JLGMX vs. VIGIX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
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. VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLGMX or VIGIX.
Performance
JLGMX vs. VIGIX - Performance Comparison
Returns By Period
In the year-to-date period, JLGMX achieves a 33.65% return, which is significantly higher than VIGIX's 30.61% return. Over the past 10 years, JLGMX has underperformed VIGIX with an annualized return of 9.18%, while VIGIX has yielded a comparatively higher 15.52% annualized return.
JLGMX
33.65%
3.37%
12.38%
38.73%
13.56%
9.18%
VIGIX
30.61%
4.25%
14.07%
36.05%
19.12%
15.52%
Key characteristics
| JLGMX | VIGIX | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.12 |
| Sortino Ratio | 2.85 | 2.75 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 1.87 | 2.79 |
| Martin Ratio | 11.24 | 10.96 |
| Ulcer Index | 3.44% | 3.29% |
| Daily Std Dev | 17.96% | 17.01% |
| Max Drawdown | -39.64% | -57.17% |
| Current Drawdown | -0.95% | -1.06% |
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JLGMX vs. VIGIX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is higher than VIGIX's 0.04% expense ratio.
Correlation
The correlation between JLGMX and VIGIX 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.
Risk-Adjusted Performance
JLGMX vs. VIGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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. VIGIX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 0.23%, less than VIGIX's 0.49% 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% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
Drawdowns
JLGMX vs. VIGIX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -39.64%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for JLGMX and VIGIX. For additional features, visit the drawdowns tool.
Volatility
JLGMX vs. VIGIX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 4.99% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.