CMEUX vs. VFIAX
Compare and contrast key facts about Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
CMEUX is managed by Blackrock. It was launched on Apr 10, 2019. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMEUX or VFIAX.
Key characteristics
| CMEUX | VFIAX | |
|---|---|---|
| YTD Return | 27.12% | 27.12% |
| 1Y Return | 39.27% | 39.85% |
| 3Y Return (Ann) | 9.67% | 10.24% |
| 5Y Return (Ann) | 17.68% | 15.96% |
| Sharpe Ratio | 2.90 | 3.13 |
| Sortino Ratio | 3.91 | 4.16 |
| Omega Ratio | 1.54 | 1.58 |
| Calmar Ratio | 4.20 | 4.59 |
| Martin Ratio | 18.82 | 20.76 |
| Ulcer Index | 2.02% | 1.87% |
| Daily Std Dev | 13.13% | 12.39% |
| Max Drawdown | -28.39% | -55.20% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
CMEUX vs. VFIAX - Performance Comparison
As of year-to-date, both investments have demonstrated similar returns, with CMEUX at 27.12% and VFIAX at 27.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
CMEUX vs. VFIAX - Dividend Comparison
CMEUX's dividend yield for the trailing twelve months is around 0.91%, less than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 0.91% | 1.16% | 1.38% | 0.89% | 1.48% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
CMEUX vs. VFIAX - Volatility Comparison
Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.88% and 3.91%, 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.