VSNGX vs. JHEQX
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund (VSNGX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
VSNGX is managed by JPMorgan. It was launched on Dec 31, 1996. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
VSNGX vs. JHEQX - Performance Comparison
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VSNGX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSNGX JPMorgan Mid Cap Equity Fund | -0.28% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
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, VSNGX achieves a -0.28% return, which is significantly higher than JHEQX's -4.94% return. Over the past 10 years, VSNGX has outperformed JHEQX with an annualized return of 11.00%, while JHEQX has yielded a comparatively lower 8.72% annualized return.
VSNGX
- 1D
- 2.39%
- 1M
- -5.61%
- YTD
- -0.28%
- 6M
- -0.33%
- 1Y
- 10.22%
- 3Y*
- 12.18%
- 5Y*
- 6.02%
- 10Y*
- 11.00%
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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VSNGX vs. JHEQX - Expense Ratio Comparison
VSNGX has a 0.89% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
VSNGX vs. JHEQX — Risk / Return Rank
VSNGX
JHEQX
VSNGX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) 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.
| VSNGX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.72 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.10 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.07 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.00 | 4.43 | -0.44 |
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
| VSNGX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.77 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.93 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.84 | -0.32 |
Correlation
The correlation between VSNGX and JHEQX is 0.84, 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
VSNGX vs. JHEQX - Dividend Comparison
VSNGX's dividend yield for the trailing twelve months is around 6.17%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSNGX JPMorgan Mid Cap Equity Fund | 6.17% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
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
VSNGX vs. JHEQX - Drawdown Comparison
The maximum VSNGX drawdown since its inception was -54.50%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for VSNGX and JHEQX.
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Drawdown Indicators
| VSNGX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -18.85% | -35.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -6.92% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.08% | -14.34% | -10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.33% | -18.85% | -19.48% |
Current DrawdownCurrent decline from peak | -6.04% | -6.19% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -2.16% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.67% | +1.12% |
Volatility
VSNGX vs. JHEQX - Volatility Comparison
JPMorgan Mid Cap Equity Fund (VSNGX) has a higher volatility of 5.20% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.81%. This indicates that VSNGX'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
| VSNGX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 2.81% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 5.56% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 10.23% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 8.89% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 9.41% | +10.17% |