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JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) Sharpe Ratio: 0.58

JMGMX's Sharpe Ratio of 0.58 indicates that for each unit of volatility, it generates 0.58 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JMGMX Sharpe Ratio Rank

JMGMX Sharpe Ratio Rank: 15.916
Concerning

JMGMX ranks above 15.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

JMGMX Sharpe Ratio Market Positioning

The chart shows JMGMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.76 or lower
  • Yellow zone (middle 50%): 0.76 to 1.51
  • Green zone (top 25%): 1.51 or higher
  • Top 1%: 3.56+
  • Median: 1.12 — half of all investments score higher

How it compares to other similar mutual funds

The table compares JPMorgan Mid Cap Growth Fund Class R6's Sharpe Ratio with other mutual funds in the Mid Cap Growth Equities category across multiple time periods, showing how JMGMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TAAGXTimothy Plan Aggressive Growth Fund2.05
NEEGXNeedham Growth Fund1.62
EEOFXEssex Environmental Opportunities Fund1.56
CTIGXCalamos Timpani SMID Growth Fund1.47
POAGXPrimeCap Odyssey Aggressive Growth Fund1.38
VHCOXVanguard Capital Opportunity Fund Investor Shares1.33
MXXIXMarsico Midcap Growth Focus Fund1.32
PGOFXPioneer Select Mid Cap Growth Fund1.32
TGFRXTanaka Growth Fund1.29
SSMGXSIT Small Cap Growth Fund1.26
JMGMXJPMorgan Mid Cap Growth Fund Class R60.58

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JMGMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JMGMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore JMGMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

JMGMX Sortino Ratio