SEEGX vs. FSENX

Last updated Jun 26, 2026

SEEGX (JPMorgan Large Cap Growth Fund) and FSENX (Fidelity Select Energy Portfolio) are both mutual funds - SEEGX is a Large Cap Growth Equities fund actively managed by JPMorgan, while FSENX is a Energy Equities fund actively managed by Fidelity. Both are actively managed. Over the past 10 years, SEEGX returned 19.89%/yr vs 8.87%/yr for FSENX. At a 0.46 correlation, their price movements are largely independent. SEEGX charges 0.69%/yr vs 0.77%/yr for FSENX.

Performance

SEEGX vs. FSENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and Fidelity Select Energy Portfolio (FSENX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEEGX achieves a 3.34% return, which is significantly lower than FSENX's 24.88% return. Over the past 10 years, SEEGX has outperformed FSENX with an annualized return of 19.89%, while FSENX has yielded a comparatively lower 8.87% annualized return.

SEEGX

• 1D: -0.06%
• 1M: -2.72%
• YTD: 3.34%
• 6M: 1.50%
• 1Y: 13.40%
• 3Y*: 20.96%
• 5Y*: 11.79%
• 10Y*: 19.89%

FSENX

• 1D: -1.97%
• 1M: -7.60%
• YTD: 24.88%
• 6M: 26.10%
• 1Y: 37.08%
• 3Y*: 17.05%
• 5Y*: 19.97%
• 10Y*: 8.87%

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

SEEGX vs. FSENX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEEGX JPMorgan Large Cap Growth Fund	3.34%	14.08%	35.14%	34.62%	-25.40%	18.17%	56.02%	39.13%	0.50%	38.03%
FSENX Fidelity Select Energy Portfolio	24.88%	10.56%	4.26%	0.94%	62.98%	55.31%	-32.51%	9.90%	-24.94%	-2.65%

Correlation

The correlation between SEEGX and FSENX is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jan 4, 1993	0.46

The correlation between SEEGX and FSENX shifts across timeframes, from -0.10 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SEEGX vs. FSENX — Risk / Return Rank

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

SEEGX

SEEGX Risk / Return Rank: 12
SEEGX Sharpe Ratio Rank: 13
SEEGX Sortino Ratio Rank: 13
SEEGX Omega Ratio Rank: 13
SEEGX Calmar Ratio Rank: 10
SEEGX Martin Ratio Rank: 10

FSENX

FSENX Risk / Return Rank: 55
FSENX Sharpe Ratio Rank: 56
FSENX Sortino Ratio Rank: 49
FSENX Omega Ratio Rank: 43
FSENX Calmar Ratio Rank: 76
FSENX Martin Ratio Rank: 53

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. FSENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Fidelity Select Energy Portfolio (FSENX). 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.

	SEEGX	FSENX	Difference
Sharpe ratio: Return per unit of total volatility	0.81	1.84	-1.04
Sortino ratio: Return per unit of downside risk	1.17	2.45	-1.28
Omega ratio: Gain probability vs. loss probability	1.15	1.30	-0.15
Calmar ratio: Return relative to maximum drawdown	0.80	3.00	-2.20
Martin ratio: Return relative to average drawdown	2.27	9.42	-7.15

SEEGX vs. FSENX - Sharpe Ratio Comparison

The current SEEGX Sharpe Ratio is 0.81, which is lower than the FSENX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SEEGX and FSENX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEEGX vs. FSENX - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -62.09%, smaller than the maximum FSENX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for SEEGX and FSENX.

Drawdown Indicators

	SEEGX	FSENX	Difference
Max Drawdown Largest peak-to-trough decline	-62.09%	-76.24%	+14.15%
Max Drawdown (1Y) Largest decline over 1 year	-16.82%	-12.22%	-4.60%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	-25.85%	+4.35%
Max Drawdown (5Y) Largest decline over 5 years	-31.23%	-28.02%	-3.21%
Max Drawdown (10Y) Largest decline over 10 years	-31.85%	-72.11%	+40.26%
Current Drawdown Current decline from peak	-4.18%	-12.22%	+8.04%
Average Drawdown Average peak-to-trough decline	-16.88%	-17.00%	+0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.96%	3.89%	+2.07%

Volatility

SEEGX vs. FSENX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) and Fidelity Select Energy Portfolio (FSENX) have volatilities of 7.24% and 7.01%, 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.

Volatility by Period

	SEEGX	FSENX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	7.01%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	12.70%	15.91%	-3.21%
Volatility (1Y) Calculated over the trailing 1-year period	16.88%	19.97%	-3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	27.25%	-6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	30.92%	-9.25%

SEEGX vs. FSENX - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is lower than FSENX's 0.77% expense ratio.

Dividends

SEEGX vs. FSENX - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 11.07%, more than FSENX's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSENX Fidelity Select Energy Portfolio	1.71%	1.95%	1.95%	1.98%	2.50%	2.25%	3.43%	1.84%	1.48%	1.74%	0.62%	1.29%
SEEGX JPMorgan Large Cap Growth Fund	11.07%	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

Can I hold both SEEGX and FSENX in my portfolio?

SEEGX and FSENX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEEGX or FSENX?

SEEGX has higher volatility (7.24%) compared to FSENX (7.01%). In terms of maximum drawdown, SEEGX dropped -62.09% vs FSENX's -76.24%.

Which has better risk-adjusted returns?

FSENX currently has the higher Sharpe Ratio (1.84 vs 0.81), 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.