JFEAX vs. JLGMX
JFEAX (JPMorgan Developed International Value Fund Class A) and JLGMX (JPMorgan Large Cap Growth Fund Class R6) are both mutual funds - JFEAX is a Foreign Large Cap Equities fund actively managed by JPMorgan, while JLGMX is a Large Cap Growth Equities fund actively managed by JPMorgan. Both are actively managed. Over the past 10 years, JFEAX returned 10.27%/yr vs 20.16%/yr for JLGMX. A 0.63 correlation means they provide meaningful diversification when combined. JFEAX charges 1.00%/yr vs 0.44%/yr for JLGMX.
Performance
JFEAX vs. JLGMX - Performance Comparison
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Returns By Period
In the year-to-date period, JFEAX achieves a 9.79% return, which is significantly higher than JLGMX's 7.96% return. Over the past 10 years, JFEAX has underperformed JLGMX with an annualized return of 10.27%, while JLGMX has yielded a comparatively higher 20.16% annualized return.
JFEAX
- 1D
- 0.37%
- 1M
- 2.45%
- YTD
- 9.79%
- 6M
- 13.75%
- 1Y
- 31.93%
- 3Y*
- 25.85%
- 5Y*
- 14.17%
- 10Y*
- 10.27%
JLGMX
- 1D
- 0.66%
- 1M
- 6.71%
- YTD
- 7.96%
- 6M
- 6.63%
- 1Y
- 21.82%
- 3Y*
- 24.07%
- 5Y*
- 13.99%
- 10Y*
- 20.16%
JFEAX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 9.79% | 48.02% | 9.57% | 18.69% | -5.60% | 16.26% | -4.33% | 15.17% | -18.87% | 21.63% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 7.96% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Correlation
The correlation between JFEAX and JLGMX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010 | 0.63 |
The correlation between JFEAX and JLGMX shifts across timeframes, from 0.48 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JFEAX vs. JLGMX — Risk / Return Rank
JFEAX
JLGMX
JFEAX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class A (JFEAX) 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.
| JFEAX | JLGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 1.34 | +1.46 |
| Martin ratioReturn relative to average drawdown | 10.46 | 3.82 | +6.64 |
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
| JFEAX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.44 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.70 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.94 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.85 | -0.50 |
Drawdowns
JFEAX vs. JLGMX - Drawdown Comparison
The maximum JFEAX drawdown since its inception was -62.44%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JFEAX and JLGMX.
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Drawdown Indicators
| JFEAX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.44% | -31.82% | -30.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -16.73% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | -21.47% | +7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -31.13% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -48.74% | -31.82% | -16.92% |
Current DrawdownCurrent decline from peak | -2.55% | 0.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -5.81% | -9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 5.85% | -2.91% |
Volatility
JFEAX vs. JLGMX - Volatility Comparison
JPMorgan Developed International Value Fund Class A (JFEAX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 4.02% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFEAX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 3.87% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 11.22% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 15.60% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 20.18% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 21.57% | -3.58% |
JFEAX vs. JLGMX - Expense Ratio Comparison
JFEAX has a 1.00% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Dividends
JFEAX vs. JLGMX - Dividend Comparison
JFEAX's dividend yield for the trailing twelve months is around 2.51%, less than JLGMX's 10.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFEAX JPMorgan Developed International Value Fund Class A | 2.51% | 2.76% | 4.26% | 4.94% | 3.68% | 4.79% | 2.75% | 3.96% | 4.12% | 2.14% | 5.75% | 1.11% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 10.23% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Frequently Asked Questions
JFEAX and JLGMX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JFEAX has higher volatility (4.02%) compared to JLGMX (3.87%). In terms of maximum drawdown, JFEAX dropped -62.44% vs JLGMX's -31.82%.
JFEAX currently has the higher Sharpe Ratio (2.22 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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