SCGVX vs. GAOAX
SCGVX (Sands Capital Global Growth Fund) and GAOAX (JPMorgan Global Allocation Fund A) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 5.98%/yr for GAOAX. Their correlation of 0.82 means they have usually moved in the same direction. SCGVX charges 1.15%/yr vs 1.04%/yr for GAOAX.
Performance
SCGVX vs. GAOAX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than GAOAX's 2.81% return. Over the past 10 years, SCGVX has outperformed GAOAX with an annualized return of 9.66%, while GAOAX has yielded a comparatively lower 5.98% annualized return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
GAOAX
- 1D
- 1.67%
- 1M
- -0.70%
- 6M
- 0.44%
- YTD
- 2.81%
- 1Y
- 9.76%
- 3Y*
- 9.62%
- 5Y*
- 2.44%
- 10Y*
- 5.98%
- ALL TIME*
- 5.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
GAOAX JPMorgan Global Allocation Fund A | 2.81% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Correlation
The correlation between SCGVX and GAOAX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013 | 0.82 |
The correlation between SCGVX and GAOAX has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
SCGVX vs. GAOAX — Risk / Return Rank
SCGVX
GAOAX
SCGVX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCGVX | GAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.16 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.01 | -1.19 |
| Martin ratioReturn relative to average drawdown | -0.50 | 3.79 | -4.30 |
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Drawdowns
SCGVX vs. GAOAX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SCGVX and GAOAX.
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Drawdown Indicators
| SCGVX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -29.02% | -24.94% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -8.95% | -12.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -10.87% | -12.20% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -29.02% | -24.94% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -29.02% | -24.94% |
Current DrawdownCurrent decline from peak | -17.06% | -2.53% | -14.53% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -5.91% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.39% | +5.03% |
Volatility
SCGVX vs. GAOAX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to JPMorgan Global Allocation Fund A (GAOAX) at 3.45%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGVX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.45% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 9.20% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 10.75% | +9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 11.27% | +14.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 10.93% | +12.17% |
SCGVX vs. GAOAX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Dividends
SCGVX vs. GAOAX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than GAOAX's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 9.06% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
SCGVX and GAOAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to GAOAX (3.45%). In terms of maximum drawdown, SCGVX dropped -53.96% vs GAOAX's -29.02%.
GAOAX currently has the higher Sharpe Ratio (0.85 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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