PGSGX vs. IWM

In the year-to-date period, PGSGX achieves a -8.91% return, which is significantly lower than IWM's -7.83% return. Over the past 10 years, PGSGX has underperformed IWM with an annualized return of 1.42%, while IWM has yielded a comparatively higher 6.42% annualized return.

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PGSGX has a 1.24% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) and iShares Russell 2000 ETF (IWM). 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.

The current PGSGX Sharpe Ratio is -0.15, which is lower than the IWM Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of PGSGX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGSGX's dividend yield for the trailing twelve months is around 0.64%, less than IWM's 1.21% yield.

The maximum PGSGX drawdown since its inception was -68.36%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for PGSGX and IWM. For additional features, visit the drawdowns tool.

JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 6.74% compared to iShares Russell 2000 ETF (IWM) at 6.23%. This indicates that PGSGX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.