HLGEX vs. AMAGX
Compare and contrast key facts about JPMorgan Mid Cap Growth Fund (HLGEX) and Amana Mutual Funds Trust Growth Fund (AMAGX).
HLGEX is managed by JPMorgan Chase. It was launched on Mar 2, 1989. AMAGX is managed by Amana. It was launched on Feb 3, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLGEX or AMAGX.
Key characteristics
| HLGEX | AMAGX | |
|---|---|---|
| YTD Return | 19.09% | 18.09% |
| 1Y Return | 34.82% | 27.30% |
| 3Y Return (Ann) | -2.74% | 5.71% |
| 5Y Return (Ann) | 7.06% | 14.16% |
| 10Y Return (Ann) | 6.10% | 9.33% |
| Sharpe Ratio | 2.20 | 1.81 |
| Sortino Ratio | 2.96 | 2.50 |
| Omega Ratio | 1.38 | 1.32 |
| Calmar Ratio | 1.08 | 2.49 |
| Martin Ratio | 10.23 | 8.96 |
| Ulcer Index | 3.43% | 3.03% |
| Daily Std Dev | 15.90% | 15.04% |
| Max Drawdown | -67.69% | -57.64% |
| Current Drawdown | -8.85% | -1.63% |
Correlation
The correlation between HLGEX and AMAGX is 0.87, 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.
Performance
HLGEX vs. AMAGX - Performance Comparison
In the year-to-date period, HLGEX achieves a 19.09% return, which is significantly higher than AMAGX's 18.09% return. Over the past 10 years, HLGEX has underperformed AMAGX with an annualized return of 6.10%, while AMAGX has yielded a comparatively higher 9.33% annualized 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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HLGEX vs. AMAGX - Expense Ratio Comparison
HLGEX has a 0.89% expense ratio, which is lower than AMAGX's 0.91% expense ratio.
Risk-Adjusted Performance
HLGEX vs. AMAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund (HLGEX) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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
HLGEX vs. AMAGX - Dividend Comparison
HLGEX has not paid dividends to shareholders, while AMAGX's dividend yield for the trailing twelve months is around 0.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLGEX JPMorgan Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.13% | 0.16% | 0.17% | 0.07% | 0.22% | 0.36% | 0.47% | 0.49% | 0.75% | 0.54% | 0.37% | 0.60% |
Drawdowns
HLGEX vs. AMAGX - Drawdown Comparison
The maximum HLGEX drawdown since its inception was -67.69%, which is greater than AMAGX's maximum drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for HLGEX and AMAGX. For additional features, visit the drawdowns tool.
Volatility
HLGEX vs. AMAGX - Volatility Comparison
JPMorgan Mid Cap Growth Fund (HLGEX) has a higher volatility of 4.95% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 4.10%. This indicates that HLGEX's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.