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JRBEX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRBEX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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JRBEX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRBEX
JPMorgan SmartRetirement Blend 2030 Fund
-2.37%15.33%7.14%18.28%-16.36%11.63%11.91%20.65%-6.86%17.22%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-11.56%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, JRBEX achieves a -2.37% return, which is significantly higher than JLGMX's -11.56% return. Over the past 10 years, JRBEX has underperformed JLGMX with an annualized return of 7.65%, while JLGMX has yielded a comparatively higher 17.84% annualized return.


JRBEX

1D
0.04%
1M
-5.84%
YTD
-2.37%
6M
-0.16%
1Y
11.91%
3Y*
10.60%
5Y*
5.35%
10Y*
7.65%

JLGMX

1D
-0.64%
1M
-8.17%
YTD
-11.56%
6M
-13.17%
1Y
9.63%
3Y*
19.18%
5Y*
10.29%
10Y*
17.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRBEX vs. JLGMX - Expense Ratio Comparison

JRBEX has a 0.32% expense ratio, which is lower than JLGMX's 0.44% expense ratio.


Return for Risk

JRBEX vs. JLGMX — Risk / Return Rank

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

JRBEX
JRBEX Risk / Return Rank: 6767
Overall Rank
JRBEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JRBEX Sortino Ratio Rank: 6868
Sortino Ratio Rank
JRBEX Omega Ratio Rank: 6666
Omega Ratio Rank
JRBEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
JRBEX Martin Ratio Rank: 7272
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 1818
Overall Rank
JLGMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2121
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2020
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 1414
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.

JRBEX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) 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.


JRBEXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.47

+0.72

Sortino ratio

Return per unit of downside risk

1.72

0.82

+0.90

Omega ratio

Gain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratio

Return relative to maximum drawdown

1.49

0.42

+1.07

Martin ratio

Return relative to average drawdown

6.83

1.30

+5.54

JRBEX vs. JLGMX - Sharpe Ratio Comparison

The current JRBEX Sharpe Ratio is 1.19, which is higher than the JLGMX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JRBEX and JLGMX, 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


JRBEXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.47

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.51

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.83

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.78

-0.10

Correlation

The correlation between JRBEX and JLGMX 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.


Dividends

JRBEX vs. JLGMX - Dividend Comparison

JRBEX's dividend yield for the trailing twelve months is around 3.13%, less than JLGMX's 12.48% yield.


TTM20252024202320222021202020192018201720162015
JRBEX
JPMorgan SmartRetirement Blend 2030 Fund
3.13%3.06%2.86%2.47%1.94%5.57%2.51%3.19%6.01%1.99%2.09%2.09%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
12.48%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

JRBEX vs. JLGMX - Drawdown Comparison

The maximum JRBEX drawdown since its inception was -25.15%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JRBEX and JLGMX.


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Drawdown Indicators


JRBEXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-25.15%

-31.82%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-16.73%

+9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-31.13%

+8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-31.82%

+6.67%

Current Drawdown

Current decline from peak

-6.12%

-16.73%

+10.61%

Average Drawdown

Average peak-to-trough decline

-3.69%

-5.82%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

5.44%

-3.81%

Volatility

JRBEX vs. JLGMX - Volatility Comparison

The current volatility for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) is 3.35%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 5.22%. This indicates that JRBEX experiences smaller price fluctuations and is considered to be less risky 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


JRBEXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

5.22%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

12.06%

-6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

20.90%

-10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

20.21%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

21.52%

-10.46%