JGVVX vs. SPY

In the year-to-date period, JGVVX achieves a -0.49% return, which is significantly lower than SPY's 0.98% return. Over the past 10 years, JGVVX has outperformed SPY with an annualized return of 16.18%, while SPY has yielded a comparatively lower 12.73% annualized return.

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JGVVX has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (JGVVX) and 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.

The current JGVVX Sharpe Ratio is 0.50, which is comparable to the SPY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JGVVX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JGVVX's dividend yield for the trailing twelve months is around 5.64%, more than SPY's 1.21% yield.

The maximum JGVVX drawdown since its inception was -34.92%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JGVVX and SPY.

JPMorgan Growth Advantage Fund (JGVVX) has a higher volatility of 5.63% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that JGVVX'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.