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JLGMX vs. VHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLGMX vs. VHIAX - Performance Comparison

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

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JLGMX vs. VHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-7.59%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%
VHIAX
JPMorgan Growth Advantage Fund
-7.76%15.50%39.19%39.81%-30.24%21.60%53.26%35.92%-1.52%35.19%

Returns By Period

The year-to-date returns for both stocks are quite close, with JLGMX having a -7.59% return and VHIAX slightly lower at -7.76%. Both investments have delivered pretty close results over the past 10 years, with JLGMX having a 18.35% annualized return and VHIAX not far behind at 17.69%.


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%

VHIAX

1D
0.99%
1M
-2.98%
YTD
-7.76%
6M
-8.34%
1Y
15.80%
3Y*
22.63%
5Y*
11.09%
10Y*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JLGMX vs. VHIAX - Expense Ratio Comparison

JLGMX has a 0.44% expense ratio, which is lower than VHIAX's 1.04% expense ratio.


Return for Risk

JLGMX vs. VHIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLGMX
JLGMX Risk / Return Rank: 2020
Overall Rank
JLGMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2121
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 1818
Martin Ratio Rank

VHIAX
VHIAX Risk / Return Rank: 2828
Overall Rank
VHIAX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VHIAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VHIAX Omega Ratio Rank: 2929
Omega Ratio Rank
VHIAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VHIAX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JLGMX vs. VHIAX - 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 Growth Advantage Fund (VHIAX). 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.


JLGMXVHIAXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.76

-0.11

Sortino ratio

Return per unit of downside risk

1.07

1.24

-0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.87

1.16

-0.29

Martin ratio

Return relative to average drawdown

2.61

3.66

-1.05

JLGMX vs. VHIAX - Sharpe Ratio Comparison

The current JLGMX Sharpe Ratio is 0.65, which is comparable to the VHIAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JLGMX and VHIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JLGMXVHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.76

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.50

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.80

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.34

+0.46

Correlation

The correlation between JLGMX and VHIAX is 0.97, 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.


Dividends

JLGMX vs. VHIAX - Dividend Comparison

JLGMX's dividend yield for the trailing twelve months is around 11.95%, less than VHIAX's 13.76% yield.


TTM20252024202320222021202020192018201720162015
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%
VHIAX
JPMorgan Growth Advantage Fund
13.76%12.70%12.63%0.64%0.43%15.55%10.33%9.95%9.93%4.25%0.00%3.55%

Drawdowns

JLGMX vs. VHIAX - Drawdown Comparison

The maximum JLGMX drawdown since its inception was -31.82%, smaller than the maximum VHIAX drawdown of -85.49%. Use the drawdown chart below to compare losses from any high point for JLGMX and VHIAX.


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Drawdown Indicators


JLGMXVHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.82%

-85.49%

+53.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.73%

-15.76%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-35.25%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-31.82%

-35.25%

+3.43%

Current Drawdown

Current decline from peak

-13.00%

-11.64%

-1.36%

Average Drawdown

Average peak-to-trough decline

-5.83%

-40.35%

+34.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

4.98%

+0.59%

Volatility

JLGMX vs. VHIAX - Volatility Comparison

The current volatility for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) is 6.50%, while JPMorgan Growth Advantage Fund (VHIAX) has a volatility of 6.94%. This indicates that JLGMX experiences smaller price fluctuations and is considered to be less risky than VHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLGMXVHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.94%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

12.67%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

22.64%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

22.44%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

22.16%

-0.62%