VSCOX vs. JHEQX
Compare and contrast key facts about JPMorgan Small Cap Blend Fund (VSCOX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
VSCOX is managed by JPMorgan. It was launched on May 19, 1997. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
VSCOX vs. JHEQX - Performance Comparison
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VSCOX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCOX JPMorgan Small Cap Blend Fund | 0.31% | 2.93% | 10.28% | 15.15% | -19.02% | 14.03% | 24.71% | 30.18% | -3.27% | 41.64% |
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, VSCOX achieves a 0.31% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, VSCOX has outperformed JHEQX with an annualized return of 12.25%, while JHEQX has yielded a comparatively lower 8.72% annualized return.
VSCOX
- 1D
- 3.25%
- 1M
- -5.03%
- YTD
- 0.31%
- 6M
- 1.13%
- 1Y
- 12.73%
- 3Y*
- 8.26%
- 5Y*
- 1.62%
- 10Y*
- 12.25%
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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VSCOX vs. JHEQX - Expense Ratio Comparison
VSCOX has a 1.24% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
VSCOX vs. JHEQX — Risk / Return Rank
VSCOX
JHEQX
VSCOX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Blend Fund (VSCOX) 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.
| VSCOX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.72 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.10 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.07 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.41 | 4.43 | -1.02 |
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
| VSCOX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.72 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.77 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.93 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.84 | -0.45 |
Correlation
The correlation between VSCOX 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
VSCOX vs. JHEQX - Dividend Comparison
VSCOX's dividend yield for the trailing twelve months is around 5.65%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCOX JPMorgan Small Cap Blend Fund | 5.65% | 5.67% | 0.93% | 0.27% | 2.31% | 7.53% | 1.91% | 3.20% | 38.00% | 11.76% | 17.41% | 16.15% |
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
VSCOX vs. JHEQX - Drawdown Comparison
The maximum VSCOX drawdown since its inception was -59.58%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for VSCOX and JHEQX.
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Drawdown Indicators
| VSCOX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.58% | -18.85% | -40.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -6.92% | -6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -14.34% | -15.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.28% | -18.85% | -19.43% |
Current DrawdownCurrent decline from peak | -7.42% | -6.19% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -2.16% | -12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 1.67% | +1.95% |
Volatility
VSCOX vs. JHEQX - Volatility Comparison
JPMorgan Small Cap Blend Fund (VSCOX) has a higher volatility of 6.84% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that VSCOX'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
| VSCOX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 2.81% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 5.56% | +6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.73% | 10.23% | +11.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 8.89% | +11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.32% | 9.41% | +12.91% |