VSEAX vs. JHEQX
Compare and contrast key facts about JPMorgan Small Cap Equity Fund (VSEAX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
VSEAX is managed by JPMorgan. It was launched on Dec 20, 1994. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
VSEAX vs. JHEQX - Performance Comparison
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VSEAX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | -2.19% | -2.63% | 11.46% | 11.71% | -16.27% | 15.47% | 18.14% | 28.15% | -9.20% | 15.29% |
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, VSEAX achieves a -2.19% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, VSEAX has underperformed JHEQX with an annualized return of 7.85%, while JHEQX has yielded a comparatively higher 8.72% annualized return.
VSEAX
- 1D
- 2.86%
- 1M
- -7.32%
- YTD
- -2.19%
- 6M
- -1.27%
- 1Y
- 2.11%
- 3Y*
- 4.99%
- 5Y*
- 1.04%
- 10Y*
- 7.85%
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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VSEAX vs. JHEQX - Expense Ratio Comparison
VSEAX has a 1.27% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
VSEAX vs. JHEQX — Risk / Return Rank
VSEAX
JHEQX
VSEAX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Equity Fund (VSEAX) 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.
| VSEAX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.72 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.10 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.17 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.07 | -0.87 |
Martin ratioReturn relative to average drawdown | 0.58 | 4.43 | -3.86 |
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
| VSEAX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.72 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.77 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.93 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.84 | -0.29 |
Correlation
The correlation between VSEAX 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
VSEAX vs. JHEQX - Dividend Comparison
VSEAX's dividend yield for the trailing twelve months is around 26.02%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | 26.02% | 25.45% | 14.31% | 4.81% | 15.49% | 22.80% | 2.89% | 4.96% | 8.25% | 5.99% | 2.98% | 8.31% |
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
VSEAX vs. JHEQX - Drawdown Comparison
The maximum VSEAX drawdown since its inception was -48.86%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for VSEAX and JHEQX.
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Drawdown Indicators
| VSEAX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -18.85% | -30.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -6.92% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | -14.34% | -12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -18.85% | -22.84% |
Current DrawdownCurrent decline from peak | -11.42% | -6.19% | -5.23% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -2.16% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 1.67% | +3.20% |
Volatility
VSEAX vs. JHEQX - Volatility Comparison
JPMorgan Small Cap Equity Fund (VSEAX) has a higher volatility of 6.63% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that VSEAX'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
| VSEAX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 2.81% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 5.56% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 10.23% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 8.89% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 9.41% | +11.23% |