JSOSX vs. JLGMX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. 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
JSOSX vs. JLGMX - Performance Comparison
Loading graphics...
JSOSX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
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, JSOSX achieves a 0.41% return, which is significantly higher than JLGMX's -11.56% return. Over the past 10 years, JSOSX has underperformed JLGMX with an annualized return of 3.32%, while JLGMX has yielded a comparatively higher 17.84% annualized return.
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JSOSX vs. JLGMX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
JSOSX vs. JLGMX — Risk / Return Rank
JSOSX
JLGMX
JSOSX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) 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.
| JSOSX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.06 | 0.47 | +4.59 |
Sortino ratioReturn per unit of downside risk | 9.95 | 0.82 | +9.14 |
Omega ratioGain probability vs. loss probability | 3.85 | 1.11 | +2.74 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 0.42 | +12.99 |
Martin ratioReturn relative to average drawdown | 93.93 | 1.30 | +92.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JSOSX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.06 | 0.47 | +4.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.99 | 0.51 | +3.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | 0.83 | +1.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 0.78 | +1.20 |
Correlation
The correlation between JSOSX and JLGMX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JSOSX vs. JLGMX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than JLGMX's 12.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
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
JSOSX vs. JLGMX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JSOSX and JLGMX.
Loading graphics...
Drawdown Indicators
| JSOSX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -31.82% | +25.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -16.73% | +16.47% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -31.13% | +30.15% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -31.82% | +25.63% |
Current DrawdownCurrent decline from peak | -0.26% | -16.73% | +16.47% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -5.82% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 5.44% | -5.40% |
Volatility
JSOSX vs. JLGMX - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.34%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 5.22%. This indicates that JSOSX 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.
Loading graphics...
Volatility by Period
| JSOSX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 5.22% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.50% | 12.06% | -11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 20.90% | -20.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 20.21% | -19.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 21.52% | -20.23% |