JLGRX vs. RYGRX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
JLGRX is managed by JPMorgan. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
JLGRX vs. RYGRX - Performance Comparison
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JLGRX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | -8.51% | 14.27% | 35.30% | 34.79% | -25.27% | 18.35% | 56.25% | 39.32% | 0.65% | 38.26% |
RYGRX Rydex S&P 500 Pure Growth Fund | -0.20% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, JLGRX achieves a -8.51% return, which is significantly lower than RYGRX's -0.20% return. Over the past 10 years, JLGRX has outperformed RYGRX with an annualized return of 18.12%, while RYGRX has yielded a comparatively lower 10.37% annualized return.
JLGRX
- 1D
- 3.48%
- 1M
- -4.88%
- YTD
- -8.51%
- 6M
- -10.40%
- 1Y
- 12.55%
- 3Y*
- 20.42%
- 5Y*
- 10.59%
- 10Y*
- 18.12%
RYGRX
- 1D
- 4.71%
- 1M
- -5.64%
- YTD
- -0.20%
- 6M
- -2.96%
- 1Y
- 18.97%
- 3Y*
- 13.91%
- 5Y*
- 5.42%
- 10Y*
- 10.37%
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JLGRX vs. RYGRX - Expense Ratio Comparison
JLGRX has a 0.54% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
JLGRX vs. RYGRX — Risk / Return Rank
JLGRX
RYGRX
JLGRX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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.
| JLGRX | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.79 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.26 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.47 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.45 | 5.82 | -3.38 |
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
| JLGRX | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.79 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.23 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.46 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.38 | +0.49 |
Correlation
The correlation between JLGRX and RYGRX 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
JLGRX vs. RYGRX - Dividend Comparison
JLGRX's dividend yield for the trailing twelve months is around 12.14%, more than RYGRX's 5.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | 12.14% | 11.10% | 2.05% | 0.23% | 3.42% | 14.42% | 5.16% | 12.66% | 15.62% | 14.53% | 9.75% | 4.45% |
RYGRX Rydex S&P 500 Pure Growth Fund | 5.10% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
JLGRX vs. RYGRX - Drawdown Comparison
The maximum JLGRX drawdown since its inception was -31.84%, smaller than the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for JLGRX and RYGRX.
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Drawdown Indicators
| JLGRX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -54.22% | +22.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.77% | -13.86% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -36.57% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -31.84% | -36.63% | +4.79% |
Current DrawdownCurrent decline from peak | -13.87% | -6.98% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -9.48% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 3.50% | +2.03% |
Volatility
JLGRX vs. RYGRX - Volatility Comparison
The current volatility for JPMorgan Large Cap Growth Fund Class R5 (JLGRX) is 6.48%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 9.53%. This indicates that JLGRX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGRX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 9.53% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 15.25% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 25.40% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 23.34% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 22.71% | -1.14% |