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GGEYX vs. JLGMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GGEYX and JLGMX is 0.96, 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.


-0.50.00.51.01.0

Performance

GGEYX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideStone Funds Growth Equity Fund (GGEYX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.14%
16.08%
GGEYX
JLGMX

Key characteristics

Sharpe Ratio

GGEYX:

0.51

JLGMX:

1.36

Sortino Ratio

GGEYX:

0.75

JLGMX:

1.88

Omega Ratio

GGEYX:

1.12

JLGMX:

1.25

Calmar Ratio

GGEYX:

0.32

JLGMX:

1.94

Martin Ratio

GGEYX:

1.76

JLGMX:

7.09

Ulcer Index

GGEYX:

5.83%

JLGMX:

3.60%

Daily Std Dev

GGEYX:

20.11%

JLGMX:

18.74%

Max Drawdown

GGEYX:

-54.52%

JLGMX:

-39.64%

Current Drawdown

GGEYX:

-23.89%

JLGMX:

-2.31%

Returns By Period

In the year-to-date period, GGEYX achieves a 2.37% return, which is significantly lower than JLGMX's 2.82% return. Over the past 10 years, GGEYX has underperformed JLGMX with an annualized return of 0.86%, while JLGMX has yielded a comparatively higher 9.42% annualized return.


GGEYX

YTD

2.37%

1M

1.59%

6M

5.14%

1Y

8.52%

5Y*

0.36%

10Y*

0.86%

JLGMX

YTD

2.82%

1M

1.57%

6M

16.07%

1Y

23.24%

5Y*

14.02%

10Y*

9.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGEYX vs. JLGMX - Expense Ratio Comparison

GGEYX has a 0.65% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


GGEYX
GuideStone Funds Growth Equity Fund
Expense ratio chart for GGEYX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for JLGMX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Risk-Adjusted Performance

GGEYX vs. JLGMX — Risk-Adjusted Performance Rank

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

GGEYX
The Risk-Adjusted Performance Rank of GGEYX is 2020
Overall Rank
The Sharpe Ratio Rank of GGEYX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GGEYX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GGEYX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of GGEYX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of GGEYX is 2222
Martin Ratio Rank

JLGMX
The Risk-Adjusted Performance Rank of JLGMX is 7272
Overall Rank
The Sharpe Ratio Rank of JLGMX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JLGMX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of JLGMX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JLGMX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of JLGMX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GGEYX vs. JLGMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideStone Funds Growth Equity Fund (GGEYX) 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.


Sharpe ratio
The chart of Sharpe ratio for GGEYX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.511.36
The chart of Sortino ratio for GGEYX, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.0012.000.751.88
The chart of Omega ratio for GGEYX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.25
The chart of Calmar ratio for GGEYX, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.000.321.94
The chart of Martin ratio for GGEYX, currently valued at 1.76, compared to the broader market0.0020.0040.0060.0080.001.767.09
GGEYX
JLGMX

The current GGEYX Sharpe Ratio is 0.51, which is lower than the JLGMX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GGEYX and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.51
1.36
GGEYX
JLGMX

Dividends

GGEYX vs. JLGMX - Dividend Comparison

GGEYX has not paid dividends to shareholders, while JLGMX's dividend yield for the trailing twelve months is around 0.20%.


TTM20242023202220212020201920182017201620152014
GGEYX
GuideStone Funds Growth Equity Fund
0.00%0.00%0.05%0.00%0.00%0.15%0.10%0.05%0.07%0.08%0.00%7.97%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
0.20%0.21%0.31%0.61%0.00%0.12%0.26%0.08%0.00%0.00%0.00%0.00%

Drawdowns

GGEYX vs. JLGMX - Drawdown Comparison

The maximum GGEYX drawdown since its inception was -54.52%, which is greater than JLGMX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for GGEYX and JLGMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.89%
-2.31%
GGEYX
JLGMX

Volatility

GGEYX vs. JLGMX - Volatility Comparison

GuideStone Funds Growth Equity Fund (GGEYX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 5.24% and 5.47%, 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.24%
5.47%
GGEYX
JLGMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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