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VSCOX vs. SEEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCOX vs. SEEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Small Cap Blend Fund (VSCOX) and JPMorgan Large Cap Growth Fund (SEEGX). The values are adjusted to include any dividend payments, if applicable.

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VSCOX vs. SEEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCOX
JPMorgan Small Cap Blend Fund
-2.85%2.93%10.28%15.15%-19.02%14.03%24.71%30.18%-3.27%41.64%
SEEGX
JPMorgan Large Cap Growth Fund
-11.61%14.08%35.14%34.62%-25.40%18.17%56.02%39.13%0.50%38.03%

Returns By Period

In the year-to-date period, VSCOX achieves a -2.85% return, which is significantly higher than SEEGX's -11.61% return. Over the past 10 years, VSCOX has underperformed SEEGX with an annualized return of 11.89%, while SEEGX has yielded a comparatively higher 17.54% annualized return.


VSCOX

1D
-1.06%
1M
-7.68%
YTD
-2.85%
6M
-2.13%
1Y
9.54%
3Y*
7.11%
5Y*
1.27%
10Y*
11.89%

SEEGX

1D
-0.65%
1M
-8.19%
YTD
-11.61%
6M
-13.28%
1Y
9.34%
3Y*
18.90%
5Y*
10.02%
10Y*
17.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCOX vs. SEEGX - Expense Ratio Comparison

VSCOX has a 1.24% expense ratio, which is higher than SEEGX's 0.69% expense ratio.


Return for Risk

VSCOX vs. SEEGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCOX
VSCOX Risk / Return Rank: 1616
Overall Rank
VSCOX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VSCOX Sortino Ratio Rank: 1616
Sortino Ratio Rank
VSCOX Omega Ratio Rank: 1515
Omega Ratio Rank
VSCOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VSCOX Martin Ratio Rank: 1818
Martin Ratio Rank

SEEGX
SEEGX Risk / Return Rank: 1717
Overall Rank
SEEGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SEEGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SEEGX Omega Ratio Rank: 1919
Omega Ratio Rank
SEEGX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEEGX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSCOX vs. SEEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Blend Fund (VSCOX) 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.


VSCOXSEEGXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.46

-0.05

Sortino ratio

Return per unit of downside risk

0.74

0.80

-0.06

Omega ratio

Gain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratio

Return relative to maximum drawdown

0.49

0.40

+0.09

Martin ratio

Return relative to average drawdown

1.90

1.24

+0.66

VSCOX vs. SEEGX - Sharpe Ratio Comparison

The current VSCOX Sharpe Ratio is 0.41, which is comparable to the SEEGX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VSCOX 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.


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Sharpe Ratios by Period


VSCOXSEEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.46

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.50

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.82

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

Correlation

The correlation between VSCOX 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.


Dividends

VSCOX vs. SEEGX - Dividend Comparison

VSCOX's dividend yield for the trailing twelve months is around 5.83%, less than SEEGX's 12.95% yield.


TTM20252024202320222021202020192018201720162015
VSCOX
JPMorgan Small Cap Blend Fund
5.83%5.67%0.93%0.27%2.31%7.53%1.91%3.20%38.00%11.76%17.41%16.15%
SEEGX
JPMorgan Large Cap Growth Fund
12.95%11.44%2.00%0.12%3.42%14.92%5.27%12.85%15.97%14.79%9.88%4.49%

Drawdowns

VSCOX vs. SEEGX - Drawdown Comparison

The maximum VSCOX drawdown since its inception was -59.58%, roughly equal to the maximum SEEGX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for VSCOX and SEEGX.


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Drawdown Indicators


VSCOXSEEGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.58%

-62.09%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-16.82%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-31.23%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-31.85%

-6.43%

Current Drawdown

Current decline from peak

-10.33%

-16.82%

+6.49%

Average Drawdown

Average peak-to-trough decline

-14.72%

-16.97%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

5.48%

-1.89%

Volatility

VSCOX vs. SEEGX - Volatility Comparison

JPMorgan Small Cap Blend Fund (VSCOX) has a higher volatility of 5.86% compared to JPMorgan Large Cap Growth Fund (SEEGX) at 5.22%. This indicates that VSCOX's price experiences larger fluctuations and is considered to be riskier than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCOXSEEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.22%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

12.06%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

20.91%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

20.21%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

21.54%

+0.76%