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SEEGX vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEEGX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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

SEEGX vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SEEGX
SEEGX Risk / Return Rank: 1919
Overall Rank
SEEGX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SEEGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SEEGX Omega Ratio Rank: 2323
Omega Ratio Rank
SEEGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SEEGX Martin Ratio Rank: 1313
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

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.


SEEGXACWIDifference
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

SEEGX vs. ACWI - Sharpe Ratio Comparison

The current SEEGX Sharpe Ratio is 1.42, which is lower than the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SEEGX and ACWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SEEGXACWIDifference

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


SEEGXACWIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-16.90%

-8.61%

-8.29%

Ulcer Index

Depth 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


SEEGXACWIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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