JLGMX vs. PARFX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and T. Rowe Price Retirement 2050 Fund (PARFX).
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. PARFX is managed by T. Rowe Price. It was launched on Dec 28, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLGMX or PARFX.
Key characteristics
| JLGMX | PARFX | |
|---|---|---|
| YTD Return | 34.52% | 17.95% |
| 1Y Return | 47.13% | 30.43% |
| 3Y Return (Ann) | 4.54% | 4.11% |
| 5Y Return (Ann) | 14.35% | 10.68% |
| 10Y Return (Ann) | 9.37% | 9.13% |
| Sharpe Ratio | 2.55 | 2.63 |
| Sortino Ratio | 3.32 | 3.60 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 1.94 | 2.07 |
| Martin Ratio | 13.37 | 17.31 |
| Ulcer Index | 3.43% | 1.71% |
| Daily Std Dev | 18.02% | 11.25% |
| Max Drawdown | -39.64% | -53.67% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between JLGMX and PARFX is 0.88, 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.
Performance
JLGMX vs. PARFX - Performance Comparison
In the year-to-date period, JLGMX achieves a 34.52% return, which is significantly higher than PARFX's 17.95% return. Both investments have delivered pretty close results over the past 10 years, with JLGMX having a 9.37% annualized return and PARFX not far behind at 9.13%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JLGMX vs. PARFX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is lower than PARFX's 0.89% expense ratio.
Risk-Adjusted Performance
JLGMX vs. PARFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and T. Rowe Price Retirement 2050 Fund (PARFX). 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. PARFX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 0.23%, less than PARFX's 0.97% 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% |
PARFX T. Rowe Price Retirement 2050 Fund | 0.97% | 1.14% | 0.90% | 0.45% | 0.63% | 1.29% | 1.22% | 1.10% | 1.07% | 1.19% | 1.05% | 0.85% |
Drawdowns
JLGMX vs. PARFX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -39.64%, smaller than the maximum PARFX drawdown of -53.67%. Use the drawdown chart below to compare losses from any high point for JLGMX and PARFX. For additional features, visit the drawdowns tool.
Volatility
JLGMX vs. PARFX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a higher volatility of 4.80% compared to T. Rowe Price Retirement 2050 Fund (PARFX) at 3.07%. This indicates that JLGMX's price experiences larger fluctuations and is considered to be riskier than PARFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.