JLGMX vs. SWLGX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
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. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017. Both JLGMX and SWLGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLGMX or SWLGX.
Key characteristics
| JLGMX | SWLGX | |
|---|---|---|
| YTD Return | 34.92% | 32.22% |
| 1Y Return | 44.81% | 42.61% |
| 3Y Return (Ann) | 4.58% | 10.49% |
| 5Y Return (Ann) | 14.03% | 20.03% |
| Sharpe Ratio | 2.50 | 2.55 |
| Sortino Ratio | 3.26 | 3.27 |
| Omega Ratio | 1.45 | 1.47 |
| Calmar Ratio | 2.02 | 3.24 |
| Martin Ratio | 13.05 | 12.73 |
| Ulcer Index | 3.43% | 3.34% |
| Daily Std Dev | 17.91% | 16.67% |
| Max Drawdown | -39.64% | -32.69% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JLGMX and SWLGX is 0.96, 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. SWLGX - Performance Comparison
In the year-to-date period, JLGMX achieves a 34.92% return, which is significantly higher than SWLGX's 32.22% return. 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. SWLGX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Risk-Adjusted Performance
JLGMX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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. SWLGX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 0.23%, less than SWLGX's 0.51% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JLGMX vs. SWLGX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -39.64%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JLGMX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
JLGMX vs. SWLGX - Volatility Comparison
The current volatility for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) is 4.76%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.05%. This indicates that JLGMX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.