PGROX vs. GAOAX
Compare and contrast key facts about BNY Mellon Worldwide Growth Fund (PGROX) and JPMorgan Global Allocation Fund A (GAOAX).
PGROX is managed by BNY Mellon. It was launched on Jul 14, 1993. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
PGROX vs. GAOAX - Performance Comparison
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PGROX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGROX BNY Mellon Worldwide Growth Fund | -6.54% | 13.46% | 7.88% | 22.40% | -17.75% | 23.85% | 24.43% | 34.92% | -8.66% | 27.05% |
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, PGROX achieves a -6.54% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, PGROX has outperformed GAOAX with an annualized return of 11.17%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
PGROX
- 1D
- 3.08%
- 1M
- -5.66%
- YTD
- -6.54%
- 6M
- -5.12%
- 1Y
- 9.20%
- 3Y*
- 8.88%
- 5Y*
- 6.33%
- 10Y*
- 11.17%
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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PGROX vs. GAOAX - Expense Ratio Comparison
PGROX has a 1.13% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
PGROX vs. GAOAX — Risk / Return Rank
PGROX
GAOAX
PGROX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Worldwide Growth Fund (PGROX) 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.
| PGROX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.86 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.24 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.10 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.20 | 4.47 | -1.27 |
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
| PGROX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.17 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.54 | 0.00 |
Correlation
The correlation between PGROX and GAOAX is 0.89, 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
PGROX vs. GAOAX - Dividend Comparison
PGROX's dividend yield for the trailing twelve months is around 18.96%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGROX BNY Mellon Worldwide Growth Fund | 18.96% | 17.72% | 11.89% | 1.88% | 7.61% | 8.12% | 4.05% | 7.44% | 13.96% | 13.45% | 8.19% | 8.46% |
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
PGROX vs. GAOAX - Drawdown Comparison
The maximum PGROX drawdown since its inception was -47.75%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for PGROX and GAOAX.
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Drawdown Indicators
| PGROX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.75% | -29.02% | -18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -8.95% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -29.02% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -30.17% | -29.02% | -1.15% |
Current DrawdownCurrent decline from peak | -8.79% | -7.61% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -6.01% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.20% | +0.92% |
Volatility
PGROX vs. GAOAX - Volatility Comparison
BNY Mellon Worldwide Growth Fund (PGROX) has a higher volatility of 5.73% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that PGROX's price experiences larger fluctuations and is considered to be riskier 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
| PGROX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.98% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 7.55% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 11.53% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 11.03% | +6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 10.81% | +7.11% |