DOXFX vs. JLGMX
Compare and contrast key facts about Dodge & Cox International Stock X (DOXFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOXFX or JLGMX.
Key characteristics
| DOXFX | JLGMX | |
|---|---|---|
| YTD Return | 9.56% | 34.52% |
| 1Y Return | 20.17% | 47.13% |
| Sharpe Ratio | 1.54 | 2.55 |
| Sortino Ratio | 2.21 | 3.32 |
| Omega Ratio | 1.27 | 1.46 |
| Calmar Ratio | 2.36 | 1.94 |
| Martin Ratio | 7.08 | 13.37 |
| Ulcer Index | 2.79% | 3.43% |
| Daily Std Dev | 12.82% | 18.02% |
| Max Drawdown | -19.24% | -39.64% |
| Current Drawdown | -5.03% | 0.00% |
Correlation
The correlation between DOXFX and JLGMX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DOXFX vs. JLGMX - Performance Comparison
In the year-to-date period, DOXFX achieves a 9.56% return, which is significantly lower than JLGMX's 34.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DOXFX vs. JLGMX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Risk-Adjusted Performance
DOXFX vs. JLGMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
Dividends
DOXFX vs. JLGMX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 2.18%, more than JLGMX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 2.18% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.23% | 0.31% | 0.61% | 0.00% | 0.12% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
Drawdowns
DOXFX vs. JLGMX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum JLGMX drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for DOXFX and JLGMX. For additional features, visit the drawdowns tool.
Volatility
DOXFX vs. JLGMX - Volatility Comparison
The current volatility for Dodge & Cox International Stock X (DOXFX) is 3.20%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 4.80%. This indicates that DOXFX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.