JGISX vs. BBLIX

Last updated Jul 30, 2026

JGISX (JPMorgan U.S. GARP Equity Fund Class R6) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, JGISX returned 15.87%/yr vs 7.22%/yr for BBLIX. Their correlation of 0.83 means they have usually moved in the same direction. JGISX charges 0.34%/yr vs 0.70%/yr for BBLIX.

Performance

JGISX vs. BBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. GARP Equity Fund Class R6 (JGISX) and BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGISX achieves a 7.58% return, which is significantly higher than BBLIX's 1.58% return.

JGISX

• 1D: 0.58%
• 1M: 2.60%
• 6M: 6.51%
• YTD: 7.58%
• 1Y: 18.07%
• 3Y*: 26.77%
• 5Y*: 15.87%
• 10Y*: 18.39%
• ALL TIME*: 17.90%

BBLIX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 1.58%
• YTD: 1.58%
• 1Y: 3.03%
• 3Y*: 11.70%
• 5Y*: 7.22%
• 10Y*: —
• ALL TIME*: 9.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBLIX BBH Select Series - Large Cap Fund	$0.00	$0.00	$0.00
JGISX JPMorgan U.S. GARP Equity Fund Class R6	$0.00	$0.00	$0.00

JGISX vs. BBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JGISX JPMorgan U.S. GARP Equity Fund Class R6	7.58%	20.87%	40.37%	42.38%	-27.39%	31.01%	28.08%	8.92%
BBLIX BBH Select Series - Large Cap Fund	1.58%	12.07%	15.83%	23.86%	-20.59%	27.23%	12.30%	3.63%

Correlation

The correlation between JGISX and BBLIX is 0.39, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.39
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019	0.83

Over the past year, the correlation between JGISX and BBLIX has dropped to 0.39 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Return for Risk

JGISX vs. BBLIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JGISX

JGISX Risk / Return Rank: 36
JGISX Sharpe Ratio Rank: 42
JGISX Sortino Ratio Rank: 40
JGISX Omega Ratio Rank: 38
JGISX Calmar Ratio Rank: 31
JGISX Martin Ratio Rank: 32

BBLIX

BBLIX Risk / Return Rank: 16
BBLIX Sharpe Ratio Rank: 13
BBLIX Sortino Ratio Rank: 13
BBLIX Omega Ratio Rank: 22
BBLIX Calmar Ratio Rank: 20
BBLIX Martin Ratio Rank: 13

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JGISX vs. BBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund Class R6 (JGISX) and BBH Select Series - Large Cap Fund (BBLIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JGISX	BBLIX	Difference
Sharpe ratio: Return per unit of total volatility	1.27	0.55	+0.73
Sortino ratio: Return per unit of downside risk	1.80	0.80	+1.00
Omega ratio: Gain probability vs. loss probability	1.23	1.15	+0.07
Calmar ratio: Return relative to maximum drawdown	1.45	1.02	+0.43
Martin ratio: Return relative to average drawdown	4.89	1.84	+3.05

JGISX vs. BBLIX - Sharpe Ratio Comparison

The current JGISX Sharpe Ratio is 1.27, which is higher than the BBLIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of JGISX and BBLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JGISX vs. BBLIX - Drawdown Comparison

The maximum JGISX drawdown since its inception was -31.32%, smaller than the maximum BBLIX drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for JGISX and BBLIX.

Drawdown Indicators

	JGISX	BBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.32%	-33.49%	+2.17%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-3.63%	-10.86%
Max Drawdown (3Y) Largest decline over 3 years	-23.02%	-14.68%	-8.34%
Max Drawdown (5Y) Largest decline over 5 years	-31.05%	-28.06%	-2.99%
Max Drawdown (10Y) Largest decline over 10 years	-31.32%	—	—
Current Drawdown Current decline from peak	-2.16%	-1.80%	-0.36%
Average Drawdown Average peak-to-trough decline	-5.59%	-6.25%	+0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.28%	1.84%	+2.44%

Volatility

JGISX vs. BBLIX - Volatility Comparison

JPMorgan U.S. GARP Equity Fund Class R6 (JGISX) has a higher volatility of 6.55% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that JGISX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGISX	BBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	0.00%	+6.55%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	2.21%	+10.93%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	6.78%	+9.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	15.83%	+5.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.70%	18.34%	+2.36%

JGISX vs. BBLIX - Expense Ratio Comparison

JGISX has a 0.34% expense ratio, which is lower than BBLIX's 0.70% expense ratio.

Dividends

JGISX vs. BBLIX - Dividend Comparison

JGISX's dividend yield for the trailing twelve months is around 56.32%, more than BBLIX's 9.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BBLIX BBH Select Series - Large Cap Fund	9.39%	9.54%	4.20%	0.28%	1.45%	3.27%	0.34%	0.04%	0.00%	0.00%	0.00%
JGISX JPMorgan U.S. GARP Equity Fund Class R6	56.32%	7.82%	11.61%	1.14%	4.72%	22.05%	10.07%	13.27%	12.93%	0.88%	1.15%

Frequently Asked Questions

Can I hold both JGISX and BBLIX in my portfolio?

JGISX and BBLIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JGISX or BBLIX?

JGISX has higher volatility (6.55%) compared to BBLIX (0.00%). In terms of maximum drawdown, JGISX dropped -31.32% vs BBLIX's -33.49%.

Which has better risk-adjusted returns?

JGISX currently has the higher Sharpe Ratio (1.27 vs 0.55), 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.