FLMVX vs. SPY
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 500 ETF (SPY).
FLMVX is managed by JPMorgan Chase. It was launched on Nov 13, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMVX or SPY.
Correlation
The correlation between FLMVX and SPY is 0.87, 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.
Performance
FLMVX vs. SPY - Performance Comparison
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Key characteristics
FLMVX:
-0.27
SPY:
0.57
FLMVX:
-0.26
SPY:
0.87
FLMVX:
0.96
SPY:
1.13
FLMVX:
-0.19
SPY:
0.55
FLMVX:
-0.51
SPY:
2.11
FLMVX:
11.28%
SPY:
4.91%
FLMVX:
19.80%
SPY:
20.35%
FLMVX:
-59.54%
SPY:
-55.19%
FLMVX:
-22.10%
SPY:
-5.23%
Returns By Period
In the year-to-date period, FLMVX achieves a -2.15% return, which is significantly lower than SPY's -0.89% return. Over the past 10 years, FLMVX has underperformed SPY with an annualized return of 0.42%, while SPY has yielded a comparatively higher 12.57% annualized return.
FLMVX
-2.15%
3.75%
-16.78%
-3.88%
-1.07%
4.75%
0.42%
SPY
-0.89%
8.16%
-2.13%
11.51%
15.38%
16.09%
12.57%
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FLMVX vs. SPY - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
FLMVX vs. SPY — Risk-Adjusted Performance Rank
FLMVX
SPY
FLMVX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
FLMVX vs. SPY - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 1.07%, less than SPY's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 1.07% | 1.05% | 1.32% | 1.25% | 0.81% | 1.22% | 1.30% | 1.75% | 0.91% | 0.87% | 0.93% | 1.08% |
SPY SPDR S&P 500 ETF | 1.24% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FLMVX vs. SPY - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -59.54%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FLMVX and SPY. For additional features, visit the drawdowns tool.
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Volatility
FLMVX vs. SPY - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.56% and 4.45%, 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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