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XVV vs. JHEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XVV and JHEQX is 0.94, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and JPMorgan Hedged Equity Fund Class I (JHEQX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
83.43%
44.96%
XVV
JHEQX

Key characteristics

Sharpe Ratio

XVV:

0.54

JHEQX:

0.69

Sortino Ratio

XVV:

0.89

JHEQX:

1.04

Omega Ratio

XVV:

1.13

JHEQX:

1.15

Calmar Ratio

XVV:

0.56

JHEQX:

0.63

Martin Ratio

XVV:

2.15

JHEQX:

2.38

Ulcer Index

XVV:

5.11%

JHEQX:

3.47%

Daily Std Dev

XVV:

20.23%

JHEQX:

11.93%

Max Drawdown

XVV:

-27.20%

JHEQX:

-18.85%

Current Drawdown

XVV:

-8.72%

JHEQX:

-6.66%

Returns By Period

In the year-to-date period, XVV achieves a -4.71% return, which is significantly lower than JHEQX's -4.35% return.


XVV

YTD

-4.71%

1M

11.73%

6M

-4.97%

1Y

9.60%

5Y*

N/A

10Y*

N/A

JHEQX

YTD

-4.35%

1M

6.28%

6M

-5.07%

1Y

7.22%

5Y*

9.07%

10Y*

7.73%

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XVV
The Risk-Adjusted Performance Rank of XVV is 6060
Overall Rank
The Sharpe Ratio Rank of XVV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of XVV is 5959
Sortino Ratio Rank
The Omega Ratio Rank of XVV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of XVV is 6464
Calmar Ratio Rank
The Martin Ratio Rank of XVV is 6060
Martin Ratio Rank

JHEQX
The Risk-Adjusted Performance Rank of JHEQX is 6161
Overall Rank
The Sharpe Ratio Rank of JHEQX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JHEQX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JHEQX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of JHEQX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JHEQX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current XVV Sharpe Ratio is 0.54, which is comparable to the JHEQX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XVV and JHEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.48
0.61
XVV
JHEQX

Dividends

XVV vs. JHEQX - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.12%, more than JHEQX's 0.79% yield.


TTM20242023202220212020201920182017201620152014
XVV
iShares ESG Screened S&P 500 ETF
1.12%1.05%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%0.75%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.72%
-6.66%
XVV
JHEQX

Volatility

XVV vs. JHEQX - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 11.82% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 6.48%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.82%
6.48%
XVV
JHEQX