GCSVX vs. VSNGX
GCSVX (Geneva SMID Cap Growth Fund) and VSNGX (JPMorgan Mid Cap Equity Fund) are both Mid Cap Growth Equities funds. Over the past 3 years, GCSVX returned 3.38%/yr vs 13.99%/yr for VSNGX. Their correlation of 0.90 suggests significant overlap in exposure. GCSVX charges 0.43%/yr vs 0.89%/yr for VSNGX.
Performance
GCSVX vs. VSNGX - Performance Comparison
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Returns By Period
In the year-to-date period, GCSVX achieves a -1.31% return, which is significantly lower than VSNGX's 10.27% return.
GCSVX
- 1D
- 0.78%
- 1M
- -0.55%
- 6M
- -5.14%
- YTD
- -1.31%
- 1Y
- -5.00%
- 3Y*
- 3.38%
- 5Y*
- —
- 10Y*
- —
VSNGX
- 1D
- 1.04%
- 1M
- 2.20%
- 6M
- 6.85%
- YTD
- 10.27%
- 1Y
- 12.99%
- 3Y*
- 13.99%
- 5Y*
- 7.03%
- 10Y*
- 11.81%
GCSVX vs. VSNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | -1.31% | -8.94% | 14.70% | 19.92% | -24.73% | 4.24% |
VSNGX JPMorgan Mid Cap Equity Fund | 10.27% | 6.09% | 18.60% | 16.15% | -16.03% | 4.45% |
Correlation
The correlation between GCSVX and VSNGX 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 (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2021 | 0.90 |
The correlation between GCSVX and VSNGX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
GCSVX vs. VSNGX — Risk / Return Rank
GCSVX
VSNGX
GCSVX vs. VSNGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Geneva SMID Cap Growth Fund (GCSVX) and JPMorgan Mid Cap Equity Fund (VSNGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCSVX | VSNGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.52 | -1.99 |
| Martin ratioReturn relative to average drawdown | -1.17 | 5.67 | -6.84 |
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Drawdowns
GCSVX vs. VSNGX - Drawdown Comparison
The maximum GCSVX drawdown since its inception was -33.50%, smaller than the maximum VSNGX drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for GCSVX and VSNGX.
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Drawdown Indicators
| GCSVX | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -54.50% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.70% | -8.24% | -6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -18.96% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.33% | — |
Current DrawdownCurrent decline from peak | -17.30% | -0.85% | -16.45% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -7.41% | -7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.87% | 2.21% | +3.66% |
Volatility
GCSVX vs. VSNGX - Volatility Comparison
Geneva SMID Cap Growth Fund (GCSVX) has a higher volatility of 5.03% compared to JPMorgan Mid Cap Equity Fund (VSNGX) at 3.88%. This indicates that GCSVX's price experiences larger fluctuations and is considered to be riskier than VSNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCSVX | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 3.88% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 9.54% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 12.70% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 17.43% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 19.52% | +2.19% |
GCSVX vs. VSNGX - Expense Ratio Comparison
GCSVX has a 0.43% expense ratio, which is lower than VSNGX's 0.89% expense ratio.
Dividends
GCSVX vs. VSNGX - Dividend Comparison
GCSVX's dividend yield for the trailing twelve months is around 3.25%, less than VSNGX's 5.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | 3.25% | 3.20% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSNGX JPMorgan Mid Cap Equity Fund | 5.58% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Frequently Asked Questions
GCSVX and VSNGX 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.
GCSVX has higher volatility (5.03%) compared to VSNGX (3.88%). In terms of maximum drawdown, GCSVX dropped -33.50% vs VSNGX's -54.50%.
VSNGX currently has the higher Sharpe Ratio (0.99 vs -0.41), 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.
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