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

Correlation

The correlation between SEEGX and VFIAX is 0.92, 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.


-0.50.00.51.00.9

Performance

SEEGX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
286.15%
580.05%
SEEGX
VFIAX

Key characteristics

Sharpe Ratio

SEEGX:

1.92

VFIAX:

2.23

Sortino Ratio

SEEGX:

2.51

VFIAX:

2.96

Omega Ratio

SEEGX:

1.35

VFIAX:

1.42

Calmar Ratio

SEEGX:

1.81

VFIAX:

3.30

Martin Ratio

SEEGX:

10.38

VFIAX:

14.60

Ulcer Index

SEEGX:

3.46%

VFIAX:

1.91%

Daily Std Dev

SEEGX:

18.69%

VFIAX:

12.52%

Max Drawdown

SEEGX:

-64.32%

VFIAX:

-55.20%

Current Drawdown

SEEGX:

-3.46%

VFIAX:

-2.57%

Returns By Period

In the year-to-date period, SEEGX achieves a 34.24% return, which is significantly higher than VFIAX's 25.97% return. Over the past 10 years, SEEGX has underperformed VFIAX with an annualized return of 8.92%, while VFIAX has yielded a comparatively higher 13.05% annualized return.


SEEGX

YTD

34.24%

1M

1.04%

6M

8.09%

1Y

34.42%

5Y*

14.93%

10Y*

8.92%

VFIAX

YTD

25.97%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.74%

10Y*

13.05%

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. VFIAX - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is higher than VFIAX's 0.04% 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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SEEGX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 1.92, compared to the broader market-1.000.001.002.003.004.001.922.23
The chart of Sortino ratio for SEEGX, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.002.512.96
The chart of Omega ratio for SEEGX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.42
The chart of Calmar ratio for SEEGX, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.0014.001.813.30
The chart of Martin ratio for SEEGX, currently valued at 10.38, compared to the broader market0.0020.0040.0060.0010.3814.60
SEEGX
VFIAX

The current SEEGX Sharpe Ratio is 1.92, which is comparable to the VFIAX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SEEGX and VFIAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.92
2.23
SEEGX
VFIAX

Dividends

SEEGX vs. VFIAX - Dividend Comparison

SEEGX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 0.90%.


TTM20232022202120202019201820172016201520142013
SEEGX
JPMorgan Large Cap Growth Fund
0.00%0.12%0.40%0.00%0.05%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SEEGX vs. VFIAX - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -64.32%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SEEGX and VFIAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.46%
-2.57%
SEEGX
VFIAX

Volatility

SEEGX vs. VFIAX - Volatility Comparison

JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 5.28% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.79%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than VFIAX 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%JulyAugustSeptemberOctoberNovemberDecember
5.28%
3.79%
SEEGX
VFIAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab