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JUEMX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUEMX vs. JLGMX - Performance Comparison

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

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JUEMX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUEMX
JPMorgan U.S. Equity Fund R6
-7.67%14.75%31.28%27.37%-18.74%28.66%26.70%32.40%-5.80%21.70%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-8.48%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, JUEMX achieves a -7.67% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, JUEMX has underperformed JLGMX with an annualized return of 14.75%, while JLGMX has yielded a comparatively higher 18.24% annualized return.


JUEMX

1D
2.97%
1M
-5.97%
YTD
-7.67%
6M
-7.24%
1Y
11.53%
3Y*
18.08%
5Y*
11.62%
10Y*
14.75%

JLGMX

1D
3.48%
1M
-4.87%
YTD
-8.48%
6M
-10.35%
1Y
12.67%
3Y*
20.55%
5Y*
10.71%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUEMX vs. JLGMX - Expense Ratio Comparison

Both JUEMX and JLGMX have an expense ratio of 0.44%.


Return for Risk

JUEMX vs. JLGMX — Risk / Return Rank

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

JUEMX
JUEMX Risk / Return Rank: 3131
Overall Rank
JUEMX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 2929
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 3636
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
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.

JUEMX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) 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.


JUEMXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.64

+0.02

Sortino ratio

Return per unit of downside risk

1.07

1.05

+0.02

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.08

0.81

+0.27

Martin ratio

Return relative to average drawdown

3.99

2.47

+1.51

JUEMX vs. JLGMX - Sharpe Ratio Comparison

The current JUEMX Sharpe Ratio is 0.66, which is comparable to the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of JUEMX 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


JUEMXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.64

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.53

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.85

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.80

0.00

Correlation

The correlation between JUEMX and JLGMX is 0.91, 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

JUEMX vs. JLGMX - Dividend Comparison

JUEMX's dividend yield for the trailing twelve months is around 6.44%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
JUEMX
JPMorgan U.S. Equity Fund R6
6.44%5.93%12.09%2.14%5.20%10.82%6.70%10.14%14.65%8.81%4.87%6.27%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
12.06%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

JUEMX vs. JLGMX - Drawdown Comparison

The maximum JUEMX drawdown since its inception was -33.37%, roughly equal to the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for JUEMX and JLGMX.


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Drawdown Indicators


JUEMXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-31.82%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-16.73%

+4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-31.13%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-31.82%

-1.55%

Current Drawdown

Current decline from peak

-9.29%

-13.83%

+4.54%

Average Drawdown

Average peak-to-trough decline

-4.11%

-5.82%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

5.51%

-2.27%

Volatility

JUEMX vs. JLGMX - Volatility Comparison

The current volatility for JPMorgan U.S. Equity Fund R6 (JUEMX) is 5.56%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that JUEMX 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


JUEMXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

6.48%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

12.54%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

21.14%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

20.25%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

21.54%

-2.98%