JLGMX vs. FXAIX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Fidelity 500 Index Fund (FXAIX).
JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLGMX or FXAIX.
Performance
JLGMX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, JLGMX achieves a 33.65% return, which is significantly higher than FXAIX's 26.70% return. Over the past 10 years, JLGMX has underperformed FXAIX with an annualized return of 9.18%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
JLGMX
33.65%
3.37%
12.38%
38.73%
13.56%
9.18%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| JLGMX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.68 |
| Sortino Ratio | 2.85 | 3.58 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 1.87 | 3.89 |
| Martin Ratio | 11.24 | 17.48 |
| Ulcer Index | 3.44% | 1.88% |
| Daily Std Dev | 17.96% | 12.24% |
| Max Drawdown | -39.64% | -33.79% |
| Current Drawdown | -0.95% | -0.46% |
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JLGMX vs. FXAIX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between JLGMX and FXAIX is 0.90, 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.
Risk-Adjusted Performance
JLGMX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
JLGMX vs. FXAIX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 0.23%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.23% | 0.31% | 0.61% | 0.00% | 0.12% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
JLGMX vs. FXAIX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -39.64%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for JLGMX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
JLGMX vs. FXAIX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a higher volatility of 4.99% compared to Fidelity 500 Index Fund (FXAIX) at 3.96%. This indicates that JLGMX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.