SPGEX vs. GAOAX
Compare and contrast key facts about Symmetry Panoramic Global Equity Fund (SPGEX) and JPMorgan Global Allocation Fund A (GAOAX).
SPGEX is managed by Symmetry Partners. It was launched on Nov 11, 2018. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
SPGEX vs. GAOAX - Performance Comparison
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SPGEX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPGEX Symmetry Panoramic Global Equity Fund | -1.82% | 19.76% | 11.36% | 18.90% | -14.00% | 20.68% | 8.79% | 22.96% | -6.07% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -2.49% |
Returns By Period
In the year-to-date period, SPGEX achieves a -1.82% return, which is significantly higher than GAOAX's -5.28% return.
SPGEX
- 1D
- -0.44%
- 1M
- -8.66%
- YTD
- -1.82%
- 6M
- 0.44%
- 1Y
- 17.77%
- 3Y*
- 14.52%
- 5Y*
- 8.53%
- 10Y*
- —
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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SPGEX vs. GAOAX - Expense Ratio Comparison
SPGEX has a 0.56% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
SPGEX vs. GAOAX — Risk / Return Rank
SPGEX
GAOAX
SPGEX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Global Equity Fund (SPGEX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| SPGEX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.72 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.06 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.82 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.42 | 3.42 | +3.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPGEX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.72 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.16 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.53 | +0.08 |
Correlation
The correlation between SPGEX and GAOAX is 0.91, 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.
Dividends
SPGEX vs. GAOAX - Dividend Comparison
SPGEX's dividend yield for the trailing twelve months is around 9.29%, less than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGEX Symmetry Panoramic Global Equity Fund | 9.29% | 9.12% | 17.40% | 3.71% | 3.64% | 4.84% | 1.20% | 2.33% | 0.66% | 0.00% | 0.00% | 0.00% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
SPGEX vs. GAOAX - Drawdown Comparison
The maximum SPGEX drawdown since its inception was -35.03%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SPGEX and GAOAX.
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Drawdown Indicators
| SPGEX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -29.02% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -8.95% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -29.02% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -8.97% | -8.95% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -6.01% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.15% | +0.36% |
Volatility
SPGEX vs. GAOAX - Volatility Comparison
Symmetry Panoramic Global Equity Fund (SPGEX) and JPMorgan Global Allocation Fund A (GAOAX) have volatilities of 4.82% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGEX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.64% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 7.42% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 11.46% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 11.02% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 10.80% | +5.75% |