IOLZX vs. JLGMX
Compare and contrast key facts about ICON Equity Fund (IOLZX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
IOLZX is managed by ICON Funds. It was launched on Oct 17, 2002. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
IOLZX vs. JLGMX - Performance Comparison
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Returns By Period
In the year-to-date period, IOLZX achieves a 2.99% return, which is significantly higher than JLGMX's -7.57% return. Over the past 10 years, IOLZX has underperformed JLGMX with an annualized return of 12.33%, while JLGMX has yielded a comparatively higher 18.41% annualized return.
IOLZX
- 1D
- -0.39%
- 1M
- -0.84%
- YTD
- 2.99%
- 6M
- 5.34%
- 1Y
- 42.54%
- 3Y*
- 16.29%
- 5Y*
- 7.37%
- 10Y*
- 12.33%
JLGMX
- 1D
- 0.03%
- 1M
- -2.45%
- YTD
- -7.57%
- 6M
- -9.25%
- 1Y
- 26.29%
- 3Y*
- 20.95%
- 5Y*
- 10.93%
- 10Y*
- 18.41%
IOLZX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOLZX ICON Equity Fund | 2.99% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -7.57% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Correlation
The correlation between IOLZX and JLGMX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
IOLZX vs. JLGMX - Expense Ratio Comparison
IOLZX has a 1.04% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
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Return for Risk
IOLZX vs. JLGMX — Risk / Return Rank
IOLZX
JLGMX
IOLZX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICON Equity Fund (IOLZX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| IOLZX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.61 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.01 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.82 | +0.77 |
Martin ratioReturn relative to average drawdown | 5.16 | 2.45 | +2.71 |
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
| IOLZX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.61 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.54 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.80 | -0.44 |
Drawdowns
IOLZX vs. JLGMX - Drawdown Comparison
The maximum IOLZX drawdown since its inception was -56.03%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for IOLZX and JLGMX.
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Drawdown Indicators
| IOLZX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.03% | -31.82% | -24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -16.73% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -27.77% | -31.13% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -31.82% | -9.22% |
Current DrawdownCurrent decline from peak | -9.65% | -12.97% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -5.83% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 5.63% | -0.79% |
Volatility
IOLZX vs. JLGMX - Volatility Comparison
ICON Equity Fund (IOLZX) has a higher volatility of 7.79% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 6.44%. This indicates that IOLZX's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOLZX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.79% | 6.44% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 12.58% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 21.15% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 20.24% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 21.53% | +0.75% |
Dividends
IOLZX vs. JLGMX - Dividend Comparison
IOLZX's dividend yield for the trailing twelve months is around 10.38%, less than JLGMX's 11.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOLZX ICON Equity Fund | 10.38% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 11.95% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |