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JPGSX vs. VMGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPGSX vs. VMGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. GARP Equity Fund (JPGSX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). The values are adjusted to include any dividend payments, if applicable.

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JPGSX vs. VMGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPGSX
JPMorgan U.S. GARP Equity Fund
-8.51%20.56%39.85%42.04%-27.58%30.71%27.76%29.24%-3.44%31.89%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares
-10.88%20.73%32.98%51.57%-33.55%28.50%41.02%37.54%-2.86%29.49%

Returns By Period

In the year-to-date period, JPGSX achieves a -8.51% return, which is significantly higher than VMGAX's -10.88% return. Both investments have delivered pretty close results over the past 10 years, with JPGSX having a 16.45% annualized return and VMGAX not far ahead at 16.86%.


JPGSX

1D
3.71%
1M
-5.37%
YTD
-8.51%
6M
-7.39%
1Y
21.03%
3Y*
24.28%
5Y*
14.16%
10Y*
16.45%

VMGAX

1D
4.01%
1M
-5.22%
YTD
-10.88%
6M
-8.98%
1Y
18.45%
3Y*
22.15%
5Y*
12.39%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPGSX vs. VMGAX - Expense Ratio Comparison

JPGSX has a 0.59% expense ratio, which is higher than VMGAX's 0.06% expense ratio.


Return for Risk

JPGSX vs. VMGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPGSX
JPGSX Risk / Return Rank: 5353
Overall Rank
JPGSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JPGSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JPGSX Omega Ratio Rank: 5050
Omega Ratio Rank
JPGSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JPGSX Martin Ratio Rank: 5050
Martin Ratio Rank

VMGAX
VMGAX Risk / Return Rank: 4141
Overall Rank
VMGAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VMGAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMGAX Omega Ratio Rank: 4141
Omega Ratio Rank
VMGAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VMGAX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPGSX vs. VMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund (JPGSX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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.


JPGSXVMGAXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.84

+0.15

Sortino ratio

Return per unit of downside risk

1.55

1.37

+0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.52

1.17

+0.35

Martin ratio

Return relative to average drawdown

5.29

4.12

+1.17

JPGSX vs. VMGAX - Sharpe Ratio Comparison

The current JPGSX Sharpe Ratio is 0.99, which is comparable to the VMGAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JPGSX and VMGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPGSXVMGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.84

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.55

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.77

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.59

+0.04

Correlation

The correlation between JPGSX and VMGAX is 0.98, 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.


Dividends

JPGSX vs. VMGAX - Dividend Comparison

JPGSX's dividend yield for the trailing twelve months is around 8.01%, more than VMGAX's 0.40% yield.


TTM20252024202320222021202020192018201720162015
JPGSX
JPMorgan U.S. GARP Equity Fund
8.01%7.33%11.15%0.92%4.30%21.34%9.65%12.78%12.46%0.63%0.90%0.05%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares
0.40%0.36%0.44%0.51%0.71%0.42%0.65%0.86%1.13%1.23%1.53%1.44%

Drawdowns

JPGSX vs. VMGAX - Drawdown Comparison

The maximum JPGSX drawdown since its inception was -52.81%, which is greater than VMGAX's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for JPGSX and VMGAX.


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Drawdown Indicators


JPGSXVMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.81%

-47.97%

-4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-16.78%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-36.03%

+4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.34%

-36.03%

+4.69%

Current Drawdown

Current decline from peak

-11.43%

-13.45%

+2.02%

Average Drawdown

Average peak-to-trough decline

-7.29%

-7.49%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

4.76%

-0.57%

Volatility

JPGSX vs. VMGAX - Volatility Comparison

The current volatility for JPMorgan U.S. GARP Equity Fund (JPGSX) is 6.73%, while Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a volatility of 7.10%. This indicates that JPGSX experiences smaller price fluctuations and is considered to be less risky than VMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPGSXVMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

7.10%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

12.93%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

23.47%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

22.72%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

21.83%

-1.22%