JPGSX vs. FNGS
Compare and contrast key facts about JPMorgan U.S. GARP Equity Fund (JPGSX) and MicroSectors FANG+ ETN (FNGS).
JPGSX is managed by JPMorgan Chase. It was launched on Feb 28, 2003. FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGSX or FNGS.
Key characteristics
| JPGSX | FNGS | |
|---|---|---|
| YTD Return | 34.31% | 42.61% |
| 1Y Return | 46.57% | 59.56% |
| 3Y Return (Ann) | 3.69% | 16.44% |
| Sharpe Ratio | 2.81 | 2.34 |
| Sortino Ratio | 3.64 | 2.94 |
| Omega Ratio | 1.52 | 1.39 |
| Calmar Ratio | 1.80 | 3.26 |
| Martin Ratio | 15.41 | 10.59 |
| Ulcer Index | 2.95% | 5.47% |
| Daily Std Dev | 16.21% | 24.77% |
| Max Drawdown | -53.17% | -48.98% |
| Current Drawdown | 0.00% | -0.26% |
Correlation
The correlation between JPGSX and FNGS is 0.86, 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.
Performance
JPGSX vs. FNGS - Performance Comparison
In the year-to-date period, JPGSX achieves a 34.31% return, which is significantly lower than FNGS's 42.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPGSX vs. FNGS - Expense Ratio Comparison
JPGSX has a 0.59% expense ratio, which is higher than FNGS's 0.58% expense ratio.
Risk-Adjusted Performance
JPGSX vs. FNGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund (JPGSX) and MicroSectors FANG+ ETN (FNGS). 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
JPGSX vs. FNGS - Dividend Comparison
JPGSX's dividend yield for the trailing twelve months is around 0.23%, while FNGS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGSX JPMorgan U.S. GARP Equity Fund | 0.23% | 0.31% | 0.30% | 0.17% | 1.01% | 0.82% | 0.93% | 0.63% | 0.90% | 0.05% | 0.53% | 0.69% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPGSX vs. FNGS - Drawdown Comparison
The maximum JPGSX drawdown since its inception was -53.17%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for JPGSX and FNGS. For additional features, visit the drawdowns tool.
Volatility
JPGSX vs. FNGS - Volatility Comparison
The current volatility for JPMorgan U.S. GARP Equity Fund (JPGSX) is 4.88%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 6.71%. This indicates that JPGSX experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.