PGSGX vs. SWPPX
Compare and contrast key facts about JPMorgan Small Cap Growth Fund (PGSGX) and Schwab S&P 500 Index Fund (SWPPX).
PGSGX is managed by JPMorgan. It was launched on Jul 1, 1991. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
PGSGX vs. SWPPX - Performance Comparison
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PGSGX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | -5.80% | 6.21% | 12.45% | 13.85% | -32.43% | -6.17% | 59.18% | 37.15% | -4.65% | 41.26% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, PGSGX achieves a -5.80% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, PGSGX has underperformed SWPPX with an annualized return of 10.90%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
PGSGX
- 1D
- -2.24%
- 1M
- -10.00%
- YTD
- -5.80%
- 6M
- -4.37%
- 1Y
- 13.57%
- 3Y*
- 7.01%
- 5Y*
- -3.84%
- 10Y*
- 10.90%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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PGSGX vs. SWPPX - Expense Ratio Comparison
PGSGX has a 1.24% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
PGSGX vs. SWPPX — Risk / Return Rank
PGSGX
SWPPX
PGSGX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| PGSGX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.84 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.30 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.06 | -0.43 |
Martin ratioReturn relative to average drawdown | 2.18 | 5.14 | -2.96 |
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
| PGSGX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.84 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.68 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.76 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.48 | -0.07 |
Correlation
The correlation between PGSGX and SWPPX is 0.82, 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
PGSGX vs. SWPPX - Dividend Comparison
PGSGX's dividend yield for the trailing twelve months is around 7.85%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | 7.85% | 7.40% | 0.59% | 0.00% | 0.48% | 15.83% | 7.15% | 6.21% | 14.97% | 8.27% | 3.72% | 8.72% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
PGSGX vs. SWPPX - Drawdown Comparison
The maximum PGSGX drawdown since its inception was -60.90%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PGSGX and SWPPX.
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Drawdown Indicators
| PGSGX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -55.06% | -5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.12% | -12.10% | -3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -45.33% | -24.51% | -20.82% |
Max Drawdown (10Y)Largest decline over 10 years | -47.84% | -33.80% | -14.04% |
Current DrawdownCurrent decline from peak | -26.60% | -8.89% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -10.00% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 2.49% | +1.84% |
Volatility
PGSGX vs. SWPPX - Volatility Comparison
JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 8.38% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that PGSGX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGSGX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 4.29% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 9.11% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.64% | 18.14% | +7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.44% | 16.89% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.27% | 18.19% | +7.08% |