JNVMX vs. JLGMX
Compare and contrast key facts about JPMorgan Developed International Value Fund Class R6 (JNVMX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
JNVMX is an actively managed fund by JPMorgan. It was launched on Dec 1, 2010. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
JNVMX vs. JLGMX - Performance Comparison
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JNVMX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVMX JPMorgan Developed International Value Fund Class R6 | 4.75% | 48.72% | 10.03% | 19.21% | -5.10% | 16.71% | -3.88% | 15.66% | -18.45% | 22.38% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, JNVMX achieves a 4.75% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, JNVMX has underperformed JLGMX with an annualized return of 10.60%, while JLGMX has yielded a comparatively higher 18.24% annualized return.
JNVMX
- 1D
- 2.72%
- 1M
- -5.11%
- YTD
- 4.75%
- 6M
- 13.50%
- 1Y
- 37.18%
- 3Y*
- 24.45%
- 5Y*
- 15.14%
- 10Y*
- 10.60%
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
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JNVMX vs. JLGMX - Expense Ratio Comparison
JNVMX has a 0.55% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
JNVMX vs. JLGMX — Risk / Return Rank
JNVMX
JLGMX
JNVMX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class R6 (JNVMX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| JNVMX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.64 | +1.67 |
Sortino ratioReturn per unit of downside risk | 2.85 | 1.05 | +1.80 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.15 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 0.81 | +2.36 |
Martin ratioReturn relative to average drawdown | 12.35 | 2.47 | +9.88 |
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
| JNVMX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.64 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.53 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.85 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.80 | -0.40 |
Correlation
The correlation between JNVMX and JLGMX is 0.63, 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
JNVMX vs. JLGMX - Dividend Comparison
JNVMX's dividend yield for the trailing twelve months is around 2.90%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVMX JPMorgan Developed International Value Fund Class R6 | 2.90% | 3.04% | 4.64% | 5.27% | 4.06% | 5.17% | 3.14% | 4.36% | 4.79% | 2.63% | 6.76% | 1.64% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
JNVMX vs. JLGMX - Drawdown Comparison
The maximum JNVMX drawdown since its inception was -48.20%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JNVMX and JLGMX.
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Drawdown Indicators
| JNVMX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -31.82% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -16.73% | +5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -31.13% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -31.82% | -16.38% |
Current DrawdownCurrent decline from peak | -7.07% | -13.83% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -5.82% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.51% | -2.60% |
Volatility
JNVMX vs. JLGMX - Volatility Comparison
JPMorgan Developed International Value Fund Class R6 (JNVMX) has a higher volatility of 7.16% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 6.48%. This indicates that JNVMX's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVMX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 6.48% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.54% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 21.14% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 20.25% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 21.54% | -3.54% |