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JMGMX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMGMX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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JMGMX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMGMX
JPMorgan Mid Cap Growth Fund Class R6
-9.30%8.86%22.68%23.35%-26.95%10.89%48.58%40.03%-4.88%29.74%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, JMGMX achieves a -9.30% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, JMGMX has outperformed FSPSX with an annualized return of 12.45%, while FSPSX has yielded a comparatively lower 8.97% annualized return.


JMGMX

1D
-1.18%
1M
-9.73%
YTD
-9.30%
6M
-11.94%
1Y
8.72%
3Y*
11.51%
5Y*
3.62%
10Y*
12.45%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMGMX vs. FSPSX - Expense Ratio Comparison

JMGMX has a 0.65% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

JMGMX vs. FSPSX — Risk / Return Rank

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

JMGMX
JMGMX Risk / Return Rank: 1414
Overall Rank
JMGMX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JMGMX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JMGMX Omega Ratio Rank: 1414
Omega Ratio Rank
JMGMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
JMGMX Martin Ratio Rank: 1414
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and Fidelity International Index Fund (FSPSX). 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.


JMGMXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.39

-1.02

Sortino ratio

Return per unit of downside risk

0.67

1.90

-1.23

Omega ratio

Gain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratio

Return relative to maximum drawdown

0.42

1.94

-1.51

Martin ratio

Return relative to average drawdown

1.37

7.43

-6.07

JMGMX vs. FSPSX - Sharpe Ratio Comparison

The current JMGMX Sharpe Ratio is 0.36, which is lower than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of JMGMX and FSPSX, 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


JMGMXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.39

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.53

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.55

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.47

+0.13

Correlation

The correlation between JMGMX and FSPSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JMGMX vs. FSPSX - Dividend Comparison

JMGMX's dividend yield for the trailing twelve months is around 9.97%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
JMGMX
JPMorgan Mid Cap Growth Fund Class R6
9.97%9.04%14.16%0.00%0.76%8.62%10.47%7.13%7.14%6.32%0.04%5.26%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

JMGMX vs. FSPSX - Drawdown Comparison

The maximum JMGMX drawdown since its inception was -37.07%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for JMGMX and FSPSX.


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Drawdown Indicators


JMGMXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-37.07%

-33.69%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-11.39%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-29.41%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-37.07%

-33.69%

-3.38%

Current Drawdown

Current decline from peak

-14.11%

-8.22%

-5.89%

Average Drawdown

Average peak-to-trough decline

-7.82%

-6.60%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.97%

+1.41%

Volatility

JMGMX vs. FSPSX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) is 6.28%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that JMGMX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMGMXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

7.65%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

11.01%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

17.00%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

15.82%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

16.49%

+5.37%