Correlation
The correlation between PGSGX and VOO 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.
PGSGX vs. VOO
Compare and contrast key facts about JPMorgan Small Cap Growth Fund (PGSGX) and Vanguard S&P 500 ETF (VOO).
PGSGX is managed by JPMorgan Chase. It was launched on Jul 1, 1991. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGSGX or VOO.
Performance
PGSGX vs. VOO - Performance Comparison
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Key characteristics
PGSGX:
-0.06
VOO:
0.74
PGSGX:
0.04
VOO:
1.04
PGSGX:
1.00
VOO:
1.15
PGSGX:
-0.06
VOO:
0.68
PGSGX:
-0.27
VOO:
2.58
PGSGX:
10.15%
VOO:
4.93%
PGSGX:
26.34%
VOO:
19.54%
PGSGX:
-60.90%
VOO:
-33.99%
PGSGX:
-33.12%
VOO:
-3.55%
Returns By Period
In the year-to-date period, PGSGX achieves a -8.46% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, PGSGX has underperformed VOO with an annualized return of 7.97%, while VOO has yielded a comparatively higher 12.81% annualized return.
PGSGX
-8.46%
4.78%
-15.37%
-1.65%
3.21%
2.69%
7.97%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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PGSGX vs. VOO - Expense Ratio Comparison
PGSGX has a 1.24% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
PGSGX vs. VOO — Risk-Adjusted Performance Rank
PGSGX
VOO
PGSGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PGSGX's dividend yield for the trailing twelve months is around 0.64%, less than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
PGSGX vs. VOO - Drawdown Comparison
The maximum PGSGX drawdown since its inception was -60.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PGSGX and VOO.
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Volatility
PGSGX vs. VOO - Volatility Comparison
JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 6.37% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that PGSGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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