JMUEX vs. SMGIX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and Columbia Contrarian Core Fund (SMGIX).
JMUEX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. SMGIX is managed by Columbia Threadneedle. It was launched on Dec 14, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMUEX or SMGIX.
Performance
JMUEX vs. SMGIX - Performance Comparison
Returns By Period
In the year-to-date period, JMUEX achieves a 27.55% return, which is significantly higher than SMGIX's 24.37% return. Over the past 10 years, JMUEX has underperformed SMGIX with an annualized return of 6.57%, while SMGIX has yielded a comparatively higher 12.83% annualized return.
JMUEX
27.55%
2.50%
13.19%
32.76%
10.91%
6.57%
SMGIX
24.37%
2.41%
10.30%
30.51%
16.25%
12.83%
Key characteristics
| JMUEX | SMGIX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.49 |
| Sortino Ratio | 3.49 | 3.32 |
| Omega Ratio | 1.49 | 1.46 |
| Calmar Ratio | 2.37 | 3.44 |
| Martin Ratio | 17.79 | 15.58 |
| Ulcer Index | 1.84% | 1.96% |
| Daily Std Dev | 12.77% | 12.24% |
| Max Drawdown | -66.17% | -50.62% |
| Current Drawdown | -1.10% | -0.38% |
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JMUEX vs. SMGIX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is lower than SMGIX's 0.75% expense ratio.
Correlation
The correlation between JMUEX and SMGIX is 0.95, 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. SMGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and Columbia Contrarian Core Fund (SMGIX). 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. SMGIX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 0.66%, more than SMGIX's 0.47% 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% |
SMGIX Columbia Contrarian Core Fund | 0.47% | 0.58% | 0.57% | 0.49% | 0.78% | 1.08% | 1.35% | 0.95% | 0.91% | 2.86% | 0.74% | 0.75% |
Drawdowns
JMUEX vs. SMGIX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -66.17%, which is greater than SMGIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for JMUEX and SMGIX. For additional features, visit the drawdowns tool.
Volatility
JMUEX vs. SMGIX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 4.57% compared to Columbia Contrarian Core Fund (SMGIX) at 4.06%. This indicates that JMUEX's price experiences larger fluctuations and is considered to be riskier than SMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.