TGVAX vs. SEEGX

In the year-to-date period, TGVAX achieves a 14.60% return, which is significantly higher than SEEGX's -1.79% return. Over the past 10 years, TGVAX has underperformed SEEGX with an annualized return of 0.27%, while SEEGX has yielded a comparatively higher 7.81% annualized return.

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TGVAX has a 1.25% expense ratio, which is higher than SEEGX's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Thornburg International Equity Fund (TGVAX) 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.

The current TGVAX Sharpe Ratio is 0.60, which is comparable to the SEEGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TGVAX and SEEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TGVAX's dividend yield for the trailing twelve months is around 1.46%, while SEEGX has not paid dividends to shareholders.

The maximum TGVAX drawdown since its inception was -59.92%, smaller than the maximum SEEGX drawdown of -64.32%. Use the drawdown chart below to compare losses from any high point for TGVAX and SEEGX. For additional features, visit the drawdowns tool.

The current volatility for Thornburg International Equity Fund (TGVAX) is 2.54%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 6.24%. This indicates that TGVAX 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.