JLGQX vs. SCHX
Compare and contrast key facts about JPMorgan Large Cap Growth R4 (JLGQX) and Schwab U.S. Large-Cap ETF (SCHX).
JLGQX is managed by JPMorgan. It was launched on Sep 12, 2016. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
JLGQX vs. SCHX - Performance Comparison
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JLGQX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGQX JPMorgan Large Cap Growth R4 | -8.53% | 14.08% | 35.14% | 34.61% | -25.39% | 18.17% | 55.99% | 39.17% | 0.47% | 36.87% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.02% |
Returns By Period
In the year-to-date period, JLGQX achieves a -8.53% return, which is significantly lower than SCHX's -3.70% return.
JLGQX
- 1D
- 3.48%
- 1M
- -4.89%
- YTD
- -8.53%
- 6M
- -10.47%
- 1Y
- 12.38%
- 3Y*
- 20.26%
- 5Y*
- 10.44%
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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JLGQX vs. SCHX - Expense Ratio Comparison
JLGQX has a 0.69% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
JLGQX vs. SCHX — Risk / Return Rank
JLGQX
SCHX
JLGQX vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth R4 (JLGQX) and Schwab U.S. Large-Cap ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.98 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.50 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.51 | -0.72 |
Martin ratioReturn relative to average drawdown | 2.41 | 7.02 | -4.61 |
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 | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.98 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.66 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.80 | +0.06 |
Correlation
The correlation between JLGQX and SCHX is 0.91, 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
JLGQX vs. SCHX - Dividend Comparison
JLGQX's dividend yield for the trailing twelve months is around 12.51%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGQX JPMorgan Large Cap Growth R4 | 12.51% | 11.45% | 2.01% | 0.15% | 3.44% | 14.95% | 5.31% | 12.99% | 15.98% | 14.79% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
JLGQX vs. SCHX - Drawdown Comparison
The maximum JLGQX drawdown since its inception was -31.84%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for JLGQX and SCHX.
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Drawdown Indicators
| JLGQX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -34.33% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -16.82% | -12.19% | -4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -25.41% | -5.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -13.92% | -5.67% | -8.25% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -4.00% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.62% | +2.92% |
Volatility
JLGQX vs. SCHX - Volatility Comparison
JPMorgan Large Cap Growth R4 (JLGQX) has a higher volatility of 6.48% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that JLGQX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGQX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 5.36% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 9.67% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 18.33% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 17.13% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.15% | 18.13% | +4.02% |