JLPSX vs. SWPPX
Compare and contrast key facts about JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and Schwab S&P 500 Index Fund (SWPPX).
JLPSX is managed by JPMorgan. It was launched on Nov 1, 2005. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
JLPSX vs. SWPPX - Performance Comparison
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JLPSX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | -9.43% | 14.83% | 37.27% | 29.98% | -18.34% | 28.75% | 26.10% | 29.96% | -7.15% | 21.43% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, JLPSX achieves a -9.43% return, which is significantly lower than SWPPX's -7.07% return. Over the past 10 years, JLPSX has outperformed SWPPX with an annualized return of 14.91%, while SWPPX has yielded a comparatively lower 13.71% annualized return.
JLPSX
- 1D
- -0.23%
- 1M
- -8.19%
- YTD
- -9.43%
- 6M
- -7.14%
- 1Y
- 10.10%
- 3Y*
- 19.91%
- 5Y*
- 12.99%
- 10Y*
- 14.91%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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JLPSX vs. SWPPX - Expense Ratio Comparison
JLPSX has a 1.45% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
JLPSX vs. SWPPX — Risk / Return Rank
JLPSX
SWPPX
JLPSX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.84 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.30 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.06 | -0.36 |
Martin ratioReturn relative to average drawdown | 2.73 | 5.14 | -2.41 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.68 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.76 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Correlation
The correlation between JLPSX and SWPPX is 0.98, 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. SWPPX - Dividend Comparison
JLPSX's dividend yield for the trailing twelve months is around 3.29%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | 3.29% | 2.98% | 12.87% | 11.67% | 32.43% | 28.14% | 28.69% | 22.82% | 17.84% | 13.85% | 4.73% | 9.24% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
JLPSX vs. SWPPX - Drawdown Comparison
The maximum JLPSX drawdown since its inception was -51.33%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JLPSX and SWPPX.
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Drawdown Indicators
| JLPSX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -55.06% | +3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.10% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.68% | -24.51% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -33.80% | -1.29% |
Current DrawdownCurrent decline from peak | -11.06% | -8.89% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -10.00% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.49% | +0.50% |
Volatility
JLPSX vs. SWPPX - Volatility Comparison
JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) has a higher volatility of 4.72% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that JLPSX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLPSX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.29% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.11% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 18.14% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 16.89% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 18.19% | +4.19% |