SEEGX vs. SFLNX

Last updated Jun 23, 2026

SEEGX (JPMorgan Large Cap Growth Fund) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both mutual funds - SEEGX is a Large Cap Growth Equities fund actively managed by JPMorgan, while SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index. SEEGX is actively managed, while SFLNX is passively managed. Over the past 10 years, SEEGX returned 19.96%/yr vs 14.25%/yr for SFLNX. A 0.78 correlation means they provide meaningful diversification when combined. SEEGX charges 0.69%/yr vs 0.25%/yr for SFLNX.

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.

Returns By Period

In the year-to-date period, SEEGX achieves a 6.67% return, which is significantly lower than SFLNX's 14.56% return. Over the past 10 years, SEEGX has outperformed SFLNX with an annualized return of 19.96%, while SFLNX has yielded a comparatively lower 14.25% annualized return.

SEEGX

• 1D: 1.84%
• 1M: 1.34%
• YTD: 6.67%
• 6M: 5.68%
• 1Y: 20.55%
• 3Y*: 21.91%
• 5Y*: 13.17%
• 10Y*: 19.96%

SFLNX

• 1D: 0.49%
• 1M: 0.80%
• YTD: 14.56%
• 6M: 14.06%
• 1Y: 31.56%
• 3Y*: 19.65%
• 5Y*: 13.94%
• 10Y*: 14.25%

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

SEEGX vs. SFLNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEEGX JPMorgan Large Cap Growth Fund	6.67%	14.08%	35.14%	34.62%	-25.40%	18.17%	56.02%	39.13%	0.50%	38.03%
SFLNX Schwab Fundamental US Large Company Index Fund	14.56%	17.02%	16.78%	18.16%	-6.89%	31.64%	9.12%	28.91%	-7.43%	17.08%

Correlation

The correlation between SEEGX and SFLNX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.78

Over the past year, the correlation between SEEGX and SFLNX has dropped to 0.58 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

SEEGX vs. SFLNX — Risk / Return Rank

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

SEEGX

SEEGX Risk / Return Rank: 17
SEEGX Sharpe Ratio Rank: 20
SEEGX Sortino Ratio Rank: 19
SEEGX Omega Ratio Rank: 20
SEEGX Calmar Ratio Rank: 14
SEEGX Martin Ratio Rank: 12

SFLNX

SFLNX Risk / Return Rank: 92
SFLNX Sharpe Ratio Rank: 94
SFLNX Sortino Ratio Rank: 90
SFLNX Omega Ratio Rank: 86
SFLNX Calmar Ratio Rank: 95
SFLNX Martin Ratio Rank: 95

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. SFLNX - Risk-Adjusted Trends 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.

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	SFLNX	Difference
Sharpe ratio: Return per unit of total volatility	1.20	3.00	-1.80
Sortino ratio: Return per unit of downside risk	1.68	4.13	-2.45
Omega ratio: Gain probability vs. loss probability	1.22	1.55	-0.33
Calmar ratio: Return relative to maximum drawdown	1.19	5.22	-4.03
Martin ratio: Return relative to average drawdown	3.36	20.25	-16.89

SEEGX vs. SFLNX - Sharpe Ratio Comparison

The current SEEGX Sharpe Ratio is 1.20, which is lower than the SFLNX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of SEEGX and SFLNX, 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. SFLNX - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -62.09%, which is greater than SFLNX's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SEEGX and SFLNX.

Drawdown Indicators

	SEEGX	SFLNX	Difference
Max Drawdown Largest peak-to-trough decline	-62.09%	-56.18%	-5.91%
Max Drawdown (1Y) Largest decline over 1 year	-16.82%	-6.10%	-10.72%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	-16.27%	-5.23%
Max Drawdown (5Y) Largest decline over 5 years	-31.23%	-18.98%	-12.25%
Max Drawdown (10Y) Largest decline over 10 years	-31.85%	-37.59%	+5.74%
Current Drawdown Current decline from peak	-1.09%	-1.18%	+0.09%
Average Drawdown Average peak-to-trough decline	-16.88%	-6.00%	-10.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.94%	1.57%	+4.37%

Volatility

SEEGX vs. SFLNX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 6.66% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.44%. 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.

Volatility by Period

	SEEGX	SFLNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.66%	3.44%	+3.22%
Volatility (6M) Calculated over the trailing 6-month period	12.68%	7.81%	+4.87%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	10.62%	+6.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.36%	15.27%	+5.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	18.41%	+3.26%

SEEGX vs. SFLNX - Expense Ratio Comparison

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

Dividends

SEEGX vs. SFLNX - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 10.73%, more than SFLNX's 1.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEEGX JPMorgan Large Cap Growth Fund	10.73%	11.44%	2.00%	0.12%	3.42%	14.92%	5.27%	12.85%	15.97%	14.79%	9.88%	4.49%
SFLNX Schwab Fundamental US Large Company Index Fund	1.46%	1.68%	1.78%	1.86%	2.09%	4.78%	6.17%	5.33%	9.69%	3.28%	7.23%	5.68%

Frequently Asked Questions

Can I hold both SEEGX and SFLNX in my portfolio?

SEEGX and SFLNX have a correlation of 0.58, 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 SFLNX?

SEEGX has higher volatility (6.66%) compared to SFLNX (3.44%). In terms of maximum drawdown, SEEGX dropped -62.09% vs SFLNX's -56.18%.

Which has better risk-adjusted returns?

SFLNX currently has the higher Sharpe Ratio (3.00 vs 1.20), 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.