JMUEX vs. AMAGX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and Amana Mutual Funds Trust Growth Fund (AMAGX).
JMUEX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. AMAGX is managed by Amana. It was launched on Feb 3, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMUEX or AMAGX.
Performance
JMUEX vs. AMAGX - Performance Comparison
Returns By Period
In the year-to-date period, JMUEX achieves a 27.55% return, which is significantly higher than AMAGX's 16.40% return. Over the past 10 years, JMUEX has underperformed AMAGX with an annualized return of 6.57%, while AMAGX has yielded a comparatively higher 8.96% annualized return.
JMUEX
27.55%
2.50%
13.19%
32.76%
10.91%
6.57%
AMAGX
16.40%
-0.10%
4.57%
21.71%
13.81%
8.96%
Key characteristics
| JMUEX | AMAGX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 1.44 |
| Sortino Ratio | 3.49 | 2.02 |
| Omega Ratio | 1.49 | 1.26 |
| Calmar Ratio | 2.37 | 1.99 |
| Martin Ratio | 17.79 | 7.01 |
| Ulcer Index | 1.84% | 3.10% |
| Daily Std Dev | 12.77% | 15.08% |
| Max Drawdown | -66.17% | -57.64% |
| Current Drawdown | -1.10% | -3.04% |
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JMUEX vs. AMAGX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is lower than AMAGX's 0.91% expense ratio.
Correlation
The correlation between JMUEX and AMAGX is 0.87, 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.
Risk-Adjusted Performance
JMUEX vs. AMAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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
JMUEX vs. AMAGX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 0.66%, more than AMAGX's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 0.66% | 0.96% | 1.16% | 0.68% | 0.83% | 0.99% | 1.29% | 0.99% | 1.11% | 1.12% | 1.26% | 1.03% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.13% | 0.16% | 0.17% | 0.07% | 0.22% | 0.36% | 0.47% | 0.49% | 0.75% | 0.54% | 0.37% | 0.60% |
Drawdowns
JMUEX vs. AMAGX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -66.17%, which is greater than AMAGX's maximum drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for JMUEX and AMAGX. For additional features, visit the drawdowns tool.
Volatility
JMUEX vs. AMAGX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 4.57% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 4.15%. This indicates that JMUEX's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.