PortfoliosLab logo
CMEUX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CMEUX and VFIAX is 0.97, 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.


-0.50.00.51.01.0

Performance

CMEUX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%105.00%110.00%115.00%120.00%125.00%130.00%135.00%SeptemberOctoberNovemberDecember2025February
123.10%
126.14%
CMEUX
VFIAX

Key characteristics

Sharpe Ratio

CMEUX:

1.26

VFIAX:

1.46

Sortino Ratio

CMEUX:

1.73

VFIAX:

1.98

Omega Ratio

CMEUX:

1.23

VFIAX:

1.27

Calmar Ratio

CMEUX:

1.88

VFIAX:

2.23

Martin Ratio

CMEUX:

7.50

VFIAX:

8.97

Ulcer Index

CMEUX:

2.27%

VFIAX:

2.10%

Daily Std Dev

CMEUX:

13.53%

VFIAX:

12.94%

Max Drawdown

CMEUX:

-28.39%

VFIAX:

-55.20%

Current Drawdown

CMEUX:

-3.66%

VFIAX:

-3.05%

Returns By Period

In the year-to-date period, CMEUX achieves a 0.53% return, which is significantly lower than VFIAX's 1.44% return.


CMEUX

YTD

0.53%

1M

-2.12%

6M

5.18%

1Y

15.53%

5Y*

16.19%

10Y*

N/A

VFIAX

YTD

1.44%

1M

-1.31%

6M

6.08%

1Y

17.41%

5Y*

16.48%

10Y*

12.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMEUX vs. VFIAX - Expense Ratio Comparison

CMEUX has a 0.07% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for CMEUX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

CMEUX vs. VFIAX — Risk-Adjusted Performance Rank

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

CMEUX
The Risk-Adjusted Performance Rank of CMEUX is 7777
Overall Rank
The Sharpe Ratio Rank of CMEUX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CMEUX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CMEUX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CMEUX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CMEUX is 8484
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 8282
Overall Rank
The Sharpe Ratio Rank of VFIAX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMEUX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 chart of Sharpe ratio for CMEUX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.261.46
The chart of Sortino ratio for CMEUX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.731.98
The chart of Omega ratio for CMEUX, currently valued at 1.23, compared to the broader market1.002.003.001.231.27
The chart of Calmar ratio for CMEUX, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.882.23
The chart of Martin ratio for CMEUX, currently valued at 7.50, compared to the broader market0.0020.0040.0060.0080.007.508.97
CMEUX
VFIAX

The current CMEUX Sharpe Ratio is 1.26, which is comparable to the VFIAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CMEUX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.26
1.46
CMEUX
VFIAX

Dividends

CMEUX vs. VFIAX - Dividend Comparison

CMEUX's dividend yield for the trailing twelve months is around 1.01%, less than VFIAX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
CMEUX
Six Circles Managed Equity Portfolio U.S. Unconstrained Fund
1.01%1.02%1.16%1.38%0.89%1.48%1.12%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

CMEUX vs. VFIAX - Drawdown Comparison

The maximum CMEUX drawdown since its inception was -28.39%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CMEUX and VFIAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.66%
-3.05%
CMEUX
VFIAX

Volatility

CMEUX vs. VFIAX - Volatility Comparison

Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) has a higher volatility of 3.96% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.71%. This indicates that CMEUX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.96%
3.71%
CMEUX
VFIAX