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HLGEX vs. TGFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLGEX vs. TGFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund (HLGEX) and Tanaka Growth Fund (TGFRX). The values are adjusted to include any dividend payments, if applicable.

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HLGEX vs. TGFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLGEX
JPMorgan Mid Cap Growth Fund
-5.79%8.65%22.80%23.11%-27.08%10.67%48.33%39.73%-5.07%29.51%
TGFRX
Tanaka Growth Fund
2.11%39.56%17.98%50.24%-22.62%26.54%50.87%18.78%-25.18%7.28%

Returns By Period

In the year-to-date period, HLGEX achieves a -5.79% return, which is significantly lower than TGFRX's 2.11% return. Over the past 10 years, HLGEX has underperformed TGFRX with an annualized return of 12.70%, while TGFRX has yielded a comparatively higher 13.73% annualized return.


HLGEX

1D
3.94%
1M
-6.15%
YTD
-5.79%
6M
-8.32%
1Y
11.90%
3Y*
12.84%
5Y*
3.94%
10Y*
12.70%

TGFRX

1D
5.92%
1M
-7.38%
YTD
2.11%
6M
3.42%
1Y
38.93%
3Y*
31.29%
5Y*
11.64%
10Y*
13.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLGEX vs. TGFRX - Expense Ratio Comparison

HLGEX has a 0.89% expense ratio, which is lower than TGFRX's 2.19% expense ratio.


Return for Risk

HLGEX vs. TGFRX — Risk / Return Rank

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

HLGEX
HLGEX Risk / Return Rank: 2222
Overall Rank
HLGEX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HLGEX Sortino Ratio Rank: 2121
Sortino Ratio Rank
HLGEX Omega Ratio Rank: 1919
Omega Ratio Rank
HLGEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
HLGEX Martin Ratio Rank: 2323
Martin Ratio Rank

TGFRX
TGFRX Risk / Return Rank: 6363
Overall Rank
TGFRX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TGFRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TGFRX Omega Ratio Rank: 4343
Omega Ratio Rank
TGFRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TGFRX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLGEX vs. TGFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund (HLGEX) and Tanaka Growth Fund (TGFRX). 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.


HLGEXTGFRXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.06

-0.50

Sortino ratio

Return per unit of downside risk

0.95

1.59

-0.64

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.87

2.93

-2.06

Martin ratio

Return relative to average drawdown

2.75

7.48

-4.72

HLGEX vs. TGFRX - Sharpe Ratio Comparison

The current HLGEX Sharpe Ratio is 0.56, which is lower than the TGFRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of HLGEX and TGFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLGEXTGFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.06

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.01

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.02

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.02

+0.47

Correlation

The correlation between HLGEX and TGFRX is 0.81, 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.


Dividends

HLGEX vs. TGFRX - Dividend Comparison

HLGEX's dividend yield for the trailing twelve months is around 10.01%, less than TGFRX's 12.75% yield.


TTM20252024202320222021202020192018201720162015
HLGEX
JPMorgan Mid Cap Growth Fund
10.01%9.43%14.70%0.00%0.79%8.87%10.61%7.29%7.26%6.41%0.04%5.32%
TGFRX
Tanaka Growth Fund
12.75%13.02%6.89%0.00%0.11%7.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HLGEX vs. TGFRX - Drawdown Comparison

The maximum HLGEX drawdown since its inception was -57.65%, smaller than the maximum TGFRX drawdown of -95.35%. Use the drawdown chart below to compare losses from any high point for HLGEX and TGFRX.


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Drawdown Indicators


HLGEXTGFRXDifference

Max Drawdown

Largest peak-to-trough decline

-57.65%

-95.35%

+37.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-16.01%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-37.16%

-95.35%

+58.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.16%

-95.35%

+58.19%

Current Drawdown

Current decline from peak

-10.81%

-92.38%

+81.57%

Average Drawdown

Average peak-to-trough decline

-11.46%

-31.67%

+20.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

7.24%

-2.78%

Volatility

HLGEX vs. TGFRX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Growth Fund (HLGEX) is 7.64%, while Tanaka Growth Fund (TGFRX) has a volatility of 12.37%. This indicates that HLGEX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLGEXTGFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

12.37%

-4.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

24.40%

-10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

35.36%

-12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

793.45%

-771.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

561.16%

-539.26%