PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JLGMX vs. PARFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

JLGMX vs. PARFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and T. Rowe Price Retirement 2050 Fund (PARFX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.76%
8.03%
JLGMX
PARFX

Returns By Period

In the year-to-date period, JLGMX achieves a 34.66% 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 9.23% annualized return and PARFX not far behind at 9.03%.


JLGMX

YTD

34.66%

1M

3.42%

6M

12.76%

1Y

39.96%

5Y (annualized)

13.21%

10Y (annualized)

9.23%

PARFX

YTD

17.95%

1M

2.34%

6M

8.03%

1Y

24.57%

5Y (annualized)

10.29%

10Y (annualized)

9.03%

Key characteristics


JLGMXPARFX
Sharpe Ratio2.222.22
Sortino Ratio2.933.02
Omega Ratio1.401.40
Calmar Ratio1.932.41
Martin Ratio11.6014.16
Ulcer Index3.45%1.74%
Daily Std Dev17.95%11.07%
Max Drawdown-39.64%-53.67%
Current Drawdown-0.20%-0.10%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JLGMX vs. PARFX - Expense Ratio Comparison

JLGMX has a 0.44% expense ratio, which is lower than PARFX's 0.89% expense ratio.


PARFX
T. Rowe Price Retirement 2050 Fund
Expense ratio chart for PARFX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for JLGMX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Correlation

The correlation between JLGMX and PARFX is 0.87, 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.


-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for JLGMX, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.005.002.222.22
The chart of Sortino ratio for JLGMX, currently valued at 2.93, compared to the broader market0.005.0010.002.933.02
The chart of Omega ratio for JLGMX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.40
The chart of Calmar ratio for JLGMX, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.932.41
The chart of Martin ratio for JLGMX, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.0011.6014.16
JLGMX
PARFX

The current JLGMX Sharpe Ratio is 2.22, which is comparable to the PARFX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of JLGMX and PARFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.22
2.22
JLGMX
PARFX

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.


TTM20232022202120202019201820172016201520142013
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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.20%
-0.10%
JLGMX
PARFX

Volatility

JLGMX vs. PARFX - Volatility Comparison

JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a higher volatility of 5.07% compared to T. Rowe Price Retirement 2050 Fund (PARFX) at 3.01%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.07%
3.01%
JLGMX
PARFX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab