JMGMX vs. EEOFX
Compare and contrast key facts about JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Essex Environmental Opportunities Fund (EEOFX).
JMGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell Midcap Growth Index. It was launched on Nov 1, 2011. EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017.
Performance
JMGMX vs. EEOFX - Performance Comparison
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JMGMX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 7.80% |
EEOFX Essex Environmental Opportunities Fund | 0.37% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Returns By Period
In the year-to-date period, JMGMX achieves a -5.74% return, which is significantly lower than EEOFX's 0.37% return.
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%
EEOFX
- 1D
- 3.58%
- 1M
- -6.79%
- YTD
- 0.37%
- 6M
- -0.31%
- 1Y
- 33.61%
- 3Y*
- 5.36%
- 5Y*
- -1.61%
- 10Y*
- —
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JMGMX vs. EEOFX - Expense Ratio Comparison
JMGMX has a 0.65% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Return for Risk
JMGMX vs. EEOFX — Risk / Return Rank
JMGMX
EEOFX
JMGMX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Essex Environmental Opportunities Fund (EEOFX). 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.
| JMGMX | EEOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.52 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.96 | 2.12 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.09 | -1.20 |
Martin ratioReturn relative to average drawdown | 2.81 | 6.79 | -3.98 |
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
| JMGMX | EEOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.52 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.07 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.28 | +0.34 |
Correlation
The correlation between JMGMX and EEOFX is 0.81, 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. EEOFX - Dividend Comparison
JMGMX's dividend yield for the trailing twelve months is around 9.59%, more than EEOFX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EEOFX Essex Environmental Opportunities Fund | 0.06% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMGMX vs. EEOFX - Drawdown Comparison
The maximum JMGMX drawdown since its inception was -37.07%, smaller than the maximum EEOFX drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for JMGMX and EEOFX.
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Drawdown Indicators
| JMGMX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -50.17% | +13.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -13.49% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -50.17% | +13.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.07% | — | — |
Current DrawdownCurrent decline from peak | -10.75% | -22.58% | +11.83% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -19.83% | +12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 4.28% | +0.15% |
Volatility
JMGMX vs. EEOFX - Volatility Comparison
JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Essex Environmental Opportunities Fund (EEOFX) have volatilities of 7.63% and 7.95%, 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.
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Volatility by Period
| JMGMX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.95% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 16.62% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 23.25% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 24.89% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 24.72% | -2.83% |