STLG vs. JPGSX
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and JPMorgan U.S. GARP Equity Fund (JPGSX).
STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. JPGSX is managed by JPMorgan. It was launched on Feb 28, 2003.
Performance
STLG vs. JPGSX - Performance Comparison
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STLG vs. JPGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | -4.79% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
JPGSX JPMorgan U.S. GARP Equity Fund | -8.51% | 20.56% | 39.85% | 42.04% | -27.58% | 30.71% | 23.04% |
Returns By Period
In the year-to-date period, STLG achieves a -4.79% return, which is significantly higher than JPGSX's -8.51% return.
STLG
- 1D
- 1.30%
- 1M
- -4.52%
- YTD
- -4.79%
- 6M
- -1.79%
- 1Y
- 26.47%
- 3Y*
- 25.76%
- 5Y*
- 15.47%
- 10Y*
- —
JPGSX
- 1D
- 3.71%
- 1M
- -5.37%
- YTD
- -8.51%
- 6M
- -7.39%
- 1Y
- 21.03%
- 3Y*
- 24.28%
- 5Y*
- 14.16%
- 10Y*
- 16.45%
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STLG vs. JPGSX - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than JPGSX's 0.59% expense ratio.
Return for Risk
STLG vs. JPGSX — Risk / Return Rank
STLG
JPGSX
STLG vs. JPGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and JPMorgan U.S. GARP Equity Fund (JPGSX). 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.
| STLG | JPGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.99 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.55 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.52 | +0.49 |
Martin ratioReturn relative to average drawdown | 7.30 | 5.29 | +2.01 |
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
| STLG | JPGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.99 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.68 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.64 | +0.09 |
Correlation
The correlation between STLG and JPGSX is 0.93, 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
STLG vs. JPGSX - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.31%, less than JPGSX's 8.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.31% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPGSX JPMorgan U.S. GARP Equity Fund | 8.01% | 7.33% | 11.15% | 0.92% | 4.30% | 21.34% | 9.65% | 12.78% | 12.46% | 0.63% | 0.90% | 0.05% |
Drawdowns
STLG vs. JPGSX - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum JPGSX drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for STLG and JPGSX.
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Drawdown Indicators
| STLG | JPGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -52.81% | +21.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -14.59% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -31.18% | +0.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -9.19% | -11.43% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.29% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 4.19% | -0.43% |
Volatility
STLG vs. JPGSX - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.59% compared to JPMorgan U.S. GARP Equity Fund (JPGSX) at 6.73%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than JPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | JPGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.59% | 6.73% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 12.31% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 22.37% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 20.87% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 20.61% | +3.41% |