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JUESX vs. PAGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUESX vs. PAGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Equity Fund Class I (JUESX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). The values are adjusted to include any dividend payments, if applicable.

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JUESX vs. PAGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUESX
JPMorgan US Equity Fund Class I
-7.67%14.39%31.07%27.06%-18.95%28.33%26.17%32.02%-6.01%21.40%
PAGRX
Permanent Portfolio Aggressive Growth Portfolio
-0.28%36.92%44.52%38.73%-26.06%24.84%37.65%40.34%-12.41%21.19%

Returns By Period

In the year-to-date period, JUESX achieves a -7.67% return, which is significantly lower than PAGRX's -0.28% return. Over the past 10 years, JUESX has underperformed PAGRX with an annualized return of 14.45%, while PAGRX has yielded a comparatively higher 19.12% annualized return.


JUESX

1D
2.99%
1M
-5.96%
YTD
-7.67%
6M
-7.31%
1Y
11.28%
3Y*
17.80%
5Y*
11.35%
10Y*
14.45%

PAGRX

1D
3.71%
1M
-5.53%
YTD
-0.28%
6M
4.30%
1Y
43.96%
3Y*
35.66%
5Y*
17.52%
10Y*
19.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUESX vs. PAGRX - Expense Ratio Comparison

JUESX has a 0.69% expense ratio, which is lower than PAGRX's 1.21% expense ratio.


Return for Risk

JUESX vs. PAGRX — Risk / Return Rank

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

JUESX
JUESX Risk / Return Rank: 2424
Overall Rank
JUESX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JUESX Sortino Ratio Rank: 2222
Sortino Ratio Rank
JUESX Omega Ratio Rank: 2222
Omega Ratio Rank
JUESX Calmar Ratio Rank: 2828
Calmar Ratio Rank
JUESX Martin Ratio Rank: 2828
Martin Ratio Rank

PAGRX
PAGRX Risk / Return Rank: 9191
Overall Rank
PAGRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PAGRX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PAGRX Omega Ratio Rank: 8686
Omega Ratio Rank
PAGRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PAGRX Martin Ratio Rank: 9797
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.

JUESX vs. PAGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). 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.


JUESXPAGRXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.74

-1.10

Sortino ratio

Return per unit of downside risk

1.06

2.49

-1.43

Omega ratio

Gain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratio

Return relative to maximum drawdown

1.06

3.21

-2.16

Martin ratio

Return relative to average drawdown

3.88

16.28

-12.40

JUESX vs. PAGRX - Sharpe Ratio Comparison

The current JUESX Sharpe Ratio is 0.65, which is lower than the PAGRX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JUESX and PAGRX, 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


JUESXPAGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.74

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.72

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.78

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.53

-0.14

Correlation

The correlation between JUESX and PAGRX is 0.88, 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

JUESX vs. PAGRX - Dividend Comparison

JUESX's dividend yield for the trailing twelve months is around 6.21%, more than PAGRX's 0.03% yield.


TTM20252024202320222021202020192018201720162015
JUESX
JPMorgan US Equity Fund Class I
6.21%5.73%11.92%1.94%4.97%10.64%6.38%9.92%14.45%8.60%4.64%5.94%
PAGRX
Permanent Portfolio Aggressive Growth Portfolio
0.03%0.03%5.62%2.72%7.79%6.82%15.08%17.51%12.33%8.70%16.94%6.31%

Drawdowns

JUESX vs. PAGRX - Drawdown Comparison

The maximum JUESX drawdown since its inception was -58.74%, which is greater than PAGRX's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for JUESX and PAGRX.


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Drawdown Indicators


JUESXPAGRXDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-55.87%

-2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-13.80%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-36.52%

+11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-38.01%

+4.60%

Current Drawdown

Current decline from peak

-9.36%

-5.77%

-3.59%

Average Drawdown

Average peak-to-trough decline

-12.12%

-10.09%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.73%

+0.54%

Volatility

JUESX vs. PAGRX - Volatility Comparison

The current volatility for JPMorgan US Equity Fund Class I (JUESX) is 5.55%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 6.77%. This indicates that JUESX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUESXPAGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

6.77%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

13.91%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

25.69%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

24.53%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

24.49%

-5.93%