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JLPSX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JLPSX vs. SGOIX

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and First Eagle Overseas Fund Class I (SGOIX).

JLPSX is managed by JPMorgan. It was launched on Nov 1, 2005. SGOIX is managed by First Eagle.

Performance

JLPSX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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JLPSX vs. SGOIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JLPSX
JPMorgan U.S. Large Cap Core Plus Fund		-6.67%14.83%37.27%29.98%-18.34%28.75%26.10%29.96%-7.15%21.43%
SGOIX
First Eagle Overseas Fund Class I		3.80%39.06%6.45%10.73%-7.86%5.25%7.25%17.90%-9.95%14.38%

Returns By Period

In the year-to-date period, JLPSX achieves a -6.67% return, which is significantly lower than SGOIX's 3.80% return. Over the past 10 years, JLPSX has outperformed SGOIX with an annualized return of 15.26%, while SGOIX has yielded a comparatively lower 8.31% annualized return.

JLPSX

1D
3.05%
1M
-5.34%
YTD
-6.67%
6M
-4.59%
1Y
12.84%
3Y*
21.12%
5Y*
13.31%
10Y*
15.26%

SGOIX

1D
2.33%
1M
-7.69%
YTD
3.80%
6M
9.66%
1Y
29.85%
3Y*
16.77%
5Y*
10.05%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPMorgan U.S. Large Cap Core Plus Fund

First Eagle Overseas Fund Class I

Often compared with JLPSX:
JLPSX vs. FSPGXJLPSX vs. SWPPXJLPSX vs. VOOJLPSX vs. FNCMXJLPSX vs. SPYJLPSX vs. BRK-BJLPSX vs. ^GSPC
Often compared with SGOIX:
SGOIX vs. SGIIXSGOIX vs. ^GSPCSGOIX vs. SPYSGOIX vs. FIGRXSGOIX vs. FSPSXSGOIX vs. FXAIXSGOIX vs. IDMO

JLPSX vs. SGOIX - Expense Ratio Comparison

JLPSX has a 1.45% expense ratio, which is higher than SGOIX's 0.88% expense ratio.

JLPSX
JPMorgan U.S. Large Cap Core Plus Fund
SGOIX
First Eagle Overseas Fund Class I

Return for Risk

JLPSX vs. SGOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JLPSX
JLPSX Risk / Return Rank: 3636
Overall Rank
JLPSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JLPSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JLPSX Omega Ratio Rank: 3333
Omega Ratio Rank
JLPSX Calmar Ratio Rank: 4444
Calmar Ratio Rank
JLPSX Martin Ratio Rank: 4343
Martin Ratio Rank
SGOIX
SGOIX Risk / Return Rank: 9292
Overall Rank
SGOIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 9292
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

JLPSX vs. SGOIX - 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 First Eagle Overseas Fund Class I (SGOIX). 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.

JLPSXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.21

-1.48

Sortino ratio

Return per unit of downside risk

1.16

2.80

-1.64

Omega ratio

Gain probability vs. loss probability

1.17

1.44

-0.26

Calmar ratio

Return relative to maximum drawdown

1.18

2.59

-1.40

Martin ratio

Return relative to average drawdown

4.57

10.79

-6.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JLPSX vs. SGOIX - Sharpe Ratio Comparison

The current JLPSX Sharpe Ratio is 0.73, which is lower than the SGOIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of JLPSX and SGOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

JLPSXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.21

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.86

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.73

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.88

-0.31

Correlation

The correlation between JLPSX and SGOIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JLPSX vs. SGOIX - Dividend Comparison

JLPSX's dividend yield for the trailing twelve months is around 3.19%, less than SGOIX's 8.15% yield.

TTM20252024202320222021202020192018201720162015
JLPSX
JPMorgan U.S. Large Cap Core Plus Fund		3.19%2.98%12.87%11.67%32.43%28.14%28.69%22.82%17.84%13.85%4.73%9.24%
SGOIX
First Eagle Overseas Fund Class I		8.15%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Drawdowns

JLPSX vs. SGOIX - Drawdown Comparison

The maximum JLPSX drawdown since its inception was -51.33%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for JLPSX and SGOIX.

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Drawdown Indicators

JLPSXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-35.54%

-15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-11.35%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-21.39%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-24.79%

-10.30%

Current Drawdown

Current decline from peak

-8.35%

-8.91%

+0.56%

Average Drawdown

Average peak-to-trough decline

-7.00%

-4.57%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.72%

+0.31%

Volatility

JLPSX vs. SGOIX - Volatility Comparison

The current volatility for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) is 5.82%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 6.40%. This indicates that JLPSX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JLPSXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

6.40%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

9.85%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

13.64%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

11.77%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

11.37%

+11.03%