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

Performance

SEEGX vs. VUG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.20%
13.91%
SEEGX
VUG

Returns By Period

In the year-to-date period, SEEGX achieves a 33.32% return, which is significantly higher than VUG's 30.43% return. Over the past 10 years, SEEGX has underperformed VUG with an annualized return of 8.68%, while VUG has yielded a comparatively higher 15.50% annualized return.


SEEGX

YTD

33.32%

1M

1.84%

6M

13.28%

1Y

38.36%

5Y (annualized)

12.98%

10Y (annualized)

8.68%

VUG

YTD

30.43%

1M

2.58%

6M

15.17%

1Y

35.89%

5Y (annualized)

19.11%

10Y (annualized)

15.50%

Key characteristics


SEEGXVUG
Sharpe Ratio2.142.17
Sortino Ratio2.792.83
Omega Ratio1.401.40
Calmar Ratio1.802.82
Martin Ratio11.3811.11
Ulcer Index3.43%3.29%
Daily Std Dev18.22%16.83%
Max Drawdown-64.32%-50.68%
Current Drawdown-0.98%-1.19%

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SEEGX vs. VUG - Expense Ratio Comparison

SEEGX has a 0.69% expense ratio, which is higher than VUG'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 VUG: 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%

Correlation

-0.50.00.51.01.0

The correlation between SEEGX and VUG is 0.95, 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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard Growth ETF (VUG). 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-1.000.001.002.003.004.005.002.142.17
The chart of Sortino ratio for SEEGX, currently valued at 2.79, compared to the broader market0.005.0010.002.792.83
The chart of Omega ratio for SEEGX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.40
The chart of Calmar ratio for SEEGX, currently valued at 1.80, compared to the broader market0.005.0010.0015.0020.0025.001.802.82
The chart of Martin ratio for SEEGX, currently valued at 11.38, compared to the broader market0.0020.0040.0060.0080.00100.0011.3811.11
SEEGX
VUG

The current SEEGX Sharpe Ratio is 2.14, which is comparable to the VUG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SEEGX and VUG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.14
2.17
SEEGX
VUG

Dividends

SEEGX vs. VUG - Dividend Comparison

SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than VUG's 0.49% 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%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

SEEGX vs. VUG - Drawdown Comparison

The maximum SEEGX drawdown since its inception was -64.32%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SEEGX and VUG. 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%
-1.19%
SEEGX
VUG

Volatility

SEEGX vs. VUG - Volatility Comparison

The current volatility for JPMorgan Large Cap Growth Fund (SEEGX) is 4.99%, while Vanguard Growth ETF (VUG) has a volatility of 5.29%. This indicates that SEEGX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.99%
5.29%
SEEGX
VUG