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HLGEX vs. VFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLGEX and VFFVX is 0.88, 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.


-0.50.00.51.00.9

Performance

HLGEX vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund (HLGEX) and Vanguard Target Retirement 2055 Fund (VFFVX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
175.82%
300.32%
HLGEX
VFFVX

Key characteristics

Sharpe Ratio

HLGEX:

0.65

VFFVX:

1.56

Sortino Ratio

HLGEX:

0.94

VFFVX:

2.17

Omega Ratio

HLGEX:

1.13

VFFVX:

1.29

Calmar Ratio

HLGEX:

0.45

VFFVX:

2.44

Martin Ratio

HLGEX:

3.02

VFFVX:

9.72

Ulcer Index

HLGEX:

3.91%

VFFVX:

1.78%

Daily Std Dev

HLGEX:

18.03%

VFFVX:

11.08%

Max Drawdown

HLGEX:

-67.69%

VFFVX:

-31.40%

Current Drawdown

HLGEX:

-16.38%

VFFVX:

-3.30%

Returns By Period

In the year-to-date period, HLGEX achieves a 9.24% return, which is significantly lower than VFFVX's 14.88% return. Over the past 10 years, HLGEX has underperformed VFFVX with an annualized return of 6.06%, while VFFVX has yielded a comparatively higher 8.68% annualized return.


HLGEX

YTD

9.24%

1M

-7.38%

6M

2.72%

1Y

9.93%

5Y*

5.70%

10Y*

6.06%

VFFVX

YTD

14.88%

1M

-0.87%

6M

5.63%

1Y

13.41%

5Y*

9.19%

10Y*

8.68%

Compare stocks, funds, or ETFs

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


HLGEX vs. VFFVX - Expense Ratio Comparison

HLGEX has a 0.89% expense ratio, which is higher than VFFVX's 0.08% expense ratio.


HLGEX
JPMorgan Mid Cap Growth Fund
Expense ratio chart for HLGEX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for VFFVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

HLGEX vs. VFFVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund (HLGEX) and Vanguard Target Retirement 2055 Fund (VFFVX). 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 HLGEX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.651.56
The chart of Sortino ratio for HLGEX, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.942.17
The chart of Omega ratio for HLGEX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.29
The chart of Calmar ratio for HLGEX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.0014.000.452.44
The chart of Martin ratio for HLGEX, currently valued at 3.02, compared to the broader market0.0020.0040.0060.003.029.72
HLGEX
VFFVX

The current HLGEX Sharpe Ratio is 0.65, which is lower than the VFFVX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of HLGEX and VFFVX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.65
1.56
HLGEX
VFFVX

Dividends

HLGEX vs. VFFVX - Dividend Comparison

HLGEX has not paid dividends to shareholders, while VFFVX's dividend yield for the trailing twelve months is around 1.90%.


TTM20232022202120202019201820172016201520142013
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%
VFFVX
Vanguard Target Retirement 2055 Fund
1.90%2.18%2.10%2.10%1.60%2.15%2.35%1.83%1.99%1.92%1.73%1.57%

Drawdowns

HLGEX vs. VFFVX - Drawdown Comparison

The maximum HLGEX drawdown since its inception was -67.69%, which is greater than VFFVX's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for HLGEX and VFFVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.38%
-3.30%
HLGEX
VFFVX

Volatility

HLGEX vs. VFFVX - Volatility Comparison

JPMorgan Mid Cap Growth Fund (HLGEX) has a higher volatility of 9.68% compared to Vanguard Target Retirement 2055 Fund (VFFVX) at 3.15%. This indicates that HLGEX's price experiences larger fluctuations and is considered to be riskier than VFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.68%
3.15%
HLGEX
VFFVX
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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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