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BSPGX vs. JUEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSPGX vs. JUEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Class G (BSPGX) and JPMorgan U.S. Equity Fund R6 (JUEMX). The values are adjusted to include any dividend payments, if applicable.

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BSPGX vs. JUEMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSPGX
iShares S&P 500 Index Fund Class G
-7.06%17.85%24.96%26.27%-18.12%28.66%19.16%11.06%
JUEMX
JPMorgan U.S. Equity Fund R6
-10.33%14.75%31.28%27.37%-18.74%28.66%26.70%10.39%

Returns By Period

In the year-to-date period, BSPGX achieves a -7.06% return, which is significantly higher than JUEMX's -10.33% return.


BSPGX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.62%
1Y
14.42%
3Y*
17.15%
5Y*
11.39%
10Y*

JUEMX

1D
-0.25%
1M
-8.58%
YTD
-10.33%
6M
-9.82%
1Y
9.00%
3Y*
16.93%
5Y*
11.28%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPGX vs. JUEMX - Expense Ratio Comparison

BSPGX has a 0.01% expense ratio, which is lower than JUEMX's 0.44% expense ratio.


Return for Risk

BSPGX vs. JUEMX — Risk / Return Rank

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

BSPGX
BSPGX Risk / Return Rank: 4444
Overall Rank
BSPGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BSPGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BSPGX Omega Ratio Rank: 4646
Omega Ratio Rank
BSPGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSPGX Martin Ratio Rank: 5252
Martin Ratio Rank

JUEMX
JUEMX Risk / Return Rank: 2222
Overall Rank
JUEMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 2424
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 2121
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 2222
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.

BSPGX vs. JUEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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.


BSPGXJUEMXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.53

+0.31

Sortino ratio

Return per unit of downside risk

1.30

0.88

+0.42

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.06

0.62

+0.44

Martin ratio

Return relative to average drawdown

5.14

2.31

+2.83

BSPGX vs. JUEMX - Sharpe Ratio Comparison

The current BSPGX Sharpe Ratio is 0.84, which is higher than the JUEMX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BSPGX and JUEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSPGXJUEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.53

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.65

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.78

-0.09

Correlation

The correlation between BSPGX and JUEMX is 0.98, 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.


Dividends

BSPGX vs. JUEMX - Dividend Comparison

BSPGX's dividend yield for the trailing twelve months is around 1.60%, less than JUEMX's 6.63% yield.


TTM20252024202320222021202020192018201720162015
BSPGX
iShares S&P 500 Index Fund Class G
1.60%1.74%1.43%1.52%2.04%1.83%2.09%2.25%0.00%0.00%0.00%0.00%
JUEMX
JPMorgan U.S. Equity Fund R6
6.63%5.93%12.09%2.14%5.20%10.82%6.70%10.14%14.65%8.81%4.87%6.27%

Drawdowns

BSPGX vs. JUEMX - Drawdown Comparison

The maximum BSPGX drawdown since its inception was -33.74%, roughly equal to the maximum JUEMX drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BSPGX and JUEMX.


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Drawdown Indicators


BSPGXJUEMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-33.37%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.90%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-24.52%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-8.90%

-11.90%

+3.00%

Average Drawdown

Average peak-to-trough decline

-5.19%

-4.11%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.19%

-0.70%

Volatility

BSPGX vs. JUEMX - Volatility Comparison

iShares S&P 500 Index Fund Class G (BSPGX) and JPMorgan U.S. Equity Fund R6 (JUEMX) have volatilities of 4.24% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPGXJUEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.45%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.07%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

18.41%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

17.36%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

18.53%

+1.62%