JLGRX vs. TVRIX

Last updated Jun 5, 2026

JLGRX (JPMorgan Large Cap Growth Fund Class R5) and TVRIX (Guggenheim Directional Allocation Fund) are both Large Cap Growth Equities funds. Over the past 10 years, JLGRX returned 19.96%/yr vs 10.21%/yr for TVRIX. Their correlation of 0.84 suggests significant overlap in exposure. JLGRX charges 0.54%/yr vs 1.09%/yr for TVRIX.

Performance

JLGRX vs. TVRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Guggenheim Directional Allocation Fund (TVRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JLGRX achieves a 7.16% return, which is significantly lower than TVRIX's 11.50% return. Over the past 10 years, JLGRX has outperformed TVRIX with an annualized return of 19.96%, while TVRIX has yielded a comparatively lower 10.21% annualized return.

JLGRX

• 1D: -0.70%
• 1M: 5.22%
• YTD: 7.16%
• 6M: 5.30%
• 1Y: 20.31%
• 3Y*: 23.66%
• 5Y*: 13.47%
• 10Y*: 19.96%

TVRIX

• 1D: -0.54%
• 1M: 5.99%
• YTD: 11.50%
• 6M: 11.42%
• 1Y: 25.84%
• 3Y*: 14.46%
• 5Y*: 7.36%
• 10Y*: 10.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JLGRX vs. TVRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JLGRX JPMorgan Large Cap Growth Fund Class R5	7.16%	14.27%	35.30%	34.79%	-25.27%	18.35%	56.25%	39.32%	0.65%	38.26%
TVRIX Guggenheim Directional Allocation Fund	11.50%	13.83%	7.87%	11.00%	-17.53%	27.30%	5.08%	30.45%	-7.53%	23.45%

Correlation

The correlation between JLGRX and TVRIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 19, 2012	0.84

The correlation between JLGRX and TVRIX shifts across timeframes, from 0.79 (5 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

JLGRX vs. TVRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLGRX

JLGRX Risk / Return Rank: 19
JLGRX Sharpe Ratio Rank: 23
JLGRX Sortino Ratio Rank: 21
JLGRX Omega Ratio Rank: 22
JLGRX Calmar Ratio Rank: 14
JLGRX Martin Ratio Rank: 13

TVRIX

TVRIX Risk / Return Rank: 74
TVRIX Sharpe Ratio Rank: 80
TVRIX Sortino Ratio Rank: 75
TVRIX Omega Ratio Rank: 72
TVRIX Calmar Ratio Rank: 67
TVRIX Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JLGRX vs. TVRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class R5 (JLGRX) and Guggenheim Directional Allocation Fund (TVRIX). 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	TVRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.59	-1.25
Sortino ratio: Return per unit of downside risk	1.87	3.61	-1.74
Omega ratio: Gain probability vs. loss probability	1.24	1.47	-0.23
Calmar ratio: Return relative to maximum drawdown	1.25	3.10	-1.85
Martin ratio: Return relative to average drawdown	3.56	14.21	-10.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JLGRX vs. TVRIX - Sharpe Ratio Comparison

The current JLGRX Sharpe Ratio is 1.34, which is lower than the TVRIX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of JLGRX and TVRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JLGRX	TVRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	2.59	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.51	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.57	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	0.61	+0.30

Drawdowns

JLGRX vs. TVRIX - Drawdown Comparison

The maximum JLGRX drawdown since its inception was -31.84%, smaller than the maximum TVRIX drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for JLGRX and TVRIX.

Drawdown Indicators

	JLGRX	TVRIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.84%	-39.36%	+7.52%
Max Drawdown (1Y) Largest decline over 1 year	-16.77%	-8.45%	-8.32%
Max Drawdown (3Y) Largest decline over 3 years	-21.48%	-24.87%	+3.39%
Max Drawdown (5Y) Largest decline over 5 years	-31.17%	-24.87%	-6.30%
Max Drawdown (10Y) Largest decline over 10 years	-31.84%	-39.36%	+7.52%
Current Drawdown Current decline from peak	-0.70%	-0.54%	-0.16%
Average Drawdown Average peak-to-trough decline	-5.57%	-6.05%	+0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	1.84%	+4.03%

Volatility

JLGRX vs. TVRIX - Volatility Comparison

JPMorgan Large Cap Growth Fund Class R5 (JLGRX) has a higher volatility of 3.97% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.27%. This indicates that JLGRX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JLGRX	TVRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	3.27%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	7.89%	+3.33%
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	10.09%	+5.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.19%	14.43%	+5.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.60%	17.82%	+3.78%

JLGRX vs. TVRIX - Expense Ratio Comparison

JLGRX has a 0.54% expense ratio, which is lower than TVRIX's 1.09% expense ratio.

Dividends

JLGRX vs. TVRIX - Dividend Comparison

JLGRX's dividend yield for the trailing twelve months is around 10.36%, more than TVRIX's 8.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JLGRX JPMorgan Large Cap Growth Fund Class R5	10.36%	11.10%	2.05%	0.23%	3.42%	14.42%	5.16%	12.66%	15.62%	14.53%	9.75%	4.45%
TVRIX Guggenheim Directional Allocation Fund	8.64%	9.64%	0.00%	2.03%	0.71%	14.34%	0.30%	16.62%	14.33%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JLGRX and TVRIX in my portfolio?

JLGRX and TVRIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JLGRX or TVRIX?

JLGRX has higher volatility (3.97%) compared to TVRIX (3.27%). In terms of maximum drawdown, JLGRX dropped -31.84% vs TVRIX's -39.36%.

Which has better risk-adjusted returns?

TVRIX currently has the higher Sharpe Ratio (2.59 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.