GAOAX vs. JLGMX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. 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.
Performance
GAOAX vs. JLGMX - Performance Comparison
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GAOAX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, GAOAX achieves a -3.89% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, GAOAX has underperformed JLGMX with an annualized return of 5.74%, while JLGMX has yielded a comparatively higher 18.24% annualized return.
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
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GAOAX vs. JLGMX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
GAOAX vs. JLGMX — Risk / Return Rank
GAOAX
JLGMX
GAOAX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) 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.
| GAOAX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.64 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.05 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.81 | +0.28 |
Martin ratioReturn relative to average drawdown | 4.47 | 2.47 | +2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAOAX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.64 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.53 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.85 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.80 | -0.26 |
Correlation
The correlation between GAOAX and JLGMX is 0.84, 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
GAOAX vs. JLGMX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.04%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
GAOAX vs. JLGMX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for GAOAX and JLGMX.
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Drawdown Indicators
| GAOAX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -31.82% | +2.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -16.73% | +7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -31.13% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -31.82% | +2.80% |
Current DrawdownCurrent decline from peak | -7.61% | -13.83% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -5.82% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 5.51% | -3.31% |
Volatility
GAOAX vs. JLGMX - Volatility Comparison
The current volatility for JPMorgan Global Allocation Fund A (GAOAX) is 4.98%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that GAOAX 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.
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Volatility by Period
| GAOAX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 6.48% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 12.54% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 21.14% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 20.25% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.81% | 21.54% | -10.73% |