SFLNX vs. SEEGX
Compare and contrast key facts about Schwab Fundamental US Large Company Index Fund (SFLNX) and JPMorgan Large Cap Growth Fund (SEEGX).
SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007. SEEGX is managed by JPMorgan Chase. It was launched on Feb 28, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLNX or SEEGX.
Key characteristics
| SFLNX | SEEGX | |
|---|---|---|
| YTD Return | 20.97% | 34.64% |
| 1Y Return | 33.27% | 44.46% |
| 3Y Return (Ann) | 10.56% | 4.06% |
| 5Y Return (Ann) | 14.78% | 13.44% |
| 10Y Return (Ann) | 11.85% | 8.89% |
| Sharpe Ratio | 2.93 | 2.45 |
| Sortino Ratio | 4.03 | 3.14 |
| Omega Ratio | 1.55 | 1.45 |
| Calmar Ratio | 5.13 | 1.92 |
| Martin Ratio | 19.47 | 13.00 |
| Ulcer Index | 1.70% | 3.42% |
| Daily Std Dev | 11.26% | 18.16% |
| Max Drawdown | -60.01% | -64.32% |
| Current Drawdown | -0.71% | 0.00% |
Correlation
The correlation between SFLNX and SEEGX is 0.80, 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
SFLNX vs. SEEGX - Performance Comparison
In the year-to-date period, SFLNX achieves a 20.97% return, which is significantly lower than SEEGX's 34.64% return. Over the past 10 years, SFLNX has outperformed SEEGX with an annualized return of 11.85%, while SEEGX has yielded a comparatively lower 8.89% 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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SFLNX vs. SEEGX - Expense Ratio Comparison
SFLNX has a 0.25% expense ratio, which is lower than SEEGX's 0.69% expense ratio.
Risk-Adjusted Performance
SFLNX vs. SEEGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Large Company Index Fund (SFLNX) and JPMorgan Large Cap Growth Fund (SEEGX). 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
SFLNX vs. SEEGX - Dividend Comparison
SFLNX's dividend yield for the trailing twelve months is around 1.54%, more than SEEGX's 0.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
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% |
Drawdowns
SFLNX vs. SEEGX - Drawdown Comparison
The maximum SFLNX drawdown since its inception was -60.01%, smaller than the maximum SEEGX drawdown of -64.32%. Use the drawdown chart below to compare losses from any high point for SFLNX and SEEGX. For additional features, visit the drawdowns tool.
Volatility
SFLNX vs. SEEGX - Volatility Comparison
The current volatility for Schwab Fundamental US Large Company Index Fund (SFLNX) is 3.92%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 4.75%. This indicates that SFLNX experiences smaller price fluctuations and is considered to be less risky than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.