Small Cap Growth Fund (PGSGX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
PGSGX is managed by JPMorgan. It was launched on Jul 1, 1991. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
PGSGX vs. JHEQX - Performance Comparison
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PGSGX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | -0.11% | 6.21% | 12.45% | 13.85% | -32.43% | -6.17% | 59.18% | 37.15% | -4.65% | 41.26% |
JHEQX JPMorgan Hedged Equity Fund Class I | -4.77% | 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, PGSGX achieves a -0.11% return, which is significantly higher than JHEQX's -4.77% return. Over the past 10 years, PGSGX has outperformed JHEQX with an annualized return of 11.56%, while JHEQX has yielded a comparatively lower 8.74% annualized return.
PGSGX
- 1D
- 0.80%
- 1M
- -2.50%
- YTD
- -0.11%
- 6M
- 0.38%
- 1Y
- 17.49%
- 3Y*
- 9.13%
- 5Y*
- -3.03%
- 10Y*
- 11.56%
JHEQX
- 1D
- 0.18%
- 1M
- -4.66%
- YTD
- -4.77%
- 6M
- -2.55%
- 1Y
- 6.96%
- 3Y*
- 9.56%
- 5Y*
- 6.86%
- 10Y*
- 8.74%
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PGSGX vs. JHEQX - Expense Ratio Comparison
PGSGX has a 1.24% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
PGSGX vs. JHEQX — Risk / Return Rank
PGSGX
JHEQX
PGSGX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) 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.
| PGSGX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.72 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.10 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.09 | +0.26 |
Martin ratioReturn relative to average drawdown | 4.63 | 4.40 | +0.24 |
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
| PGSGX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.72 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.78 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.93 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.84 | -0.42 |
Correlation
The correlation between PGSGX and JHEQX is 0.77, 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
PGSGX vs. JHEQX - Dividend Comparison
PGSGX's dividend yield for the trailing twelve months is around 7.40%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | 7.40% | 7.40% | 0.59% | 0.00% | 0.48% | 15.83% | 7.15% | 6.21% | 14.97% | 8.27% | 3.72% | 8.72% |
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
PGSGX vs. JHEQX - Drawdown Comparison
The maximum PGSGX drawdown since its inception was -60.90%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for PGSGX and JHEQX.
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Drawdown Indicators
| PGSGX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -18.85% | -42.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -6.88% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -45.33% | -14.34% | -30.99% |
Max Drawdown (10Y)Largest decline over 10 years | -47.84% | -18.85% | -28.99% |
Current DrawdownCurrent decline from peak | -22.16% | -6.02% | -16.14% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -2.16% | -12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 1.71% | +2.70% |
Volatility
PGSGX vs. JHEQX - Volatility Comparison
JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 9.81% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that PGSGX'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
| PGSGX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | 2.81% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 5.57% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 10.23% | +15.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.52% | 8.89% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 9.40% | +15.92% |