IICAX vs. AGRDX
Compare and contrast key facts about Asset Management Fund Large Cap Equity Fund (IICAX) and JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX).
IICAX is managed by BlackRock. It was launched on Jun 30, 1953. AGRDX is managed by JPMorgan. It was launched on Mar 31, 2016.
Performance
IICAX vs. AGRDX - Performance Comparison
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IICAX vs. AGRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IICAX Asset Management Fund Large Cap Equity Fund | -0.37% | 12.59% | 18.66% | 21.70% | -12.87% | 33.00% | 11.90% | 26.48% | -6.25% | -0.30% |
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | -9.31% | 15.66% | 26.66% | 43.81% | -31.15% | 28.29% | 35.69% | 35.89% | -1.22% | 29.85% |
Returns By Period
In the year-to-date period, IICAX achieves a -0.37% return, which is significantly higher than AGRDX's -9.31% return. Over the past 10 years, IICAX has underperformed AGRDX with an annualized return of 10.51%, while AGRDX has yielded a comparatively higher 15.29% annualized return.
IICAX
- 1D
- 0.35%
- 1M
- -3.67%
- YTD
- -0.37%
- 6M
- 1.11%
- 1Y
- 15.60%
- 3Y*
- 15.99%
- 5Y*
- 11.69%
- 10Y*
- 10.51%
AGRDX
- 1D
- 0.93%
- 1M
- -3.92%
- YTD
- -9.31%
- 6M
- -8.92%
- 1Y
- 15.96%
- 3Y*
- 18.38%
- 5Y*
- 10.30%
- 10Y*
- 15.29%
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IICAX vs. AGRDX - Expense Ratio Comparison
IICAX has a 1.71% expense ratio, which is higher than AGRDX's 0.25% expense ratio.
Return for Risk
IICAX vs. AGRDX — Risk / Return Rank
IICAX
AGRDX
IICAX vs. AGRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asset Management Fund Large Cap Equity Fund (IICAX) and JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX). 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.
| IICAX | AGRDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.75 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.24 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.09 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.46 | 3.70 | +1.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IICAX | AGRDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.75 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.48 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.68 | -0.67 |
Correlation
The correlation between IICAX and AGRDX is 0.83, 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
IICAX vs. AGRDX - Dividend Comparison
IICAX's dividend yield for the trailing twelve months is around 11.29%, less than AGRDX's 17.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IICAX Asset Management Fund Large Cap Equity Fund | 11.29% | 11.22% | 6.32% | 9.33% | 9.58% | 5.38% | 3.83% | 5.15% | 13.41% | 0.85% | 30.91% | 8.23% |
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 17.92% | 16.25% | 5.72% | 4.64% | 5.01% | 9.55% | 5.24% | 5.86% | 13.94% | 9.95% | 4.58% | 6.71% |
Drawdowns
IICAX vs. AGRDX - Drawdown Comparison
The maximum IICAX drawdown since its inception was -96.26%, which is greater than AGRDX's maximum drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for IICAX and AGRDX.
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Drawdown Indicators
| IICAX | AGRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.26% | -34.73% | -61.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.25% | -16.55% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.79% | -34.73% | +11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.01% | -34.73% | -4.28% |
Current DrawdownCurrent decline from peak | -70.19% | -12.62% | -57.57% |
Average DrawdownAverage peak-to-trough decline | -68.17% | -5.93% | -62.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.87% | -2.22% |
Volatility
IICAX vs. AGRDX - Volatility Comparison
The current volatility for Asset Management Fund Large Cap Equity Fund (IICAX) is 4.42%, while JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has a volatility of 6.86%. This indicates that IICAX experiences smaller price fluctuations and is considered to be less risky than AGRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IICAX | AGRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 6.86% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 12.62% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 22.70% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 21.61% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 21.26% | +0.64% |