LLGLX vs. GAOAX
Compare and contrast key facts about Longleaf Partners Global Fund (LLGLX) and JPMorgan Global Allocation Fund A (GAOAX).
LLGLX is managed by Longleaf Partners. It was launched on Dec 26, 2012. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
LLGLX vs. GAOAX - Performance Comparison
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LLGLX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
LLGLX
GAOAX
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.
| LLGLX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.86 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.24 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.10 | -0.14 |
Martin ratioReturn relative to average drawdown | 3.33 | 4.47 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLGLX | GAOAX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| LLGLX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.33% | -7.61% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -6.01% | -4.88% |
Ulcer IndexDepth 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
| LLGLX | GAOAX | Difference | |
|---|---|---|---|
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% |