JLGMX vs. VUG

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Vanguard Growth ETF (VUG).

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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000. Both JLGMX and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

JLGMX vs. VUG - Performance Comparison

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

JLGMX vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JLGMX JPMorgan Large Cap Growth Fund Class R6	-8.48%	14.38%	35.40%	34.95%	-25.20%	18.48%	56.39%	39.47%	0.74%	38.41%
VUG Vanguard Growth ETF	-9.39%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Returns By Period

In the year-to-date period, JLGMX achieves a -8.48% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, JLGMX has outperformed VUG with an annualized return of 18.24%, while VUG has yielded a comparatively lower 16.16% annualized return.

JLGMX

• 1D: 3.48%
• 1M: -4.87%
• YTD: -8.48%
• 6M: -10.35%
• 1Y: 12.67%
• 3Y*: 20.55%
• 5Y*: 10.71%
• 10Y*: 18.24%

VUG

• 1D: 1.09%
• 1M: -4.37%
• YTD: -9.39%
• 6M: -8.17%
• 1Y: 18.52%
• 3Y*: 21.59%
• 5Y*: 11.67%
• 10Y*: 16.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JLGMX vs. VUG - Expense Ratio Comparison

JLGMX has a 0.44% expense ratio, which is higher than VUG's 0.03% expense ratio.

JLGMX

JPMorgan Large Cap Growth Fund Class R6

VUG

Vanguard Growth ETF

Return for Risk

JLGMX vs. VUG — Risk / Return Rank

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

JLGMX

JLGMX Risk / Return Rank: 25
JLGMX Sharpe Ratio Rank: 24
JLGMX Sortino Ratio Rank: 26
JLGMX Omega Ratio Rank: 25
JLGMX Calmar Ratio Rank: 27
JLGMX Martin Ratio Rank: 22

VUG

VUG Risk / Return Rank: 44
VUG Sharpe Ratio Rank: 42
VUG Sortino Ratio Rank: 46
VUG Omega Ratio Rank: 46
VUG Calmar Ratio Rank: 44
VUG Martin Ratio Rank: 43

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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and Vanguard Growth ETF (VUG). 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.

	JLGMX	VUG	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.82	-0.18
Sortino ratio Return per unit of downside risk	1.05	1.32	-0.27
Omega ratio Gain probability vs. loss probability	1.15	1.19	-0.04
Calmar ratio Return relative to maximum drawdown	0.81	1.19	-0.37
Martin ratio Return relative to average drawdown	2.47	4.15	-1.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JLGMX vs. VUG - Sharpe Ratio Comparison

The current JLGMX Sharpe Ratio is 0.64, which is comparable to the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of JLGMX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JLGMX	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.82	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.53	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	0.76	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.57	+0.22

Correlation

The correlation between JLGMX and VUG 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.

Dividends

JLGMX vs. VUG - Dividend Comparison

JLGMX's dividend yield for the trailing twelve months is around 12.06%, more than VUG's 0.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JLGMX JPMorgan Large Cap Growth Fund Class R6	12.06%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Drawdowns

JLGMX vs. VUG - Drawdown Comparison

The maximum JLGMX drawdown since its inception was -31.82%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JLGMX and VUG.

Drawdown Indicators

	JLGMX	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-31.82%	-50.68%	+18.86%
Max Drawdown (1Y) Largest decline over 1 year	-16.73%	-16.53%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-31.13%	-35.61%	+4.48%
Max Drawdown (10Y) Largest decline over 10 years	-31.82%	-35.61%	+3.79%
Current Drawdown Current decline from peak	-13.83%	-12.25%	-1.58%
Average Drawdown Average peak-to-trough decline	-5.82%	-7.13%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	4.72%	+0.79%

Volatility

JLGMX vs. VUG - Volatility Comparison

The current volatility for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) is 6.48%, while Vanguard Growth ETF (VUG) has a volatility of 7.12%. This indicates that JLGMX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JLGMX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.48%	7.12%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	12.70%	-0.16%
Volatility (1Y) Calculated over the trailing 1-year period	21.14%	22.70%	-1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.25%	22.22%	-1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.54%	21.38%	+0.16%