VSIEX vs. JHEQX
Compare and contrast key facts about JPMorgan International Equity Fund (VSIEX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
VSIEX is managed by JPMorgan. It was launched on Dec 31, 1996. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
VSIEX vs. JHEQX - Performance Comparison
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VSIEX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 1.18% | 25.90% | 1.41% | 17.89% | -19.62% | 11.70% | 13.17% | 27.20% | -17.84% | 29.72% |
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, VSIEX achieves a 1.18% return, which is significantly higher than JHEQX's -4.94% return. Both investments have delivered pretty close results over the past 10 years, with VSIEX having a 8.43% annualized return and JHEQX not far ahead at 8.72%.
VSIEX
- 1D
- 3.06%
- 1M
- -6.25%
- YTD
- 1.18%
- 6M
- 2.58%
- 1Y
- 16.42%
- 3Y*
- 11.82%
- 5Y*
- 5.87%
- 10Y*
- 8.43%
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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VSIEX vs. JHEQX - Expense Ratio Comparison
VSIEX has a 0.70% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
VSIEX vs. JHEQX — Risk / Return Rank
VSIEX
JHEQX
VSIEX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) 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.
| VSIEX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.72 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.10 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.07 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.02 | 4.43 | +0.59 |
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
| VSIEX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.72 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.77 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.93 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.84 | -0.47 |
Correlation
The correlation between VSIEX and JHEQX is 0.72, 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
VSIEX vs. JHEQX - Dividend Comparison
VSIEX's dividend yield for the trailing twelve months is around 6.34%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 6.34% | 6.41% | 3.06% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% |
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
VSIEX vs. JHEQX - Drawdown Comparison
The maximum VSIEX drawdown since its inception was -60.80%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for VSIEX and JHEQX.
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Drawdown Indicators
| VSIEX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.80% | -18.85% | -41.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -6.92% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -33.19% | -14.34% | -18.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -18.85% | -15.80% |
Current DrawdownCurrent decline from peak | -8.26% | -6.19% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -15.05% | -2.16% | -12.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 1.67% | +1.41% |
Volatility
VSIEX vs. JHEQX - Volatility Comparison
JPMorgan International Equity Fund (VSIEX) has a higher volatility of 7.99% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that VSIEX'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
| VSIEX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 2.81% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 5.56% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 10.23% | +6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 8.89% | +7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 9.41% | +7.76% |