UBVSX vs. JHEQX
Compare and contrast key facts about JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
UBVSX is an actively managed fund by JPMorgan. It was launched on Apr 30, 2013. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
UBVSX vs. JHEQX - Performance Comparison
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UBVSX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 2.90% | 1.70% | 13.03% | 14.59% | -1.26% | 34.05% | 3.35% | 23.11% | -15.37% | 13.26% |
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, UBVSX achieves a 2.90% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, UBVSX has outperformed JHEQX with an annualized return of 9.72%, while JHEQX has yielded a comparatively lower 8.72% annualized return.
UBVSX
- 1D
- 1.68%
- 1M
- -5.74%
- YTD
- 2.90%
- 6M
- 2.16%
- 1Y
- 8.84%
- 3Y*
- 10.49%
- 5Y*
- 7.59%
- 10Y*
- 9.72%
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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UBVSX vs. JHEQX - Expense Ratio Comparison
UBVSX has a 0.99% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
UBVSX vs. JHEQX — Risk / Return Rank
UBVSX
JHEQX
UBVSX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) 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.
| UBVSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.72 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.10 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.07 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.03 | 4.43 | -2.41 |
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
| UBVSX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.72 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.77 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.93 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.84 | -0.45 |
Correlation
The correlation between UBVSX and JHEQX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UBVSX vs. JHEQX - Dividend Comparison
UBVSX's dividend yield for the trailing twelve months is around 9.09%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 9.09% | 9.35% | 7.36% | 8.30% | 8.89% | 3.34% | 0.90% | 4.85% | 11.46% | 4.53% | 3.11% | 3.69% |
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
UBVSX vs. JHEQX - Drawdown Comparison
The maximum UBVSX drawdown since its inception was -52.19%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for UBVSX and JHEQX.
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Drawdown Indicators
| UBVSX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.19% | -18.85% | -33.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -6.92% | -7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.48% | -14.34% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -52.19% | -18.85% | -33.34% |
Current DrawdownCurrent decline from peak | -6.27% | -6.19% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -2.16% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 1.67% | +2.81% |
Volatility
UBVSX vs. JHEQX - Volatility Comparison
JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) has a higher volatility of 4.82% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that UBVSX'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
| UBVSX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.81% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 5.56% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 10.23% | +11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 8.89% | +11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 9.41% | +15.19% |