JDEUX vs. SEEGX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Large Cap Growth Fund (SEEGX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. SEEGX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JDEUX vs. SEEGX - Performance Comparison
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JDEUX vs. SEEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | -5.01% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
SEEGX JPMorgan Large Cap Growth Fund | -8.55% | 14.08% | 35.14% | 34.62% | -25.40% | 18.17% | 56.02% | 39.13% | 0.50% | 38.03% |
Returns By Period
In the year-to-date period, JDEUX achieves a -5.01% return, which is significantly higher than SEEGX's -8.55% return. Over the past 10 years, JDEUX has underperformed SEEGX with an annualized return of 14.82%, while SEEGX has yielded a comparatively higher 17.94% annualized return.
JDEUX
- 1D
- 2.87%
- 1M
- -5.30%
- YTD
- -5.01%
- 6M
- -2.88%
- 1Y
- 15.87%
- 3Y*
- 19.88%
- 5Y*
- 12.95%
- 10Y*
- 14.82%
SEEGX
- 1D
- 3.47%
- 1M
- -4.89%
- YTD
- -8.55%
- 6M
- -10.48%
- 1Y
- 12.37%
- 3Y*
- 20.26%
- 5Y*
- 10.43%
- 10Y*
- 17.94%
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JDEUX vs. SEEGX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is lower than SEEGX's 0.69% expense ratio.
Return for Risk
JDEUX vs. SEEGX — Risk / Return Rank
JDEUX
SEEGX
JDEUX vs. SEEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and JPMorgan Large Cap Growth Fund (SEEGX). 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.
| JDEUX | SEEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.62 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.03 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.79 | +0.60 |
Martin ratioReturn relative to average drawdown | 6.47 | 2.40 | +4.06 |
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
| JDEUX | SEEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.62 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.52 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.83 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.55 | +0.04 |
Correlation
The correlation between JDEUX and SEEGX is 0.91, 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
JDEUX vs. SEEGX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.70%, less than SEEGX's 12.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 5.70% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
SEEGX JPMorgan Large Cap Growth Fund | 12.51% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
Drawdowns
JDEUX vs. SEEGX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, smaller than the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for JDEUX and SEEGX.
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Drawdown Indicators
| JDEUX | SEEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -62.09% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -16.82% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -31.23% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -31.85% | -2.86% |
Current DrawdownCurrent decline from peak | -6.61% | -13.93% | +7.32% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -16.97% | +9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 5.55% | -2.93% |
Volatility
JDEUX vs. SEEGX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) is 5.38%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 6.47%. This indicates that JDEUX experiences smaller price fluctuations and is considered to be less risky than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | SEEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.47% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.54% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 21.14% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 20.26% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 21.57% | -1.83% |