JLGIX vs. VTMGX
Compare and contrast key facts about JAG Large Cap Growth Fund (JLGIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
JLGIX is managed by JAG Capital Management. It was launched on Dec 22, 2011. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
JLGIX vs. VTMGX - Performance Comparison
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JLGIX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGIX JAG Large Cap Growth Fund | -8.63% | 13.23% | 36.53% | 40.58% | -30.99% | 15.30% | 40.47% | 21.10% | 0.43% | 34.90% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, JLGIX achieves a -8.63% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, JLGIX has outperformed VTMGX with an annualized return of 14.62%, while VTMGX has yielded a comparatively lower 9.31% annualized return.
JLGIX
- 1D
- 4.05%
- 1M
- -6.41%
- YTD
- -8.63%
- 6M
- -6.53%
- 1Y
- 16.20%
- 3Y*
- 21.60%
- 5Y*
- 9.22%
- 10Y*
- 14.62%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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JLGIX vs. VTMGX - Expense Ratio Comparison
JLGIX has a 1.26% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
JLGIX vs. VTMGX — Risk / Return Rank
JLGIX
VTMGX
JLGIX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JAG Large Cap Growth Fund (JLGIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| JLGIX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.79 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.35 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.44 | -1.36 |
Martin ratioReturn relative to average drawdown | 3.96 | 9.56 | -5.60 |
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
| JLGIX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.79 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.55 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.57 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.29 | +0.40 |
Correlation
The correlation between JLGIX and VTMGX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JLGIX vs. VTMGX - Dividend Comparison
JLGIX's dividend yield for the trailing twelve months is around 32.15%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGIX JAG Large Cap Growth Fund | 32.15% | 29.37% | 16.00% | 9.48% | 1.57% | 19.56% | 13.06% | 8.82% | 14.57% | 15.31% | 6.07% | 4.46% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
JLGIX vs. VTMGX - Drawdown Comparison
The maximum JLGIX drawdown since its inception was -38.00%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for JLGIX and VTMGX.
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Drawdown Indicators
| JLGIX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -60.58% | +22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -11.67% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -29.71% | -8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -35.68% | -2.32% |
Current DrawdownCurrent decline from peak | -12.31% | -9.01% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -14.74% | +7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 2.97% | +1.30% |
Volatility
JLGIX vs. VTMGX - Volatility Comparison
JAG Large Cap Growth Fund (JLGIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) have volatilities of 7.60% and 7.83%, 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
| JLGIX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 7.83% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.36% | 11.28% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 16.68% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 15.65% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 16.45% | +5.98% |