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.
Performance
CMEUX vs. VFIAX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with CMEUX having a 26.52% return and VFIAX slightly higher at 26.66%.
CMEUX
26.52%
2.72%
12.54%
32.12%
17.30%
N/A
VFIAX
26.66%
3.09%
13.26%
32.80%
15.72%
13.21%
Key characteristics
| CMEUX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.68 |
| Sortino Ratio | 3.34 | 3.57 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 3.54 | 3.88 |
| Martin Ratio | 15.76 | 17.45 |
| Ulcer Index | 2.04% | 1.88% |
| Daily Std Dev | 13.02% | 12.24% |
| Max Drawdown | -28.39% | -55.20% |
| Current Drawdown | -0.47% | -0.46% |
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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%.
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.
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 0.92%, less than VFIAX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 0.92% | 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 | 1.23% | 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 3.98% and 3.96%, 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.