JLPSX vs. MCD
JLPSX (JPMorgan U.S. Large Cap Core Plus Fund) is Large Cap Blend Equities fund managed by JPMorgan, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, JLPSX returned 16.39%/yr vs 11.10%/yr for MCD. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
JLPSX vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, JLPSX achieves a 8.80% return, which is significantly higher than MCD's -11.11% return. Over the past 10 years, JLPSX has outperformed MCD with an annualized return of 16.39%, while MCD has yielded a comparatively lower 11.10% annualized return.
JLPSX
- 1D
- 1.55%
- 1M
- 2.11%
- 6M
- 8.57%
- YTD
- 8.80%
- 1Y
- 16.08%
- 3Y*
- 22.99%
- 5Y*
- 14.71%
- 10Y*
- 16.39%
- ALL TIME*
- 12.90%
MCD
- 1D
- 1.17%
- 1M
- -4.38%
- 6M
- -14.97%
- YTD
- -11.11%
- 1Y
- -9.66%
- 3Y*
- 0.11%
- 5Y*
- 4.95%
- 10Y*
- 11.10%
- ALL TIME*
- 13.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.36B | $1.26B | $1.28B |
JLPSX vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | 8.80% | 14.83% | 37.27% | 29.98% | -18.34% | 28.75% | 26.10% | 29.96% | -7.15% | 21.43% |
MCD McDonald's Corporation | -11.11% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
Correlation
The correlation between JLPSX and MCD is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2005 | 0.46 |
Over the past year, the correlation between JLPSX and MCD has dropped to 0.01 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
JLPSX vs. MCD — Risk / Return Rank
JLPSX
MCD
JLPSX vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and McDonald's Corporation (MCD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JLPSX | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.93 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.44 | +2.05 |
| Martin ratioReturn relative to average drawdown | 6.59 | -0.93 | +7.52 |
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Drawdowns
JLPSX vs. MCD - Drawdown Comparison
The maximum JLPSX drawdown since its inception was -51.33%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for JLPSX and MCD.
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Drawdown Indicators
| JLPSX | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -73.20% | +21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -21.99% | +10.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -21.99% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.68% | -21.99% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -36.90% | +1.81% |
Current DrawdownCurrent decline from peak | 0.00% | -20.35% | +20.35% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -14.90% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 10.36% | -7.66% |
Volatility
JLPSX vs. MCD - Volatility Comparison
The current volatility for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) is 4.41%, while McDonald's Corporation (MCD) has a volatility of 6.32%. This indicates that JLPSX experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLPSX | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 6.32% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 14.41% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.65% | 18.19% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 17.60% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 20.51% | +1.88% |
Dividends
JLPSX vs. MCD - Dividend Comparison
JLPSX's dividend yield for the trailing twelve months is around 2.74%, which matches MCD's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | 2.74% | 2.98% | 12.87% | 11.67% | 32.43% | 28.14% | 28.69% | 22.82% | 17.84% | 13.85% | 4.73% | 9.24% |
MCD McDonald's Corporation | 2.74% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Frequently Asked Questions
JLPSX and MCD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (6.32%) compared to JLPSX (4.41%). In terms of maximum drawdown, JLPSX dropped -51.33% vs MCD's -73.20%.
JLPSX currently has the higher Sharpe Ratio (1.31 vs -0.53), 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.
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