FLMVX vs. GRPM
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and Invesco S&P MidCap 400® GARP ETF (GRPM).
FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997. GRPM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400® GARP Index. It was launched on Dec 3, 2010.
Performance
FLMVX vs. GRPM - Performance Comparison
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FLMVX vs. GRPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 2.16% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
GRPM Invesco S&P MidCap 400® GARP ETF | -0.72% | 7.81% | 15.67% | 18.79% | -11.63% | 26.35% | 15.60% | 23.05% | -12.45% | 13.05% |
Returns By Period
In the year-to-date period, FLMVX achieves a 2.16% return, which is significantly higher than GRPM's -0.72% return. Over the past 10 years, FLMVX has underperformed GRPM with an annualized return of 9.84%, while GRPM has yielded a comparatively higher 10.59% annualized return.
FLMVX
- 1D
- 1.81%
- 1M
- -5.37%
- YTD
- 2.16%
- 6M
- 3.42%
- 1Y
- 9.29%
- 3Y*
- 15.22%
- 5Y*
- 9.31%
- 10Y*
- 9.84%
GRPM
- 1D
- 0.59%
- 1M
- -3.02%
- YTD
- -0.72%
- 6M
- -1.34%
- 1Y
- 14.05%
- 3Y*
- 12.14%
- 5Y*
- 6.89%
- 10Y*
- 10.59%
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FLMVX vs. GRPM - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than GRPM's 0.35% expense ratio.
Return for Risk
FLMVX vs. GRPM — Risk / Return Rank
FLMVX
GRPM
FLMVX vs. GRPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Invesco S&P MidCap 400® GARP ETF (GRPM). 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.
| FLMVX | GRPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.61 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.03 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.95 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.78 | 4.03 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLMVX | GRPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.61 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.33 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.52 | +0.09 |
Correlation
The correlation between FLMVX and GRPM is 0.90, 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.
Dividends
FLMVX vs. GRPM - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 20.71%, more than GRPM's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 20.71% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
GRPM Invesco S&P MidCap 400® GARP ETF | 1.04% | 1.19% | 0.95% | 0.96% | 1.28% | 0.92% | 1.16% | 1.25% | 1.50% | 1.14% | 1.00% | 1.43% |
Drawdowns
FLMVX vs. GRPM - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, which is greater than GRPM's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for FLMVX and GRPM.
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Drawdown Indicators
| FLMVX | GRPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -43.12% | -11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -15.51% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -28.09% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -43.12% | +0.06% |
Current DrawdownCurrent decline from peak | -5.51% | -4.69% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -5.76% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.68% | -0.91% |
Volatility
FLMVX vs. GRPM - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 4.42%, while Invesco S&P MidCap 400® GARP ETF (GRPM) has a volatility of 4.92%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than GRPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | GRPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.92% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 12.10% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 23.17% | -6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 20.99% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 22.27% | -1.83% |