Correlation
The correlation between JPGSX and SPGP is 0.84, 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.
JPGSX vs. SPGP
Compare and contrast key facts about JPMorgan U.S. GARP Equity Fund (JPGSX) and Invesco S&P 500 GARP ETF (SPGP).
JPGSX is managed by JPMorgan Chase. It was launched on Feb 28, 2003. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGSX or SPGP.
Performance
JPGSX vs. SPGP - Performance Comparison
Loading data...
Key characteristics
JPGSX:
0.61
SPGP:
0.01
JPGSX:
0.95
SPGP:
0.28
JPGSX:
1.13
SPGP:
1.04
JPGSX:
0.60
SPGP:
0.08
JPGSX:
2.01
SPGP:
0.27
JPGSX:
6.93%
SPGP:
6.99%
JPGSX:
24.81%
SPGP:
22.48%
JPGSX:
-52.43%
SPGP:
-42.08%
JPGSX:
-4.12%
SPGP:
-8.08%
Returns By Period
In the year-to-date period, JPGSX achieves a 0.12% return, which is significantly higher than SPGP's -1.77% return. Over the past 10 years, JPGSX has outperformed SPGP with an annualized return of 14.58%, while SPGP has yielded a comparatively lower 12.89% annualized return.
JPGSX
0.12%
6.44%
-1.70%
15.12%
19.75%
17.14%
14.58%
SPGP
-1.77%
3.94%
-8.08%
0.23%
7.69%
13.66%
12.89%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JPGSX vs. SPGP - Expense Ratio Comparison
JPGSX has a 0.59% expense ratio, which is higher than SPGP's 0.36% expense ratio.
Risk-Adjusted Performance
JPGSX vs. SPGP — Risk-Adjusted Performance Rank
JPGSX
SPGP
JPGSX vs. SPGP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund (JPGSX) and Invesco S&P 500 GARP ETF (SPGP). 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.
Loading data...
Dividends
JPGSX vs. SPGP - Dividend Comparison
JPGSX's dividend yield for the trailing twelve months is around 5.65%, more than SPGP's 1.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGSX JPMorgan U.S. GARP Equity Fund | 5.65% | 5.65% | 0.92% | 4.29% | 21.34% | 9.65% | 12.78% | 12.46% | 0.63% | 0.90% | 0.05% | 0.52% |
SPGP Invesco S&P 500 GARP ETF | 1.49% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
Drawdowns
JPGSX vs. SPGP - Drawdown Comparison
The maximum JPGSX drawdown since its inception was -52.43%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for JPGSX and SPGP.
Loading data...
Volatility
JPGSX vs. SPGP - Volatility Comparison
The current volatility for JPMorgan U.S. GARP Equity Fund (JPGSX) is 5.78%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.46%. This indicates that JPGSX experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...