JLGMX vs. WFSPX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and iShares S&P 500 Index Fund (WFSPX).
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. WFSPX is managed by Blackrock. It was launched on Jul 30, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLGMX or WFSPX.
Performance
JLGMX vs. WFSPX - Performance Comparison
Returns By Period
In the year-to-date period, JLGMX achieves a 33.65% return, which is significantly higher than WFSPX's 26.56% return. Over the past 10 years, JLGMX has underperformed WFSPX with an annualized return of 9.18%, while WFSPX has yielded a comparatively higher 12.92% annualized return.
JLGMX
33.65%
3.37%
12.38%
38.73%
13.56%
9.18%
WFSPX
26.56%
3.08%
13.18%
32.61%
15.48%
12.92%
Key characteristics
| JLGMX | WFSPX | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.67 |
| Sortino Ratio | 2.85 | 3.56 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 1.87 | 3.86 |
| Martin Ratio | 11.24 | 17.35 |
| Ulcer Index | 3.44% | 1.88% |
| Daily Std Dev | 17.96% | 12.23% |
| Max Drawdown | -39.64% | -89.72% |
| Current Drawdown | -0.95% | -0.46% |
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JLGMX vs. WFSPX - Expense Ratio Comparison
JLGMX has a 0.44% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Correlation
The correlation between JLGMX and WFSPX is 0.90, 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. WFSPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R6 (JLGMX) and iShares S&P 500 Index Fund (WFSPX). 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. WFSPX - Dividend Comparison
JLGMX's dividend yield for the trailing twelve months is around 0.23%, less than WFSPX's 1.20% 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% |
WFSPX iShares S&P 500 Index Fund | 1.20% | 1.44% | 1.69% | 1.25% | 1.55% | 1.99% | 2.03% | 1.74% | 2.07% | 1.95% | 1.84% | 1.70% |
Drawdowns
JLGMX vs. WFSPX - Drawdown Comparison
The maximum JLGMX drawdown since its inception was -39.64%, smaller than the maximum WFSPX drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for JLGMX and WFSPX. For additional features, visit the drawdowns tool.
Volatility
JLGMX vs. WFSPX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a higher volatility of 4.99% compared to iShares S&P 500 Index Fund (WFSPX) at 3.96%. This indicates that JLGMX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.