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SEEGX vs. SFLNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEEGX and SFLNX is 0.79, 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.


-0.50.00.51.00.8

Performance

SEEGX vs. SFLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and Schwab Fundamental US Large Company Index Fund (SFLNX). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%400.00%AugustSeptemberOctoberNovemberDecember2025
365.86%
292.98%
SEEGX
SFLNX

Key characteristics

Sharpe Ratio

SEEGX:

1.70

SFLNX:

1.44

Sortino Ratio

SEEGX:

2.25

SFLNX:

2.01

Omega Ratio

SEEGX:

1.31

SFLNX:

1.26

Calmar Ratio

SEEGX:

1.92

SFLNX:

2.50

Martin Ratio

SEEGX:

9.12

SFLNX:

7.60

Ulcer Index

SEEGX:

3.52%

SFLNX:

2.12%

Daily Std Dev

SEEGX:

18.89%

SFLNX:

11.19%

Max Drawdown

SEEGX:

-64.32%

SFLNX:

-60.04%

Current Drawdown

SEEGX:

-5.08%

SFLNX:

-6.03%

Returns By Period

In the year-to-date period, SEEGX achieves a -0.44% return, which is significantly higher than SFLNX's -0.79% return. Both investments have delivered pretty close results over the past 10 years, with SEEGX having a 9.00% annualized return and SFLNX not far behind at 8.67%.


SEEGX

YTD

-0.44%

1M

-3.60%

6M

3.51%

1Y

29.77%

5Y*

13.41%

10Y*

9.00%

SFLNX

YTD

-0.79%

1M

-3.97%

6M

3.60%

1Y

16.28%

5Y*

11.21%

10Y*

8.67%

*Annualized

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SEEGX vs. SFLNX - Expense Ratio Comparison

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


Expense ratio chart for SEEGX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SFLNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SEEGX vs. SFLNX — Risk-Adjusted Performance Rank

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

SEEGX
The Risk-Adjusted Performance Rank of SEEGX is 8787
Overall Rank
The Sharpe Ratio Rank of SEEGX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SEEGX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SEEGX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SEEGX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SEEGX is 8787
Martin Ratio Rank

SFLNX
The Risk-Adjusted Performance Rank of SFLNX is 8484
Overall Rank
The Sharpe Ratio Rank of SFLNX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SFLNX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SFLNX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SFLNX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SFLNX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEEGX vs. SFLNX - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for SEEGX, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.701.44
The chart of Sortino ratio for SEEGX, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.01
The chart of Omega ratio for SEEGX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.26
The chart of Calmar ratio for SEEGX, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.922.50
The chart of Martin ratio for SEEGX, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.0050.0060.009.127.60
SEEGX
SFLNX

The current SEEGX Sharpe Ratio is 1.70, which is comparable to the SFLNX Sharpe Ratio of 1.44. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.70
1.44
SEEGX
SFLNX

Dividends

SEEGX vs. SFLNX - Dividend Comparison

SEEGX has not paid dividends to shareholders, while SFLNX's dividend yield for the trailing twelve months is around 1.80%.


TTM20242023202220212020201920182017201620152014
SEEGX
JPMorgan Large Cap Growth Fund
0.00%0.00%0.12%0.40%0.00%0.05%0.04%0.00%0.00%0.00%0.00%0.00%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.80%1.78%1.86%2.09%1.74%2.43%2.39%2.86%2.10%2.25%2.42%1.73%

Drawdowns

SEEGX vs. SFLNX - Drawdown Comparison

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.08%
-6.03%
SEEGX
SFLNX

Volatility

SEEGX vs. SFLNX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 6.15% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.80%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.15%
3.80%
SEEGX
SFLNX