FLMVX vs. ARFFX
FLMVX (JPMorgan Mid Cap Value Fund) and ARFFX (Ariel Focus Fund) are both Mid Cap Value Equities funds. Over the past 10 years, FLMVX returned 10.61%/yr vs 10.47%/yr for ARFFX. Their correlation of 0.90 means they have usually moved in the same direction. FLMVX charges 0.75%/yr vs 1.00%/yr for ARFFX.
Performance
FLMVX vs. ARFFX - Performance Comparison
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Returns By Period
In the year-to-date period, FLMVX achieves a 14.54% return, which is significantly lower than ARFFX's 16.49% return. Both investments have delivered pretty close results over the past 10 years, with FLMVX having a 10.61% annualized return and ARFFX not far behind at 10.47%.
FLMVX
- 1D
- 0.88%
- 1M
- 2.15%
- 6M
- 9.83%
- YTD
- 14.54%
- 1Y
- 17.92%
- 3Y*
- 17.59%
- 5Y*
- 10.97%
- 10Y*
- 10.61%
- ALL TIME*
- 11.98%
ARFFX
- 1D
- 1.45%
- 1M
- 5.03%
- 6M
- 7.31%
- YTD
- 16.49%
- 1Y
- 29.98%
- 3Y*
- 17.80%
- 5Y*
- 9.72%
- 10Y*
- 10.47%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ARFFX Ariel Focus Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FLMVX vs. ARFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 14.54% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
ARFFX Ariel Focus Fund | 16.49% | 21.00% | 13.39% | 6.98% | -9.12% | 21.14% | 6.90% | 25.62% | -13.23% | 15.01% |
Correlation
The correlation between FLMVX and ARFFX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2005 | 0.90 |
The correlation between FLMVX and ARFFX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
FLMVX vs. ARFFX — Risk / Return Rank
FLMVX
ARFFX
FLMVX vs. ARFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Ariel Focus Fund (ARFFX). 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.
| FLMVX | ARFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.94 | -1.24 |
| Martin ratioReturn relative to average drawdown | 9.35 | 9.69 | -0.34 |
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Drawdowns
FLMVX vs. ARFFX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, smaller than the maximum ARFFX drawdown of -57.66%. Use the drawdown chart below to compare losses from any high point for FLMVX and ARFFX.
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Drawdown Indicators
| FLMVX | ARFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -57.66% | +2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -8.02% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.91% | -23.39% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -24.50% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -43.22% | +0.16% |
Current DrawdownCurrent decline from peak | -0.52% | -0.05% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -9.39% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.26% | -1.19% |
Volatility
FLMVX vs. ARFFX - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 3.64%, while Ariel Focus Fund (ARFFX) has a volatility of 3.85%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than ARFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | ARFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.85% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 9.40% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 13.53% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 18.45% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 19.80% | +0.60% |
FLMVX vs. ARFFX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is lower than ARFFX's 1.00% expense ratio.
Dividends
FLMVX vs. ARFFX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 18.48%, more than ARFFX's 10.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARFFX Ariel Focus Fund | 10.89% | 12.68% | 2.27% | 3.33% | 8.30% | 3.30% | 2.41% | 1.03% | 7.61% | 5.76% | 1.04% | 13.91% |
FLMVX JPMorgan Mid Cap Value Fund | 18.48% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
Frequently Asked Questions
FLMVX and ARFFX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARFFX has higher volatility (3.85%) compared to FLMVX (3.64%). In terms of maximum drawdown, FLMVX dropped -54.72% vs ARFFX's -57.66%.
ARFFX currently has the higher Sharpe Ratio (2.34 vs 1.61), 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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