JLGMX vs. JEPAX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
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. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JLGMX vs. JEPAX - Performance Comparison
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JLGMX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -7.59% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 17.85% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.34% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JLGMX achieves a -7.59% return, which is significantly lower than JEPAX's -0.34% return.
JLGMX
- 1D
- 0.97%
- 1M
- -2.80%
- YTD
- -7.59%
- 6M
- -9.68%
- 1Y
- 12.81%
- 3Y*
- 20.94%
- 5Y*
- 10.92%
- 10Y*
- 18.35%
JEPAX
- 1D
- 0.14%
- 1M
- -4.16%
- YTD
- -0.34%
- 6M
- 2.27%
- 1Y
- 6.41%
- 3Y*
- 8.96%
- 5Y*
- 7.69%
- 10Y*
- —
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JLGMX vs. JEPAX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JLGMX vs. JEPAX — Risk / Return Rank
JLGMX
JEPAX
JLGMX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
| JLGMX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.50 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.81 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.66 | +0.21 |
Martin ratioReturn relative to average drawdown | 2.61 | 3.00 | -0.39 |
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
| JLGMX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.50 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.53 | +0.27 |
Correlation
The correlation between JLGMX and JEPAX is 0.64, 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
JLGMX vs. JEPAX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 11.95%, more than JEPAX's 7.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 11.95% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.30% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JLGMX vs. JEPAX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -31.82%, roughly equal to the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JLGMX and JEPAX.
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Drawdown Indicators
| JLGMX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.82% | -32.69% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -16.73% | -7.56% | -9.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -13.74% | -17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -31.82% | — | — |
Current DrawdownCurrent decline from peak | -13.00% | -5.39% | -7.61% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -3.06% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 2.29% | +3.28% |
Volatility
JLGMX vs. JEPAX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a higher volatility of 6.50% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.10%. This indicates that JLGMX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGMX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 4.10% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 6.74% | +5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 13.72% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 11.43% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 15.03% | +6.51% |