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ISIN
US4812CA2077
Issuer
JPMorgan
Inception Date
Sep 12, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JLGQX Performance Chart

JPMorgan Large Cap Growth R4 (JLGQX) is up 6.7% since the beginning of the year. JLGQX is currently trading at $87 per share. Investors who bought $1,000 worth of JLGQX shares 5 years ago would now be looking at an investment worth $1,856.


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S&P 500 Index

Returns By Period

JPMorgan Large Cap Growth R4 (JLGQX) has returned 6.68% so far this year and 20.55% over the past 12 months.


JPMorgan Large Cap Growth R4

1D
1.84%
1M
1.34%
YTD
6.68%
6M
5.68%
1Y
20.55%
3Y*
21.91%
5Y*
13.17%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JLGQX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, JLGQX's average daily return is +0.08%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +17.9%, while the worst month was Apr 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JLGQX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.23%-2.53%-4.99%10.38%5.74%-0.08%6.68%
20253.22%-3.34%-7.57%1.34%7.21%6.28%2.60%0.51%5.91%2.50%-3.06%-1.27%14.08%
20244.33%8.88%2.19%-4.82%5.48%6.59%-2.76%3.01%2.21%-0.41%6.11%0.56%35.14%
20236.21%-2.36%5.25%0.23%5.45%6.88%3.51%-1.07%-5.96%-2.43%11.65%4.10%34.61%
2022-9.84%-3.48%3.11%-10.82%-0.75%-7.84%10.35%-3.47%-7.56%6.11%4.30%-6.46%-25.39%
20210.43%1.23%-1.31%5.96%-1.35%3.99%2.96%3.41%-5.67%6.68%0.63%0.49%18.17%

Benchmark Metrics

JPMorgan Large Cap Growth R4 has an annualized alpha of 5.09%, beta of 1.11, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund captured 120.39% of S&P 500 Index gains but only 93.84% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 5.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.11 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
5.09%
Beta
1.11
0.86
Upside Capture
120.39%
Downside Capture
93.84%

Expense Ratio

JLGQX has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JLGQX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JLGQX Risk / Return Rank: 1717
Overall Rank
JLGQX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JLGQX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JLGQX Omega Ratio Rank: 2020
Omega Ratio Rank
JLGQX Calmar Ratio Rank: 1414
Calmar Ratio Rank
JLGQX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Large Cap Growth R4 (JLGQX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JLGQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.19

2.78

-1.60

Martin ratioReturn relative to average drawdown

3.36

12.44

-9.08

Dividends

Dividend History

JPMorgan Large Cap Growth R4 provided a 10.73% dividend yield over the last twelve months, with an annual payout of $9.34 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$2.00$4.00$6.00$8.00$10.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$9.34$9.34$1.60$0.09$1.53$9.24$3.19$5.27$5.28$5.61

Dividend yield

10.73%11.45%2.01%0.15%3.44%14.95%5.31%12.99%15.98%14.79%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Large Cap Growth R4. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.34$9.34
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.60$1.60
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.53$1.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.24$9.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Large Cap Growth R4. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Large Cap Growth R4 was 31.84%, occurring on Mar 23, 2020. Recovery took 47 trading sessions.

The current JPMorgan Large Cap Growth R4 drawdown is 1.09%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.84%Mar 2020
1mo 2d2mo 7d
3mo 9dFeb 2020 - May 2020
Bear market2022
-31.23%Jun 2022
6mo 26d1y 7mo
2y 1moNov 2021 - Jan 2024
Rate-hike selloffLate 2018
-25.47%Dec 2018
2mo 23d4mo 2d
6mo 25dOct 2018 - Apr 2019
2025 selloff2025
-21.51%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025
2026 correction2026
-16.82%Mar 2026
5mo 1d1mo 15d
6mo 16dOct 2025 - May 2026

Drawdown Indicators


JLGQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.84%

-56.78%

+24.94%

Max Drawdown (1Y)

Largest decline over 1 year

-16.82%

-9.10%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-18.90%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-25.43%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.09%

-1.80%

+0.71%

Average Drawdown

Average peak-to-trough decline

-6.81%

-10.71%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.94%

2.03%

+3.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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