SEEGX vs. JHEQX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund (SEEGX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
SEEGX is managed by JPMorgan. It was launched on Feb 28, 1992. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
SEEGX vs. JHEQX - Performance Comparison
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SEEGX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SEEGX
JHEQX
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.
| SEEGX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.72 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.10 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.07 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.40 | 4.43 | -2.03 |
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
| SEEGX | JHEQX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SEEGX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -13.93% | -6.19% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -2.16% | -14.81% |
Ulcer IndexDepth 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
| SEEGX | JHEQX | Difference | |
|---|---|---|---|
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% |