SEEGX vs. ACWI
Compare and contrast key facts about JPMorgan Large Cap Growth Fund (SEEGX) and iShares MSCI ACWI ETF (ACWI).
SEEGX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEEGX or ACWI.
Performance
SEEGX vs. ACWI - Performance Comparison
Returns By Period
In the year-to-date period, SEEGX achieves a 32.81% return, which is significantly higher than ACWI's 18.47% return. Over the past 10 years, SEEGX has underperformed ACWI with an annualized return of 8.70%, while ACWI has yielded a comparatively higher 9.24% annualized return.
SEEGX
32.81%
1.67%
12.38%
37.85%
12.89%
8.70%
ACWI
18.47%
-0.90%
7.41%
24.67%
11.23%
9.24%
Key characteristics
| SEEGX | ACWI | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.21 |
| Sortino Ratio | 2.81 | 3.03 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 1.82 | 3.15 |
| Martin Ratio | 11.50 | 14.13 |
| Ulcer Index | 3.43% | 1.81% |
| Daily Std Dev | 18.25% | 11.56% |
| Max Drawdown | -64.32% | -56.00% |
| Current Drawdown | -1.36% | -1.69% |
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SEEGX vs. ACWI - Expense Ratio Comparison
SEEGX has a 0.69% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Correlation
The correlation between SEEGX and ACWI is 0.85, 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.
Risk-Adjusted Performance
SEEGX vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and iShares MSCI ACWI ETF (ACWI). 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.
Dividends
SEEGX vs. ACWI - Dividend Comparison
SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than ACWI's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEEGX JPMorgan Large Cap Growth Fund | 0.09% | 0.12% | 0.40% | 0.00% | 0.05% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
SEEGX vs. ACWI - Drawdown Comparison
The maximum SEEGX drawdown since its inception was -64.32%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SEEGX and ACWI. For additional features, visit the drawdowns tool.
Volatility
SEEGX vs. ACWI - Volatility Comparison
JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 5.23% compared to iShares MSCI ACWI ETF (ACWI) at 3.23%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.