Correlation
The correlation between PGSGX and SPY is 0.80, 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.
PGSGX vs. SPY
Compare and contrast key facts about JPMorgan Small Cap Growth Fund (PGSGX) and SPDR S&P 500 ETF (SPY).
PGSGX is managed by JPMorgan Chase. It was launched on Jul 1, 1991. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGSGX or SPY.
Performance
PGSGX vs. SPY - Performance Comparison
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Key characteristics
PGSGX:
-0.03
SPY:
0.67
PGSGX:
0.05
SPY:
1.03
PGSGX:
1.01
SPY:
1.15
PGSGX:
-0.06
SPY:
0.69
PGSGX:
-0.25
SPY:
2.61
PGSGX:
10.10%
SPY:
4.92%
PGSGX:
26.39%
SPY:
20.44%
PGSGX:
-60.90%
SPY:
-55.19%
PGSGX:
-32.92%
SPY:
-3.44%
Returns By Period
In the year-to-date period, PGSGX achieves a -8.18% return, which is significantly lower than SPY's 0.98% return. Over the past 10 years, PGSGX has underperformed SPY with an annualized return of 8.03%, while SPY has yielded a comparatively higher 12.73% annualized return.
PGSGX
-8.18%
4.96%
-14.80%
-0.81%
2.63%
2.75%
8.03%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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PGSGX vs. SPY - Expense Ratio Comparison
PGSGX has a 1.24% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
PGSGX vs. SPY — Risk-Adjusted Performance Rank
PGSGX
SPY
PGSGX vs. SPY - Risk-Adjusted Performance Comparison
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.
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Dividends
PGSGX vs. SPY - Dividend Comparison
PGSGX's dividend yield for the trailing twelve months is around 0.64%, less than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | 0.64% | 0.59% | 0.00% | 0.48% | 15.83% | 7.15% | 6.20% | 14.97% | 8.27% | 3.72% | 8.72% | 8.45% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
PGSGX vs. SPY - Drawdown Comparison
The maximum PGSGX drawdown since its inception was -60.90%, 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.
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Volatility
PGSGX vs. SPY - Volatility Comparison
JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 6.36% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that PGSGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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