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PSOPX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSOPX vs. JLGMX - Performance Comparison

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

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PSOPX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSOPX
JPMorgan Small Cap Value Fund
3.86%12.32%15.20%13.08%-13.37%32.44%6.14%19.14%-13.97%3.17%
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, PSOPX achieves a 3.86% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, PSOPX has underperformed JLGMX with an annualized return of 9.45%, while JLGMX has yielded a comparatively higher 18.24% annualized return.


PSOPX

1D
2.77%
1M
-5.54%
YTD
3.86%
6M
8.67%
1Y
25.47%
3Y*
15.26%
5Y*
7.04%
10Y*
9.45%

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)

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PSOPX vs. JLGMX - Expense Ratio Comparison

PSOPX has a 0.94% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


Return for Risk

PSOPX vs. JLGMX — Risk / Return Rank

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

PSOPX
PSOPX Risk / Return Rank: 6565
Overall Rank
PSOPX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSOPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PSOPX Omega Ratio Rank: 5353
Omega Ratio Rank
PSOPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PSOPX Martin Ratio Rank: 7171
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
Martin Ratio Rank
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.

PSOPX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) 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.


PSOPXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.64

+0.55

Sortino ratio

Return per unit of downside risk

1.73

1.05

+0.68

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.84

0.81

+1.02

Martin ratio

Return relative to average drawdown

7.17

2.47

+4.70

PSOPX vs. JLGMX - Sharpe Ratio Comparison

The current PSOPX Sharpe Ratio is 1.19, which is higher than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PSOPX 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.


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Sharpe Ratios by Period


PSOPXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.64

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.53

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.85

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.80

-0.36

Correlation

The correlation between PSOPX and JLGMX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PSOPX vs. JLGMX - Dividend Comparison

PSOPX's dividend yield for the trailing twelve months is around 8.93%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
PSOPX
JPMorgan Small Cap Value Fund
8.93%9.31%12.79%1.59%9.50%16.48%0.74%6.38%16.22%6.38%0.73%5.58%
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

PSOPX vs. JLGMX - Drawdown Comparison

The maximum PSOPX drawdown since its inception was -60.75%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for PSOPX and JLGMX.


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Drawdown Indicators


PSOPXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-31.82%

-28.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-16.73%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-31.13%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-46.52%

-31.82%

-14.70%

Current Drawdown

Current decline from peak

-6.59%

-13.83%

+7.24%

Average Drawdown

Average peak-to-trough decline

-10.32%

-5.82%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

5.51%

-1.92%

Volatility

PSOPX vs. JLGMX - Volatility Comparison

JPMorgan Small Cap Value Fund (PSOPX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 6.74% and 6.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSOPXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

6.48%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

12.54%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.96%

21.14%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

20.25%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

21.54%

+2.00%