PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SEEGX vs. VDADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SEEGX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.20%
11.65%
SEEGX
VDADX

Returns By Period

In the year-to-date period, SEEGX achieves a 33.32% return, which is significantly higher than VDADX's 19.57% return. Over the past 10 years, SEEGX has underperformed VDADX with an annualized return of 8.68%, while VDADX has yielded a comparatively higher 11.64% annualized return.


SEEGX

YTD

33.32%

1M

1.84%

6M

13.28%

1Y

38.36%

5Y (annualized)

12.98%

10Y (annualized)

8.68%

VDADX

YTD

19.57%

1M

0.72%

6M

11.88%

1Y

25.16%

5Y (annualized)

12.75%

10Y (annualized)

11.64%

Key characteristics


SEEGXVDADX
Sharpe Ratio2.142.63
Sortino Ratio2.793.77
Omega Ratio1.401.48
Calmar Ratio1.805.14
Martin Ratio11.3816.69
Ulcer Index3.43%1.54%
Daily Std Dev18.22%9.76%
Max Drawdown-64.32%-31.70%
Current Drawdown-0.98%-0.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SEEGX vs. VDADX - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is higher than VDADX's 0.08% 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 VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.8

The correlation between SEEGX and VDADX is 0.78, 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. VDADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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-1.000.001.002.003.004.005.002.142.63
The chart of Sortino ratio for SEEGX, currently valued at 2.79, compared to the broader market0.005.0010.002.793.77
The chart of Omega ratio for SEEGX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.48
The chart of Calmar ratio for SEEGX, currently valued at 1.80, compared to the broader market0.005.0010.0015.0020.001.805.14
The chart of Martin ratio for SEEGX, currently valued at 11.38, compared to the broader market0.0020.0040.0060.0080.00100.0011.3816.69
SEEGX
VDADX

The current SEEGX Sharpe Ratio is 2.14, which is comparable to the VDADX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SEEGX and VDADX, 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
2.63
SEEGX
VDADX

Dividends

SEEGX vs. VDADX - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than VDADX's 1.68% yield.


TTM2023202220212020201920182017201620152014
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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.68%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%

Drawdowns

SEEGX vs. VDADX - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -64.32%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for SEEGX and VDADX. 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%
-0.98%
SEEGX
VDADX

Volatility

SEEGX vs. VDADX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 4.99% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 3.61%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than VDADX 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%
3.61%
SEEGX
VDADX