SEEGX vs. ACWI
SEEGX (JPMorgan Large Cap Growth Fund) and ACWI (iShares MSCI ACWI ETF) are both funds - SEEGX is a Large Cap Growth Equities fund managed by JPMorgan, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, SEEGX returned 19.86%/yr vs 12.85%/yr for ACWI. Their correlation of 0.86 suggests significant overlap in exposure. SEEGX charges 0.69%/yr vs 0.32%/yr for ACWI.
Performance
SEEGX vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, SEEGX achieves a 7.85% return, which is significantly lower than ACWI's 12.13% return. Over the past 10 years, SEEGX has outperformed ACWI with an annualized return of 19.86%, while ACWI has yielded a comparatively lower 12.85% annualized return.
SEEGX
- 1D
- 0.66%
- 1M
- 6.70%
- YTD
- 7.85%
- 6M
- 6.50%
- 1Y
- 21.53%
- 3Y*
- 23.78%
- 5Y*
- 13.72%
- 10Y*
- 19.86%
ACWI
- 1D
- -0.83%
- 1M
- 5.28%
- YTD
- 12.13%
- 6M
- 12.96%
- 1Y
- 29.18%
- 3Y*
- 21.15%
- 5Y*
- 11.28%
- 10Y*
- 12.85%
SEEGX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEEGX JPMorgan Large Cap Growth Fund | 7.85% | 14.08% | 35.14% | 34.62% | -25.40% | 18.17% | 56.02% | 39.13% | 0.50% | 38.03% |
ACWI iShares MSCI ACWI ETF | 12.13% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between SEEGX and ACWI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.86 |
The correlation between SEEGX and ACWI has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
SEEGX vs. ACWI — Risk / Return Rank
SEEGX
ACWI
SEEGX vs. ACWI - Risk-Adjusted Trends 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.
| SEEGX | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.01 | -1.70 |
| Martin ratioReturn relative to average drawdown | 3.74 | 13.53 | -9.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEEGX | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 2.29 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.75 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.43 | +0.15 |
Drawdowns
SEEGX vs. ACWI - Drawdown Comparison
The maximum SEEGX drawdown since its inception was -62.09%, 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.
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Drawdown Indicators
| SEEGX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -56.00% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.82% | -9.73% | -7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.50% | -16.55% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -26.42% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -31.85% | -33.53% | +1.68% |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -16.90% | -8.61% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 2.16% | +3.73% |
Volatility
SEEGX vs. ACWI - Volatility Comparison
JPMorgan Large Cap Growth Fund (SEEGX) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.87% and 3.93%, 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
| SEEGX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.93% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 10.29% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 12.78% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 16.05% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 17.11% | +4.49% |
SEEGX vs. ACWI - Expense Ratio Comparison
SEEGX has a 0.69% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Dividends
SEEGX vs. ACWI - Dividend Comparison
SEEGX's dividend yield for the trailing twelve months is around 10.61%, more than ACWI's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
SEEGX JPMorgan Large Cap Growth Fund | 10.61% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
Frequently Asked Questions
SEEGX and ACWI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACWI has higher volatility (3.93%) compared to SEEGX (3.87%). In terms of maximum drawdown, SEEGX dropped -62.09% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (2.29 vs 1.42), 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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