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 Chase. It was launched on Nov 1, 2005. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLPSX or SWPPX.
Key characteristics
| JLPSX | SWPPX | |
|---|---|---|
| YTD Return | 29.50% | 23.21% |
| 1Y Return | 47.28% | 40.57% |
| 3Y Return (Ann) | 12.69% | 9.76% |
| 5Y Return (Ann) | 18.91% | 15.50% |
| 10Y Return (Ann) | 12.99% | 13.18% |
| Sharpe Ratio | 3.83 | 3.41 |
| Sortino Ratio | 5.13 | 4.49 |
| Omega Ratio | 1.72 | 1.64 |
| Calmar Ratio | 5.91 | 4.16 |
| Martin Ratio | 29.12 | 22.41 |
| Ulcer Index | 1.65% | 1.85% |
| Daily Std Dev | 12.56% | 12.18% |
| Max Drawdown | -50.64% | -55.06% |
| Current Drawdown | -0.57% | -0.86% |
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.
Performance
JLPSX vs. SWPPX - Performance Comparison
In the year-to-date period, JLPSX achieves a 29.50% return, which is significantly higher than SWPPX's 23.21% return. Both investments have delivered pretty close results over the past 10 years, with JLPSX having a 12.99% annualized return and SWPPX not far ahead at 13.18%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
JLPSX vs. SWPPX - Risk-Adjusted Performance 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.
Dividends
JLPSX vs. SWPPX - Dividend Comparison
JLPSX's dividend yield for the trailing twelve months is around 9.01%, more than SWPPX's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | 9.01% | 11.67% | 32.43% | 28.14% | 28.69% | 23.07% | 17.84% | 13.85% | 4.73% | 0.23% | 7.91% | 8.75% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
JLPSX vs. SWPPX - Drawdown Comparison
The maximum JLPSX drawdown since its inception was -50.64%, 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. For additional features, visit the drawdowns tool.
Volatility
JLPSX vs. SWPPX - Volatility Comparison
JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 2.57% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.