JLGRX vs. SWLGX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
JLGRX is managed by JPMorgan. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
JLGRX vs. SWLGX - Performance Comparison
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JLGRX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | -11.58% | 14.27% | 35.30% | 34.79% | -25.27% | 18.35% | 56.25% | 39.32% | 0.65% | -0.92% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, JLGRX achieves a -11.58% return, which is significantly higher than SWLGX's -13.06% return.
JLGRX
- 1D
- -0.65%
- 1M
- -8.18%
- YTD
- -11.58%
- 6M
- -13.22%
- 1Y
- 9.51%
- 3Y*
- 19.06%
- 5Y*
- 10.18%
- 10Y*
- 17.72%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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JLGRX vs. SWLGX - Expense Ratio Comparison
JLGRX has a 0.54% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
JLGRX vs. SWLGX — Risk / Return Rank
JLGRX
SWLGX
JLGRX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.66 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.10 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.72 | -0.30 |
Martin ratioReturn relative to average drawdown | 1.27 | 2.51 | -1.24 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.66 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.68 | +0.18 |
Correlation
The correlation between JLGRX and SWLGX is 0.97, 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. SWLGX - Dividend Comparison
JLGRX's dividend yield for the trailing twelve months is around 12.56%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLGRX JPMorgan Large Cap Growth Fund Class R5 | 12.56% | 11.10% | 2.05% | 0.23% | 3.42% | 14.42% | 5.16% | 12.66% | 15.62% | 14.53% | 9.75% | 4.45% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
JLGRX vs. SWLGX - Drawdown Comparison
The maximum JLGRX drawdown since its inception was -31.84%, roughly equal to the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JLGRX and SWLGX.
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Drawdown Indicators
| JLGRX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -32.69% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.77% | -16.16% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -32.69% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.84% | — | — |
Current DrawdownCurrent decline from peak | -16.77% | -16.16% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -7.13% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 4.62% | +0.84% |
Volatility
JLGRX vs. SWLGX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 5.23% and 5.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLGRX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 5.38% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 11.82% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.90% | 22.31% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 21.47% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 22.78% | -1.23% |