FLMVX vs. IVV
FLMVX (JPMorgan Mid Cap Value Fund) and IVV (iShares Core S&P 500 ETF) are both funds - FLMVX is a Mid Cap Value Equities fund managed by JPMorgan, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FLMVX returned 10.61%/yr vs 15.35%/yr for IVV. Their correlation of 0.86 means they have usually moved in the same direction. FLMVX charges 0.75%/yr vs 0.03%/yr for IVV.
Performance
FLMVX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, FLMVX achieves a 14.54% return, which is significantly higher than IVV's 13.72% return. Over the past 10 years, FLMVX has underperformed IVV with an annualized return of 10.61%, while IVV has yielded a comparatively higher 15.35% annualized return.
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%
IVV
- 1D
- 1.77%
- 1M
- 3.52%
- 6M
- 12.47%
- YTD
- 13.72%
- 1Y
- 23.63%
- 3Y*
- 21.56%
- 5Y*
- 13.38%
- 10Y*
- 15.35%
- ALL TIME*
- 8.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.45B | $3.28B | $5.84B |
FLMVX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | 13.72% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between FLMVX and IVV is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.86 |
Over the past year, the correlation between FLMVX and IVV has dropped to 0.53 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
FLMVX vs. IVV — Risk / Return Rank
FLMVX
IVV
FLMVX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.67 | +0.03 |
| Martin ratioReturn relative to average drawdown | 9.35 | 11.38 | -2.03 |
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Drawdowns
FLMVX vs. IVV - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FLMVX and IVV.
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Drawdown Indicators
| FLMVX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -55.25% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -8.89% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.91% | -18.75% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -24.53% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -33.90% | -9.16% |
Current DrawdownCurrent decline from peak | -0.52% | 0.00% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -10.72% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.08% | -0.01% |
Volatility
FLMVX vs. IVV - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 3.64%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.10%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.10% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 10.39% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 12.96% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 17.04% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 18.08% | +2.32% |
FLMVX vs. IVV - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
FLMVX vs. IVV - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 18.48%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
FLMVX and IVV have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVV has higher volatility (4.10%) compared to FLMVX (3.64%). In terms of maximum drawdown, FLMVX dropped -54.72% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.84 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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