JLGQX vs. PRPFX
Compare and contrast key facts about JPMorgan Large Cap Growth R4 (JLGQX) and Permanent Portfolio Permanent Portfolio (PRPFX).
JLGQX is managed by JPMorgan. It was launched on Sep 12, 2016. PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Performance
JLGQX vs. PRPFX - Performance Comparison
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JLGQX vs. PRPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGQX JPMorgan Large Cap Growth R4 | -11.61% | 14.08% | 35.14% | 34.61% | -25.39% | 18.17% | 55.99% | 39.17% | 0.47% | 36.87% |
PRPFX Permanent Portfolio Permanent Portfolio | 2.72% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% | -7.02% | 10.63% |
Returns By Period
In the year-to-date period, JLGQX achieves a -11.61% return, which is significantly lower than PRPFX's 2.72% return.
JLGQX
- 1D
- -0.63%
- 1M
- -8.19%
- YTD
- -11.61%
- 6M
- -13.28%
- 1Y
- 9.35%
- 3Y*
- 18.90%
- 5Y*
- 10.02%
- 10Y*
- —
PRPFX
- 1D
- -0.31%
- 1M
- -7.34%
- YTD
- 2.72%
- 6M
- 8.96%
- 1Y
- 25.00%
- 3Y*
- 19.97%
- 5Y*
- 12.20%
- 10Y*
- 10.84%
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JLGQX vs. PRPFX - Expense Ratio Comparison
JLGQX has a 0.69% expense ratio, which is lower than PRPFX's 0.81% expense ratio.
Return for Risk
JLGQX vs. PRPFX — Risk / Return Rank
JLGQX
PRPFX
JLGQX vs. PRPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth R4 (JLGQX) and Permanent Portfolio Permanent Portfolio (PRPFX). 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.
| JLGQX | PRPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.86 | -1.40 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.31 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.07 | -2.66 |
Martin ratioReturn relative to average drawdown | 1.24 | 11.17 | -9.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JLGQX | PRPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.86 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.11 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.80 | +0.05 |
Correlation
The correlation between JLGQX and PRPFX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JLGQX vs. PRPFX - Dividend Comparison
JLGQX's dividend yield for the trailing twelve months is around 12.95%, more than PRPFX's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGQX JPMorgan Large Cap Growth R4 | 12.95% | 11.45% | 2.01% | 0.15% | 3.44% | 14.95% | 5.31% | 12.99% | 15.98% | 14.79% | 0.00% | 0.00% |
PRPFX Permanent Portfolio Permanent Portfolio | 3.18% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
Drawdowns
JLGQX vs. PRPFX - Drawdown Comparison
The maximum JLGQX drawdown since its inception was -31.84%, which is greater than PRPFX's maximum drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for JLGQX and PRPFX.
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Drawdown Indicators
| JLGQX | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -27.16% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -16.82% | -8.10% | -8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -15.49% | -15.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | -16.82% | -8.10% | -8.72% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.52% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 2.22% | +3.25% |
Volatility
JLGQX vs. PRPFX - Volatility Comparison
JPMorgan Large Cap Growth R4 (JLGQX) has a higher volatility of 5.22% compared to Permanent Portfolio Permanent Portfolio (PRPFX) at 3.59%. This indicates that JLGQX's price experiences larger fluctuations and is considered to be riskier than PRPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGQX | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.59% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 11.32% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.91% | 13.77% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 11.04% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 10.57% | +11.55% |