PGSGX vs. SPY

In the year-to-date period, PGSGX achieves a -10.10% return, which is significantly lower than SPY's -3.42% return. Over the past 10 years, PGSGX has underperformed SPY with an annualized return of 1.52%, while SPY has yielded a comparatively higher 12.35% annualized return.

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PGSGX has a 1.24% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) and SPDR S&P 500 ETF (SPY). 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 SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PGSGX and SPY, 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 0.65%, less than SPY's 1.27% yield.

The maximum PGSGX drawdown since its inception was -68.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PGSGX and SPY. For additional features, visit the drawdowns tool.