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WOOPX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WOOPX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SMID Cap Equity Fund (WOOPX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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WOOPX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WOOPX
JPMorgan SMID Cap Equity Fund
-2.26%-2.61%11.33%13.31%-18.98%23.19%10.20%26.22%-11.49%16.94%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-8.48%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%

Returns By Period

In the year-to-date period, WOOPX achieves a -2.26% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, WOOPX has underperformed JLGMX with an annualized return of 6.59%, while JLGMX has yielded a comparatively higher 18.24% annualized return.


WOOPX

1D
2.89%
1M
-7.13%
YTD
-2.26%
6M
-2.33%
1Y
-0.22%
3Y*
5.28%
5Y*
1.94%
10Y*
6.59%

JLGMX

1D
3.48%
1M
-4.87%
YTD
-8.48%
6M
-10.35%
1Y
12.67%
3Y*
20.55%
5Y*
10.71%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WOOPX vs. JLGMX - Expense Ratio Comparison

WOOPX has a 0.84% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


Return for Risk

WOOPX vs. JLGMX — Risk / Return Rank

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

WOOPX
WOOPX Risk / Return Rank: 44
Overall Rank
WOOPX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WOOPX Sortino Ratio Rank: 44
Sortino Ratio Rank
WOOPX Omega Ratio Rank: 44
Omega Ratio Rank
WOOPX Calmar Ratio Rank: 44
Calmar Ratio Rank
WOOPX Martin Ratio Rank: 44
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
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.

WOOPX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SMID Cap Equity Fund (WOOPX) 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.


WOOPXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.64

-0.63

Sortino ratio

Return per unit of downside risk

0.17

1.05

-0.89

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

0.04

0.81

-0.78

Martin ratio

Return relative to average drawdown

0.11

2.47

-2.37

WOOPX vs. JLGMX - Sharpe Ratio Comparison

The current WOOPX Sharpe Ratio is 0.01, which is lower than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of WOOPX 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.


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Sharpe Ratios by Period


WOOPXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.64

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.53

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.85

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.80

-0.34

Correlation

The correlation between WOOPX and JLGMX is 0.78, 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

WOOPX vs. JLGMX - Dividend Comparison

WOOPX's dividend yield for the trailing twelve months is around 7.15%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
WOOPX
JPMorgan SMID Cap Equity Fund
7.15%6.98%1.62%0.49%12.28%20.40%3.88%11.31%26.09%7.74%0.72%9.47%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
12.06%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

WOOPX vs. JLGMX - Drawdown Comparison

The maximum WOOPX drawdown since its inception was -58.15%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for WOOPX and JLGMX.


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Drawdown Indicators


WOOPXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-31.82%

-26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-16.73%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-31.13%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

-31.82%

-9.48%

Current Drawdown

Current decline from peak

-12.30%

-13.83%

+1.53%

Average Drawdown

Average peak-to-trough decline

-8.22%

-5.82%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

5.51%

-0.61%

Volatility

WOOPX vs. JLGMX - Volatility Comparison

JPMorgan SMID Cap Equity Fund (WOOPX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 6.32% and 6.48%, 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


WOOPXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

6.48%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

12.54%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

21.14%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

20.25%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

21.54%

-1.39%