WFSPX vs. JLGMX

In the year-to-date period, WFSPX achieves a 1.91% return, which is significantly higher than JLGMX's 0.64% return. Over the past 10 years, WFSPX has outperformed JLGMX with an annualized return of 12.79%, while JLGMX has yielded a comparatively lower 8.47% annualized return.

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WFSPX has a 0.03% expense ratio, which is lower than JLGMX's 0.44% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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 WFSPX Sharpe Ratio is 0.72, which is comparable to the JLGMX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WFSPX and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WFSPX's dividend yield for the trailing twelve months is around 1.21%, more than JLGMX's 0.21% yield.

The maximum WFSPX drawdown since its inception was -89.72%, which is greater than JLGMX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for WFSPX and JLGMX. For additional features, visit the drawdowns tool.

iShares S&P 500 Index Fund (WFSPX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 5.47% and 5.54%, 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.