SEEGX vs. VOO
Compare and contrast key facts about JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard S&P 500 ETF (VOO).
SEEGX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEEGX or VOO.
Key characteristics
| SEEGX | VOO | |
|---|---|---|
| YTD Return | 34.64% | 26.94% |
| 1Y Return | 41.70% | 35.06% |
| 3Y Return (Ann) | 4.06% | 10.23% |
| 5Y Return (Ann) | 13.23% | 15.77% |
| 10Y Return (Ann) | 8.89% | 13.41% |
| Sharpe Ratio | 2.45 | 3.08 |
| Sortino Ratio | 3.14 | 4.09 |
| Omega Ratio | 1.45 | 1.58 |
| Calmar Ratio | 2.03 | 4.46 |
| Martin Ratio | 13.00 | 20.36 |
| Ulcer Index | 3.42% | 1.85% |
| Daily Std Dev | 18.16% | 12.23% |
| Max Drawdown | -64.32% | -33.99% |
| Current Drawdown | 0.00% | -0.25% |
Correlation
The correlation between SEEGX and VOO is 0.89, 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.
Performance
SEEGX vs. VOO - Performance Comparison
In the year-to-date period, SEEGX achieves a 34.64% return, which is significantly higher than VOO's 26.94% return. Over the past 10 years, SEEGX has underperformed VOO with an annualized return of 8.89%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEEGX vs. VOO - Expense Ratio Comparison
SEEGX has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SEEGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SEEGX vs. VOO - Dividend Comparison
SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SEEGX vs. VOO - Drawdown Comparison
The maximum SEEGX drawdown since its inception was -64.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SEEGX and VOO. For additional features, visit the drawdowns tool.
Volatility
SEEGX vs. VOO - Volatility Comparison
JPMorgan Large Cap Growth Fund (SEEGX) has a higher volatility of 4.55% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that SEEGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.