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ISIN
US4812C05485
CUSIP
4812C0548
Issuer
JPMorgan
Inception Date
Jul 1, 1991
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PGSGX Performance Chart

JPMorgan Small Cap Growth Fund (PGSGX) is up 19.9% since the beginning of the year. PGSGX is currently trading at $21 per share. Investors who bought $1,000 worth of PGSGX shares 5 years ago would now be looking at an investment worth $1,069.


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S&P 500 Index

Returns By Period

JPMorgan Small Cap Growth Fund (PGSGX) has returned 19.85% so far this year and 37.88% over the past 12 months. Over the last ten years, PGSGX has returned 12.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


JPMorgan Small Cap Growth Fund

1D
-0.75%
1M
5.67%
YTD
19.85%
6M
19.10%
1Y
37.88%
3Y*
14.74%
5Y*
1.34%
10Y*
12.87%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGSGX Monthly Returns History

Based on dividend-adjusted daily data since Jun 28, 1991, PGSGX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +21.6%, while the worst month was Oct 2008 at -23.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PGSGX closed higher 52% of trading days. The best single day was Mar 21, 1996 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.84%-0.16%-5.33%13.95%6.95%-0.75%19.85%
20255.58%-7.10%-10.18%-0.83%4.78%6.16%1.80%2.68%3.00%5.34%-1.28%-2.38%6.21%
2024-1.83%11.30%1.96%-8.66%2.91%1.75%4.56%-0.40%-0.28%-0.28%10.23%-7.55%12.45%
202310.91%-2.27%-3.58%0.14%-0.34%8.40%4.06%-5.00%-8.03%-9.50%9.65%11.61%13.85%
2022-14.20%-0.06%0.39%-12.79%-4.05%-6.70%11.57%0.19%-8.80%4.93%-0.00%-6.01%-32.43%
20210.66%2.21%-3.98%3.71%-4.91%3.44%-2.67%0.72%-3.95%5.26%-7.65%1.73%-6.17%

Benchmark Metrics

JPMorgan Small Cap Growth Fund has an annualized alpha of 1.43%, beta of 1.08, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since July 01, 1991.

  • This fund captured 117.56% of S&P 500 Index gains and 111.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.08 and R2 of 0.70, 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
1.43%
Beta
1.08
0.70
Upside Capture
117.56%
Downside Capture
111.45%

Expense Ratio

PGSGX has a high expense ratio of 1.24%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PGSGX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PGSGX Risk / Return Rank: 4242
Overall Rank
PGSGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PGSGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PGSGX Omega Ratio Rank: 3333
Omega Ratio Rank
PGSGX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PGSGX Martin Ratio Rank: 4848
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 Small Cap Growth Fund (PGSGX) and compare them to S&P 500 Index.


PGSGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.39

-0.58

Sortino ratio

Return per unit of downside risk

2.52

3.25

-0.74

Omega ratio

Gain probability vs. loss probability

1.30

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

2.74

3.11

-0.37

Martin ratio

Return relative to average drawdown

9.98

14.38

-4.40

Dividends

Dividend History

JPMorgan Small Cap Growth Fund provided a 6.17% dividend yield over the last twelve months, with an annual payout of $1.30 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.30$1.30$0.10$0.00$0.07$3.28$1.83$1.07$2.01$1.33$0.46$1.04

Dividend yield

6.17%7.40%0.59%0.00%0.48%15.83%7.15%6.21%14.97%8.27%3.72%8.72%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Small Cap Growth Fund. 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$1.30$1.30
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.28$3.28

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 Small Cap Growth Fund. 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 Small Cap Growth Fund was 60.90%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current JPMorgan Small Cap Growth Fund drawdown is 6.61%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.90%Mar 2009
1y 5mo1y 10mo
3y 3moOct 2007 - Jan 2011
2023 bear market2023
-47.84%Oct 2023
2y 8mo
5y 3moFeb 2021 - now
Dot-com crash2000–2002
-44.55%Oct 2002
2y 7mo2y 1mo
4y 8moMar 2000 - Dec 2004
COVID crash2020
-40.18%Mar 2020
26d3mo 20d
4mo 16dFeb 2020 - Jul 2020
1998 bear market1998
-40.04%Oct 1998
5mo 19d1y 3mo
1y 9moApr 1998 - Jan 2000

Drawdown Indicators


PGSGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.90%

-56.78%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-9.10%

-5.23%

Max Drawdown (3Y)

Largest decline over 3 years

-29.28%

-18.90%

-10.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.33%

-25.43%

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-47.84%

-33.92%

-13.92%

Current Drawdown

Current decline from peak

-6.61%

0.00%

-6.61%

Average Drawdown

Average peak-to-trough decline

-14.16%

-10.72%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

1.97%

+1.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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