XVV vs. JHEQX
Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and JPMorgan Hedged Equity Fund Class I (JHEQX).
XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. JHEQX is managed by JPMorgan Chase. It was launched on Dec 13, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XVV or JHEQX.
Key characteristics
| XVV | JHEQX | |
|---|---|---|
| YTD Return | 21.61% | 16.45% |
| 1Y Return | 34.28% | 21.08% |
| 3Y Return (Ann) | 8.11% | 7.92% |
| Sharpe Ratio | 2.68 | 2.86 |
| Sortino Ratio | 3.54 | 3.98 |
| Omega Ratio | 1.49 | 1.61 |
| Calmar Ratio | 3.88 | 4.51 |
| Martin Ratio | 17.07 | 20.25 |
| Ulcer Index | 2.08% | 1.08% |
| Daily Std Dev | 13.26% | 7.65% |
| Max Drawdown | -27.20% | -18.85% |
| Current Drawdown | -2.63% | -1.30% |
Correlation
The correlation between XVV and JHEQX is 0.93, 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.
Performance
XVV vs. JHEQX - Performance Comparison
In the year-to-date period, XVV achieves a 21.61% return, which is significantly higher than JHEQX's 16.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XVV vs. JHEQX - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Risk-Adjusted Performance
XVV vs. JHEQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.
Dividends
XVV vs. JHEQX - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 1.04%, more than JHEQX's 0.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 1.04% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.79% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% | 1.07% |
Drawdowns
XVV vs. JHEQX - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for XVV and JHEQX. For additional features, visit the drawdowns tool.
Volatility
XVV vs. JHEQX - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 3.44% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 1.90%. This indicates that XVV'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.