SEEGX vs. SFLNX

In the year-to-date period, SEEGX achieves a -0.31% return, which is significantly lower than SFLNX's 0.29% return. Both investments have delivered pretty close results over the past 10 years, with SEEGX having a 7.97% annualized return and SFLNX not far ahead at 8.23%.

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SEEGX has a 0.69% expense ratio, which is higher than SFLNX's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.

The current SEEGX Sharpe Ratio is 0.60, which is comparable to the SFLNX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SEEGX and SFLNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEEGX has not paid dividends to shareholders, while SFLNX's dividend yield for the trailing twelve months is around 1.78%.

The maximum SEEGX drawdown since its inception was -64.32%, which is greater than SFLNX's maximum drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for SEEGX and SFLNX. For additional features, visit the drawdowns tool.

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 6.27% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 5.12%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.