BAI vs. SEEGX
BAI (iShares A.I. Innovation and Tech Active ETF) and SEEGX (JPMorgan Large Cap Growth Fund) are both funds - BAI is a Technology Equities fund actively managed by iShares, while SEEGX is a Large Cap Growth Equities fund managed by JPMorgan. Over the past year, BAI returned 81.63% vs 15.13% for SEEGX. Their correlation of 0.87 suggests significant overlap in exposure. BAI charges 0.55%/yr vs 0.69%/yr for SEEGX.
Performance
BAI vs. SEEGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BAI achieves a 43.66% return, which is significantly higher than SEEGX's 3.01% return.
BAI
- 1D
- 5.03%
- 1M
- 1.83%
- YTD
- 43.66%
- 6M
- 37.39%
- 1Y
- 81.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEEGX
- 1D
- -3.78%
- 1M
- -0.87%
- YTD
- 3.01%
- 6M
- 0.98%
- 1Y
- 15.13%
- 3Y*
- 21.88%
- 5Y*
- 12.43%
- 10Y*
- 19.28%
BAI vs. SEEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BAI iShares A.I. Innovation and Tech Active ETF | 43.66% | 25.22% | 8.89% |
SEEGX JPMorgan Large Cap Growth Fund | 3.01% | 14.08% | 3.20% |
Correlation
The correlation between BAI and SEEGX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.87 |
The correlation between BAI and SEEGX has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BAI vs. SEEGX — Risk / Return Rank
BAI
SEEGX
BAI vs. SEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares A.I. Innovation and Tech Active ETF (BAI) and JPMorgan Large Cap Growth Fund (SEEGX). 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.
| BAI | SEEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.18 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 0.96 | +4.10 |
| Martin ratioReturn relative to average drawdown | 13.64 | 2.73 | +10.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BAI | SEEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 1.01 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.42 | 0.57 | +0.85 |
Drawdowns
BAI vs. SEEGX - Drawdown Comparison
The maximum BAI drawdown since its inception was -34.09%, smaller than the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for BAI and SEEGX.
Loading charts...
Drawdown Indicators
| BAI | SEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.09% | -62.09% | +28.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -16.82% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.85% | — |
Current DrawdownCurrent decline from peak | -7.86% | -4.49% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -16.90% | +9.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 5.90% | +0.11% |
Volatility
BAI vs. SEEGX - Volatility Comparison
iShares A.I. Innovation and Tech Active ETF (BAI) has a higher volatility of 16.22% compared to JPMorgan Large Cap Growth Fund (SEEGX) at 5.26%. This indicates that BAI's price experiences larger fluctuations and is considered to be riskier than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BAI | SEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.22% | 5.26% | +10.96% |
Volatility (6M)Calculated over the trailing 6-month period | 28.73% | 11.87% | +16.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.44% | 16.07% | +18.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.07% | 20.24% | +15.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.07% | 21.63% | +14.44% |
BAI vs. SEEGX - Expense Ratio Comparison
BAI has a 0.55% expense ratio, which is lower than SEEGX's 0.69% expense ratio.
Dividends
BAI vs. SEEGX - Dividend Comparison
BAI's dividend yield for the trailing twelve months is around 1.25%, less than SEEGX's 11.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAI iShares A.I. Innovation and Tech Active ETF | 1.25% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEEGX JPMorgan Large Cap Growth Fund | 11.11% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
Frequently Asked Questions
BAI and SEEGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAI has higher volatility (16.22%) compared to SEEGX (5.26%). In terms of maximum drawdown, BAI dropped -34.09% vs SEEGX's -62.09%.
BAI currently has the higher Sharpe Ratio (2.39 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BAI and SEEGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer