HLGEX vs. RTYS.L
Compare and contrast key facts about JPMorgan Mid Cap Growth Fund (HLGEX) and Invesco Russell 2000 UCITS ETF (RTYS.L).
HLGEX is managed by JPMorgan Chase. It was launched on Mar 2, 1989. RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLGEX or RTYS.L.
Key characteristics
| HLGEX | RTYS.L | |
|---|---|---|
| YTD Return | 7.16% | 2.06% |
| 1Y Return | 22.41% | 19.04% |
| 3Y Return (Ann) | 2.62% | -1.30% |
| 5Y Return (Ann) | 12.55% | 7.20% |
| 10Y Return (Ann) | 12.00% | 7.66% |
| Sharpe Ratio | 1.62 | 0.97 |
| Daily Std Dev | 15.10% | 19.96% |
| Max Drawdown | -57.65% | -42.15% |
| Current Drawdown | -9.41% | -12.49% |
Correlation
The correlation between HLGEX and RTYS.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HLGEX vs. RTYS.L - Performance Comparison
In the year-to-date period, HLGEX achieves a 7.16% return, which is significantly higher than RTYS.L's 2.06% return. Over the past 10 years, HLGEX has outperformed RTYS.L with an annualized return of 12.00%, while RTYS.L has yielded a comparatively lower 7.66% 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. RTYS.L - Expense Ratio Comparison
HLGEX has a 0.89% expense ratio, which is higher than RTYS.L's 0.45% expense ratio.
Risk-Adjusted Performance
HLGEX vs. RTYS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund (HLGEX) and Invesco Russell 2000 UCITS ETF (RTYS.L). 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. RTYS.L - Dividend Comparison
Neither HLGEX nor RTYS.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLGEX JPMorgan Mid Cap Growth Fund | 0.00% | 0.00% | 0.79% | 8.87% | 10.61% | 7.29% | 7.26% | 6.41% | 0.04% | 5.32% | 9.91% | 9.97% |
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HLGEX vs. RTYS.L - Drawdown Comparison
The maximum HLGEX drawdown since its inception was -57.65%, which is greater than RTYS.L's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for HLGEX and RTYS.L. For additional features, visit the drawdowns tool.
Volatility
HLGEX vs. RTYS.L - Volatility Comparison
The current volatility for JPMorgan Mid Cap Growth Fund (HLGEX) is 4.24%, while Invesco Russell 2000 UCITS ETF (RTYS.L) has a volatility of 5.19%. This indicates that HLGEX experiences smaller price fluctuations and is considered to be less risky than RTYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.