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LLGLX vs. GAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LLGLX vs. GAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longleaf Partners Global Fund (LLGLX) and JPMorgan Global Allocation Fund A (GAOAX). The values are adjusted to include any dividend payments, if applicable.

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LLGLX vs. GAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLGLX
Longleaf Partners Global Fund
-4.43%16.68%10.54%22.48%-24.14%8.09%3.60%22.46%-16.14%26.34%
GAOAX
JPMorgan Global Allocation Fund A
-3.89%14.68%7.91%12.69%-18.74%3.60%15.29%15.95%-6.07%16.82%

Returns By Period

In the year-to-date period, LLGLX achieves a -4.43% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, LLGLX has outperformed GAOAX with an annualized return of 7.14%, while GAOAX has yielded a comparatively lower 5.74% annualized return.


LLGLX

1D
1.21%
1M
-7.21%
YTD
-4.43%
6M
-0.92%
1Y
13.94%
3Y*
9.55%
5Y*
1.58%
10Y*
7.14%

GAOAX

1D
1.47%
1M
-6.40%
YTD
-3.89%
6M
-2.79%
1Y
9.60%
3Y*
8.41%
5Y*
1.86%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LLGLX vs. GAOAX - Expense Ratio Comparison

LLGLX has a 1.15% expense ratio, which is higher than GAOAX's 1.04% expense ratio.


Return for Risk

LLGLX vs. GAOAX — Risk / Return Rank

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

LLGLX
LLGLX Risk / Return Rank: 2626
Overall Rank
LLGLX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LLGLX Sortino Ratio Rank: 3131
Sortino Ratio Rank
LLGLX Omega Ratio Rank: 2323
Omega Ratio Rank
LLGLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
LLGLX Martin Ratio Rank: 2424
Martin Ratio Rank

GAOAX
GAOAX Risk / Return Rank: 3636
Overall Rank
GAOAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GAOAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GAOAX Omega Ratio Rank: 3333
Omega Ratio Rank
GAOAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
GAOAX Martin Ratio Rank: 3939
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.

LLGLX vs. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Global Fund (LLGLX) and JPMorgan Global Allocation Fund A (GAOAX). 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.


LLGLXGAOAXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.86

-0.07

Sortino ratio

Return per unit of downside risk

1.26

1.24

+0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

0.96

1.10

-0.14

Martin ratio

Return relative to average drawdown

3.33

4.47

-1.15

LLGLX vs. GAOAX - Sharpe Ratio Comparison

The current LLGLX Sharpe Ratio is 0.79, which is comparable to the GAOAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LLGLX and GAOAX, 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


LLGLXGAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.86

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.17

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.53

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.54

-0.22

Correlation

The correlation between LLGLX and GAOAX is 0.77, 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

LLGLX vs. GAOAX - Dividend Comparison

LLGLX's dividend yield for the trailing twelve months is around 10.02%, which matches GAOAX's 10.04% yield.


TTM20252024202320222021202020192018201720162015
LLGLX
Longleaf Partners Global Fund
10.02%9.57%3.16%0.14%0.90%7.15%2.99%4.31%12.38%1.09%0.49%0.24%
GAOAX
JPMorgan Global Allocation Fund A
10.04%10.15%2.34%0.00%4.62%4.61%1.54%2.43%2.52%2.95%2.59%0.96%

Drawdowns

LLGLX vs. GAOAX - Drawdown Comparison

The maximum LLGLX drawdown since its inception was -40.46%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for LLGLX and GAOAX.


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Drawdown Indicators


LLGLXGAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-29.02%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-8.95%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.26%

-29.02%

-9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.46%

-29.02%

-11.44%

Current Drawdown

Current decline from peak

-11.33%

-7.61%

-3.72%

Average Drawdown

Average peak-to-trough decline

-10.89%

-6.01%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.20%

+1.70%

Volatility

LLGLX vs. GAOAX - Volatility Comparison

The current volatility for Longleaf Partners Global Fund (LLGLX) is 4.28%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.98%. This indicates that LLGLX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LLGLXGAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.98%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

7.55%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

11.53%

+6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

11.03%

+7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

10.81%

+8.17%