SEEGX vs. VUG
Compare and contrast key facts about JPMorgan Large Cap Growth Fund (SEEGX) and Vanguard Growth ETF (VUG).
SEEGX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEEGX or VUG.
Key characteristics
| SEEGX | VUG | |
|---|---|---|
| YTD Return | 34.64% | 31.93% |
| 1Y Return | 41.70% | 39.73% |
| 3Y Return (Ann) | 4.06% | 9.20% |
| 5Y Return (Ann) | 13.23% | 19.31% |
| 10Y Return (Ann) | 8.89% | 15.83% |
| Sharpe Ratio | 2.45 | 2.53 |
| Sortino Ratio | 3.14 | 3.26 |
| Omega Ratio | 1.45 | 1.46 |
| Calmar Ratio | 2.03 | 3.28 |
| Martin Ratio | 13.00 | 12.97 |
| Ulcer Index | 3.42% | 3.28% |
| Daily Std Dev | 18.16% | 16.79% |
| Max Drawdown | -64.32% | -50.68% |
| Current Drawdown | 0.00% | -0.04% |
Correlation
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.
Performance
SEEGX vs. VUG - Performance Comparison
In the year-to-date period, SEEGX achieves a 34.64% return, which is significantly higher than VUG's 31.93% return. Over the past 10 years, SEEGX has underperformed VUG with an annualized return of 8.89%, while VUG has yielded a comparatively higher 15.83% 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. VUG - Expense Ratio Comparison
SEEGX has a 0.69% expense ratio, which is higher than VUG's 0.04% expense ratio.
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.
Dividends
SEEGX vs. VUG - Dividend Comparison
SEEGX's dividend yield for the trailing twelve months is around 0.09%, less than VUG's 0.48% 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% |
VUG Vanguard Growth ETF | 0.48% | 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.
Volatility
SEEGX vs. VUG - Volatility Comparison
The current volatility for JPMorgan Large Cap Growth Fund (SEEGX) is 4.55%, while Vanguard Growth ETF (VUG) has a volatility of 4.92%. 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.