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SEEGX vs. JHEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEEGX vs. JHEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and JPMorgan Hedged Equity Fund Class I (JHEQX). The values are adjusted to include any dividend payments, if applicable.

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SEEGX vs. JHEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEEGX
JPMorgan Large Cap Growth Fund
-8.55%14.08%35.14%34.62%-25.40%18.17%56.02%39.13%0.50%38.03%
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, SEEGX achieves a -8.55% return, which is significantly lower than JHEQX's -4.94% return. Over the past 10 years, SEEGX has outperformed JHEQX with an annualized return of 17.94%, while JHEQX has yielded a comparatively lower 8.72% annualized return.


SEEGX

1D
3.47%
1M
-4.89%
YTD
-8.55%
6M
-10.48%
1Y
12.37%
3Y*
20.26%
5Y*
10.43%
10Y*
17.94%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEEGX vs. JHEQX - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is higher than JHEQX's 0.58% expense ratio.


Return for Risk

SEEGX vs. JHEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEEGX
SEEGX Risk / Return Rank: 2424
Overall Rank
SEEGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SEEGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SEEGX Omega Ratio Rank: 2424
Omega Ratio Rank
SEEGX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SEEGX Martin Ratio Rank: 2222
Martin Ratio Rank

JHEQX
JHEQX Risk / Return Rank: 3434
Overall Rank
JHEQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JHEQX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHEQX Omega Ratio Rank: 3333
Omega Ratio Rank
JHEQX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JHEQX Martin Ratio Rank: 4242
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.

SEEGX vs. JHEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) 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.


SEEGXJHEQXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.72

-0.10

Sortino ratio

Return per unit of downside risk

1.03

1.10

-0.07

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.79

1.07

-0.28

Martin ratio

Return relative to average drawdown

2.40

4.43

-2.03

SEEGX vs. JHEQX - Sharpe Ratio Comparison

The current SEEGX Sharpe Ratio is 0.62, which is comparable to the JHEQX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SEEGX and JHEQX, 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


SEEGXJHEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.72

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.77

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.93

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.84

-0.29

Correlation

The correlation between SEEGX and JHEQX is 0.86, 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

SEEGX vs. JHEQX - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 12.51%, more than JHEQX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
SEEGX
JPMorgan Large Cap Growth Fund
12.51%11.44%2.00%0.12%3.42%14.92%5.27%12.85%15.97%14.79%9.88%4.49%
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

SEEGX vs. JHEQX - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -62.09%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for SEEGX and JHEQX.


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Drawdown Indicators


SEEGXJHEQXDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-18.85%

-43.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.82%

-6.92%

-9.90%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-14.34%

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.85%

-18.85%

-13.00%

Current Drawdown

Current decline from peak

-13.93%

-6.19%

-7.74%

Average Drawdown

Average peak-to-trough decline

-16.97%

-2.16%

-14.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

1.67%

+3.88%

Volatility

SEEGX vs. JHEQX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 6.47% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that SEEGX'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


SEEGXJHEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

2.81%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

5.56%

+6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

10.23%

+10.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

8.89%

+11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

9.41%

+12.16%