JGACX vs. SPY
Compare and contrast key facts about JPMorgan Growth Advantage Fund (JGACX) and State Street SPDR S&P 500 ETF (SPY).
JGACX is managed by JPMorgan. It was launched on May 1, 2006. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
JGACX vs. SPY - Performance Comparison
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JGACX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGACX JPMorgan Growth Advantage Fund | -8.78% | 14.89% | 41.22% | 39.06% | -30.57% | 20.93% | 52.51% | 35.24% | -2.01% | 28.54% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, JGACX achieves a -8.78% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, JGACX has outperformed SPY with an annualized return of 16.68%, while SPY has yielded a comparatively lower 14.06% annualized return.
JGACX
- 1D
- 3.86%
- 1M
- -4.85%
- YTD
- -8.78%
- 6M
- -9.29%
- 1Y
- 15.44%
- 3Y*
- 22.40%
- 5Y*
- 10.74%
- 10Y*
- 16.68%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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JGACX vs. SPY - Expense Ratio Comparison
JGACX has a 1.54% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
JGACX vs. SPY — Risk / Return Rank
JGACX
SPY
JGACX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (JGACX) and State Street SPDR S&P 500 ETF (SPY). 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.
| JGACX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.96 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.49 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.53 | -0.50 |
Martin ratioReturn relative to average drawdown | 3.29 | 7.27 | -3.98 |
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
| JGACX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.96 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.79 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.02 |
Correlation
The correlation between JGACX and SPY is 0.92, 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
JGACX vs. SPY - Dividend Comparison
JGACX's dividend yield for the trailing twelve months is around 18.88%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGACX JPMorgan Growth Advantage Fund | 18.88% | 17.22% | 16.40% | 0.81% | 0.54% | 19.49% | 12.46% | 11.71% | 11.44% | 0.16% | 0.00% | 3.95% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
JGACX vs. SPY - Drawdown Comparison
The maximum JGACX drawdown since its inception was -54.27%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JGACX and SPY.
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Drawdown Indicators
| JGACX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.27% | -55.19% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -12.05% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.58% | -24.50% | -11.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -33.72% | -1.86% |
Current DrawdownCurrent decline from peak | -12.69% | -5.53% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -9.09% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.54% | +2.45% |
Volatility
JGACX vs. SPY - Volatility Comparison
JPMorgan Growth Advantage Fund (JGACX) has a higher volatility of 6.88% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that JGACX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGACX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 5.35% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 9.50% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 19.06% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 17.06% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 17.92% | +4.99% |