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JMGMX vs. DODGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMGMX vs. DODGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Dodge & Cox Stock Fund Class I (DODGX). The values are adjusted to include any dividend payments, if applicable.

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JMGMX vs. DODGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMGMX
JPMorgan Mid Cap Growth Fund Class R6
-5.74%8.86%22.68%23.35%-26.95%10.89%48.58%40.03%-4.88%29.74%
DODGX
Dodge & Cox Stock Fund Class I
-1.65%13.66%14.36%17.49%-7.25%31.72%7.10%24.30%-7.15%18.33%

Returns By Period

In the year-to-date period, JMGMX achieves a -5.74% return, which is significantly lower than DODGX's -1.65% return. Both investments have delivered pretty close results over the past 10 years, with JMGMX having a 12.88% annualized return and DODGX not far behind at 12.55%.


JMGMX

1D
3.92%
1M
-6.14%
YTD
-5.74%
6M
-8.23%
1Y
12.10%
3Y*
12.95%
5Y*
4.08%
10Y*
12.88%

DODGX

1D
2.09%
1M
-5.31%
YTD
-1.65%
6M
0.63%
1Y
8.01%
3Y*
13.95%
5Y*
9.38%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMGMX vs. DODGX - Expense Ratio Comparison

JMGMX has a 0.65% expense ratio, which is higher than DODGX's 0.51% expense ratio.


Return for Risk

JMGMX vs. DODGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMGMX
JMGMX Risk / Return Rank: 2121
Overall Rank
JMGMX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JMGMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
JMGMX Omega Ratio Rank: 1818
Omega Ratio Rank
JMGMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
JMGMX Martin Ratio Rank: 2222
Martin Ratio Rank

DODGX
DODGX Risk / Return Rank: 1818
Overall Rank
DODGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DODGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DODGX Omega Ratio Rank: 1717
Omega Ratio Rank
DODGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DODGX Martin Ratio Rank: 2222
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.

JMGMX vs. DODGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Dodge & Cox Stock Fund Class I (DODGX). 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.


JMGMXDODGXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.49

+0.07

Sortino ratio

Return per unit of downside risk

0.96

0.78

+0.18

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.01

Calmar ratio

Return relative to maximum drawdown

0.88

0.60

+0.28

Martin ratio

Return relative to average drawdown

2.81

2.50

+0.31

JMGMX vs. DODGX - Sharpe Ratio Comparison

The current JMGMX Sharpe Ratio is 0.57, which is comparable to the DODGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of JMGMX and DODGX, 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


JMGMXDODGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.49

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.59

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.62

-0.01

Correlation

The correlation between JMGMX and DODGX is 0.77, 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

JMGMX vs. DODGX - Dividend Comparison

JMGMX's dividend yield for the trailing twelve months is around 9.59%, less than DODGX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
JMGMX
JPMorgan Mid Cap Growth Fund Class R6
9.59%9.04%14.16%0.00%0.76%8.62%10.47%7.13%7.14%6.32%0.04%5.26%
DODGX
Dodge & Cox Stock Fund Class I
9.89%9.86%8.20%3.76%5.47%3.22%6.74%10.23%9.69%6.78%6.26%5.36%

Drawdowns

JMGMX vs. DODGX - Drawdown Comparison

The maximum JMGMX drawdown since its inception was -37.07%, smaller than the maximum DODGX drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for JMGMX and DODGX.


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Drawdown Indicators


JMGMXDODGXDifference

Max Drawdown

Largest peak-to-trough decline

-37.07%

-63.24%

+26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-12.23%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-21.85%

-15.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

-40.41%

+3.34%

Current Drawdown

Current decline from peak

-10.75%

-5.31%

-5.44%

Average Drawdown

Average peak-to-trough decline

-7.82%

-7.53%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.94%

+1.49%

Volatility

JMGMX vs. DODGX - Volatility Comparison

JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) has a higher volatility of 7.63% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. This indicates that JMGMX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMGMXDODGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

4.23%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

8.72%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

16.33%

+6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

16.05%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

19.25%

+2.64%