FAMVX vs. VSNGX
FAMVX (FAM Value Fund) and VSNGX (JPMorgan Mid Cap Equity Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, FAMVX returned 10.39%/yr vs 11.72%/yr for VSNGX. Their correlation of 0.88 suggests significant overlap in exposure. FAMVX charges 1.19%/yr vs 0.89%/yr for VSNGX.
Performance
FAMVX vs. VSNGX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMVX achieves a 8.18% return, which is significantly lower than VSNGX's 10.33% return. Over the past 10 years, FAMVX has underperformed VSNGX with an annualized return of 10.39%, while VSNGX has yielded a comparatively higher 11.72% annualized return.
FAMVX
- 1D
- 0.60%
- 1M
- 2.01%
- 6M
- 4.48%
- YTD
- 8.18%
- 1Y
- 7.93%
- 3Y*
- 12.20%
- 5Y*
- 7.06%
- 10Y*
- 10.39%
VSNGX
- 1D
- 0.06%
- 1M
- 2.26%
- 6M
- 6.90%
- YTD
- 10.33%
- 1Y
- 13.05%
- 3Y*
- 13.59%
- 5Y*
- 7.04%
- 10Y*
- 11.72%
FAMVX vs. VSNGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 8.18% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
VSNGX JPMorgan Mid Cap Equity Fund | 10.33% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
Correlation
The correlation between FAMVX and VSNGX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.88 |
The correlation between FAMVX and VSNGX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
FAMVX vs. VSNGX — Risk / Return Rank
FAMVX
VSNGX
FAMVX vs. VSNGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Value Fund (FAMVX) and JPMorgan Mid Cap Equity Fund (VSNGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAMVX | VSNGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.51 | -0.77 |
| Martin ratioReturn relative to average drawdown | 2.23 | 5.61 | -3.38 |
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Drawdowns
FAMVX vs. VSNGX - Drawdown Comparison
The maximum FAMVX drawdown since its inception was -51.12%, smaller than the maximum VSNGX drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for FAMVX and VSNGX.
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Drawdown Indicators
| FAMVX | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.12% | -54.50% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -8.24% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -18.96% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -25.08% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -38.33% | +0.60% |
Current DrawdownCurrent decline from peak | -0.01% | -0.79% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -7.41% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.21% | +0.93% |
Volatility
FAMVX vs. VSNGX - Volatility Comparison
FAM Value Fund (FAMVX) and JPMorgan Mid Cap Equity Fund (VSNGX) have volatilities of 3.81% and 3.78%, 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
| FAMVX | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.78% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 9.48% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 12.70% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 17.43% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 19.52% | -1.35% |
FAMVX vs. VSNGX - Expense Ratio Comparison
FAMVX has a 1.19% expense ratio, which is higher than VSNGX's 0.89% expense ratio.
Dividends
FAMVX vs. VSNGX - Dividend Comparison
FAMVX's dividend yield for the trailing twelve months is around 4.53%, less than VSNGX's 5.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.53% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
VSNGX JPMorgan Mid Cap Equity Fund | 5.58% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Frequently Asked Questions
FAMVX and VSNGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMVX has higher volatility (3.81%) compared to VSNGX (3.78%). In terms of maximum drawdown, FAMVX dropped -51.12% vs VSNGX's -54.50%.
VSNGX currently has the higher Sharpe Ratio (0.98 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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