PRDSF vs. JLGMX

Last updated Apr 2, 2026

Compare and contrast key facts about Prada S.p.A (PRDSF) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).

JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.

Performance

PRDSF vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prada S.p.A (PRDSF) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

PRDSF vs. JLGMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRDSF Prada S.p.A	-17.60%	-27.24%	49.21%	1.11%	-5.79%	-13.67%	97.14%	10.81%	-1.82%	-9.37%
JLGMX JPMorgan Large Cap Growth Fund Class R6	-8.48%	14.38%	35.40%	34.95%	-25.20%	18.48%	56.39%	39.47%	0.74%	38.41%

Returns By Period

In the year-to-date period, PRDSF achieves a -17.60% return, which is significantly lower than JLGMX's -8.48% return. Over the past 10 years, PRDSF has underperformed JLGMX with an annualized return of 5.12%, while JLGMX has yielded a comparatively higher 18.24% annualized return.

PRDSF

• 1D: 0.00%
• 1M: -6.99%
• YTD: -17.60%
• 6M: -17.67%
• 1Y: -31.49%
• 3Y*: -10.59%
• 5Y*: -5.00%
• 10Y*: 5.12%

JLGMX

• 1D: 3.48%
• 1M: -4.87%
• YTD: -8.48%
• 6M: -10.35%
• 1Y: 12.67%
• 3Y*: 20.55%
• 5Y*: 10.71%
• 10Y*: 18.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRDSF vs. JLGMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRDSF

PRDSF Risk / Return Rank: 16
PRDSF Sharpe Ratio Rank: 18
PRDSF Sortino Ratio Rank: 21
PRDSF Omega Ratio Rank: 18
PRDSF Calmar Ratio Rank: 10
PRDSF Martin Ratio Rank: 11

JLGMX

JLGMX Risk / Return Rank: 25
JLGMX Sharpe Ratio Rank: 24
JLGMX Sortino Ratio Rank: 26
JLGMX Omega Ratio Rank: 25
JLGMX Calmar Ratio Rank: 27
JLGMX Martin Ratio Rank: 22

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRDSF vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prada S.p.A (PRDSF) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.

	PRDSF	JLGMX	Difference
Sharpe ratio Return per unit of total volatility	-0.51	0.64	-1.15
Sortino ratio Return per unit of downside risk	-0.38	1.05	-1.44
Omega ratio Gain probability vs. loss probability	0.94	1.15	-0.21
Calmar ratio Return relative to maximum drawdown	-0.84	0.81	-1.66
Martin ratio Return relative to average drawdown	-1.42	2.47	-3.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRDSF vs. JLGMX - Sharpe Ratio Comparison

The current PRDSF Sharpe Ratio is -0.51, which is lower than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRDSF and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRDSF	JLGMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	0.64	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.53	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.85	-0.75
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.80	-0.79

Correlation

The correlation between PRDSF and JLGMX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PRDSF vs. JLGMX - Dividend Comparison

PRDSF's dividend yield for the trailing twelve months is around 3.97%, less than JLGMX's 12.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRDSF Prada S.p.A	3.97%	3.27%	1.81%	2.19%	1.49%	0.73%	0.00%	1.89%	0.00%	0.00%	0.00%	0.00%
JLGMX JPMorgan Large Cap Growth Fund Class R6	12.06%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%

Drawdowns

PRDSF vs. JLGMX - Drawdown Comparison

The maximum PRDSF drawdown since its inception was -75.14%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for PRDSF and JLGMX.

Drawdown Indicators

	PRDSF	JLGMX	Difference
Max Drawdown Largest peak-to-trough decline	-75.14%	-31.82%	-43.32%
Max Drawdown (1Y) Largest decline over 1 year	-37.44%	-16.73%	-20.71%
Max Drawdown (5Y) Largest decline over 5 years	-47.25%	-31.13%	-16.12%
Max Drawdown (10Y) Largest decline over 10 years	-56.37%	-31.82%	-24.55%
Current Drawdown Current decline from peak	-49.52%	-13.83%	-35.69%
Average Drawdown Average peak-to-trough decline	-41.45%	-5.82%	-35.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.15%	5.51%	+16.64%

Volatility

PRDSF vs. JLGMX - Volatility Comparison

Prada S.p.A (PRDSF) has a higher volatility of 13.89% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 6.48%. This indicates that PRDSF's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRDSF	JLGMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.89%	6.48%	+7.41%
Volatility (6M) Calculated over the trailing 6-month period	42.28%	12.54%	+29.74%
Volatility (1Y) Calculated over the trailing 1-year period	62.31%	21.14%	+41.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.11%	20.25%	+35.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.76%	21.54%	+31.22%