SRJSX vs. JUEMX
SRJSX (JPMorgan SmartRetirement 2035 Fund) and JUEMX (JPMorgan U.S. Equity Fund R6) are both mutual funds - SRJSX is a Target Retirement Date fund managed by JPMorgan, while JUEMX is a Large Cap Blend Equities fund managed by JPMorgan. Over the past 10 years, SRJSX returned 9.43%/yr vs 16.20%/yr for JUEMX. Their correlation of 0.94 suggests significant overlap in exposure. SRJSX charges 0.25%/yr vs 0.44%/yr for JUEMX.
Performance
SRJSX vs. JUEMX - Performance Comparison
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Returns By Period
In the year-to-date period, SRJSX achieves a 7.57% return, which is significantly higher than JUEMX's 5.65% return. Over the past 10 years, SRJSX has underperformed JUEMX with an annualized return of 9.43%, while JUEMX has yielded a comparatively higher 16.20% annualized return.
SRJSX
- 1D
- 0.92%
- 1M
- 1.71%
- YTD
- 7.57%
- 6M
- 7.44%
- 1Y
- 18.55%
- 3Y*
- 13.82%
- 5Y*
- 7.26%
- 10Y*
- 9.43%
JUEMX
- 1D
- 1.13%
- 1M
- 1.42%
- YTD
- 5.65%
- 6M
- 5.11%
- 1Y
- 20.07%
- 3Y*
- 20.36%
- 5Y*
- 13.83%
- 10Y*
- 16.20%
SRJSX vs. JUEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRJSX JPMorgan SmartRetirement 2035 Fund | 7.57% | 15.45% | 9.17% | 20.02% | -17.43% | 13.93% | 14.20% | 22.39% | -8.85% | 20.25% |
JUEMX JPMorgan U.S. Equity Fund R6 | 5.65% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Correlation
The correlation between SRJSX and JUEMX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.94 |
The correlation between SRJSX and JUEMX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
SRJSX vs. JUEMX — Risk / Return Rank
SRJSX
JUEMX
SRJSX vs. JUEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2035 Fund (SRJSX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRJSX | JUEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.68 | +0.86 |
| Martin ratioReturn relative to average drawdown | 10.86 | 6.67 | +4.20 |
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Drawdowns
SRJSX vs. JUEMX - Drawdown Comparison
The maximum SRJSX drawdown since its inception was -51.17%, which is greater than JUEMX's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SRJSX and JUEMX.
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Drawdown Indicators
| SRJSX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.17% | -33.37% | -17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -11.90% | +4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -19.10% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.86% | -24.52% | +0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -29.08% | -33.37% | +4.29% |
Current DrawdownCurrent decline from peak | -0.04% | -0.73% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -4.07% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.99% | -1.31% |
Volatility
SRJSX vs. JUEMX - Volatility Comparison
The current volatility for JPMorgan SmartRetirement 2035 Fund (SRJSX) is 3.67%, while JPMorgan U.S. Equity Fund R6 (JUEMX) has a volatility of 5.24%. This indicates that SRJSX experiences smaller price fluctuations and is considered to be less risky than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRJSX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.24% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 10.48% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.46% | 12.97% | -3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.10% | 17.52% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.01% | 18.61% | -5.60% |
SRJSX vs. JUEMX - Expense Ratio Comparison
SRJSX has a 0.25% expense ratio, which is lower than JUEMX's 0.44% expense ratio.
Dividends
SRJSX vs. JUEMX - Dividend Comparison
SRJSX's dividend yield for the trailing twelve months is around 5.44%, less than JUEMX's 5.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 5.63% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
SRJSX JPMorgan SmartRetirement 2035 Fund | 5.44% | 5.85% | 4.81% | 2.10% | 8.75% | 16.99% | 4.63% | 10.04% | 5.64% | 3.93% | 2.84% | 3.15% |
Frequently Asked Questions
With a correlation of 0.92, SRJSX and JUEMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JUEMX has higher volatility (5.24%) compared to SRJSX (3.67%). In terms of maximum drawdown, SRJSX dropped -51.17% vs JUEMX's -33.37%.
SRJSX currently has the higher Sharpe Ratio (1.94 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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