SEEGX vs. MEGBX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund (SEEGX) and MFS Growth Fund (MEGBX).
SEEGX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. MEGBX is managed by MFS. It was launched on Dec 29, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEEGX or MEGBX.
Key characteristics
| SEEGX | MEGBX | |
|---|---|---|
| YTD Return | 34.64% | 31.45% |
| 1Y Return | 41.70% | 27.90% |
| 3Y Return (Ann) | 4.06% | 1.96% |
| 5Y Return (Ann) | 13.23% | 10.70% |
| 10Y Return (Ann) | 8.89% | 10.40% |
| Sharpe Ratio | 2.45 | 1.68 |
| Sortino Ratio | 3.14 | 2.18 |
| Omega Ratio | 1.45 | 1.33 |
| Calmar Ratio | 2.03 | 1.34 |
| Martin Ratio | 13.00 | 7.80 |
| Ulcer Index | 3.42% | 3.84% |
| Daily Std Dev | 18.16% | 17.85% |
| Max Drawdown | -64.32% | -72.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SEEGX and MEGBX is 0.89, 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.
Performance
SEEGX vs. MEGBX - Performance Comparison
In the year-to-date period, SEEGX achieves a 34.64% return, which is significantly higher than MEGBX's 31.45% return. Over the past 10 years, SEEGX has underperformed MEGBX with an annualized return of 8.89%, while MEGBX has yielded a comparatively higher 10.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEEGX vs. MEGBX - Expense Ratio Comparison
SEEGX has a 0.69% expense ratio, which is lower than MEGBX's 1.59% expense ratio.
Risk-Adjusted Performance
SEEGX vs. MEGBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and MFS Growth Fund (MEGBX). 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. MEGBX - Dividend Comparison
SEEGX's dividend yield for the trailing twelve months is around 0.09%, while MEGBX has not paid dividends to shareholders.
| 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% |
MEGBX MFS Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 4.83% | 1.78% |
Drawdowns
SEEGX vs. MEGBX - Drawdown Comparison
The maximum SEEGX drawdown since its inception was -64.32%, smaller than the maximum MEGBX drawdown of -72.59%. Use the drawdown chart below to compare losses from any high point for SEEGX and MEGBX. For additional features, visit the drawdowns tool.
Volatility
SEEGX vs. MEGBX - Volatility Comparison
JPMorgan Large Cap Growth Fund (SEEGX) and MFS Growth Fund (MEGBX) have volatilities of 4.55% and 4.54%, 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.