JLPSX vs. ^GSPC

In the year-to-date period, JLPSX achieves a -0.66% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, JLPSX has outperformed ^GSPC with an annualized return of 12.98%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and S&P 500 (^GSPC). 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.

The current JLPSX Sharpe Ratio is 0.55, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of JLPSX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum JLPSX drawdown since its inception was -50.65%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JLPSX and ^GSPC.

JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and S&P 500 (^GSPC) have volatilities of 4.96% and 4.77%, 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.