GCGIX vs. SEEGX

In the year-to-date period, GCGIX achieves a -8.35% return, which is significantly lower than SEEGX's -4.67% return. Over the past 10 years, GCGIX has underperformed SEEGX with an annualized return of 3.36%, while SEEGX has yielded a comparatively higher 7.65% annualized return.

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GCGIX has a 0.54% expense ratio, which is lower than SEEGX's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Growth Insights Fund (GCGIX) 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.

The current GCGIX Sharpe Ratio is -0.02, which is lower than the SEEGX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GCGIX and SEEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GCGIX's dividend yield for the trailing twelve months is around 0.06%, while SEEGX has not paid dividends to shareholders.

The maximum GCGIX drawdown since its inception was -68.37%, which is greater than SEEGX's maximum drawdown of -64.32%. Use the drawdown chart below to compare losses from any high point for GCGIX and SEEGX. For additional features, visit the drawdowns tool.

Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a higher volatility of 8.54% compared to JPMorgan Large Cap Growth Fund (SEEGX) at 7.03%. This indicates that GCGIX'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.