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

Performance

SEEGX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.20%
12.84%
SEEGX
SPY

Returns By Period

In the year-to-date period, SEEGX achieves a 33.32% return, which is significantly higher than SPY's 26.08% return. Over the past 10 years, SEEGX has underperformed SPY with an annualized return of 8.68%, while SPY has yielded a comparatively higher 13.10% annualized return.


SEEGX

YTD

33.32%

1M

1.84%

6M

13.28%

1Y

38.36%

5Y (annualized)

12.98%

10Y (annualized)

8.68%

SPY

YTD

26.08%

1M

1.77%

6M

13.59%

1Y

32.24%

5Y (annualized)

15.62%

10Y (annualized)

13.10%

Key characteristics


SEEGXSPY
Sharpe Ratio2.142.70
Sortino Ratio2.793.60
Omega Ratio1.401.50
Calmar Ratio1.803.90
Martin Ratio11.3817.52
Ulcer Index3.43%1.87%
Daily Std Dev18.22%12.14%
Max Drawdown-64.32%-55.19%
Current Drawdown-0.98%-0.85%

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SEEGX vs. SPY - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is higher than SPY's 0.09% expense ratio.


SEEGX
JPMorgan Large Cap Growth Fund
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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.9

The correlation between SEEGX and SPY is 0.90, 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.

Risk-Adjusted Performance

SEEGX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for SEEGX, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.005.002.142.70
The chart of Sortino ratio for SEEGX, currently valued at 2.79, compared to the broader market0.005.0010.002.793.60
The chart of Omega ratio for SEEGX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.50
The chart of Calmar ratio for SEEGX, currently valued at 1.80, compared to the broader market0.005.0010.0015.0020.0025.001.803.90
The chart of Martin ratio for SEEGX, currently valued at 11.38, compared to the broader market0.0020.0040.0060.0080.00100.0011.3817.52
SEEGX
SPY

The current SEEGX Sharpe Ratio is 2.14, which is comparable to the SPY Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SEEGX and SPY, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.14
2.70
SEEGX
SPY

Dividends

SEEGX vs. SPY - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than SPY's 1.18% yield.


TTM20232022202120202019201820172016201520142013
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%
SPY
SPDR S&P 500 ETF
1.18%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

SEEGX vs. SPY - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -64.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SEEGX and SPY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.98%
-0.85%
SEEGX
SPY

Volatility

SEEGX vs. SPY - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 4.99% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than SPY 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%JuneJulyAugustSeptemberOctoberNovember
4.99%
3.98%
SEEGX
SPY