JLPSX vs. SSSYX
Compare and contrast key facts about JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and State Street Equity 500 Index Fund Class K (SSSYX).
JLPSX is managed by JPMorgan. It was launched on Nov 1, 2005. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
JLPSX vs. SSSYX - Performance Comparison
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JLPSX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, JLPSX achieves a -6.67% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, JLPSX has outperformed SSSYX with an annualized return of 15.26%, while SSSYX has yielded a comparatively lower 14.02% 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%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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JLPSX vs. SSSYX - Expense Ratio Comparison
JLPSX has a 1.45% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
JLPSX vs. SSSYX — Risk / Return Rank
JLPSX
SSSYX
JLPSX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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.
| JLPSX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.97 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.49 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.52 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.57 | 7.30 | -2.73 |
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
| JLPSX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.97 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.70 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.11 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.11 | +0.45 |
Correlation
The correlation between JLPSX and SSSYX is 0.96, 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
JLPSX vs. SSSYX - Dividend Comparison
JLPSX's dividend yield for the trailing twelve months is around 3.19%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
JLPSX vs. SSSYX - Drawdown Comparison
The maximum JLPSX drawdown since its inception was -51.33%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for JLPSX and SSSYX.
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Drawdown Indicators
| JLPSX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -91.48% | +40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.10% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.68% | -24.49% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -91.48% | +56.39% |
Current DrawdownCurrent decline from peak | -8.35% | -6.22% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -4.20% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.52% | +0.51% |
Volatility
JLPSX vs. SSSYX - Volatility Comparison
JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) has a higher volatility of 5.82% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that JLPSX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLPSX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.34% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 9.53% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 18.29% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 16.89% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.40% | 124.43% | -102.03% |