FLMVX vs. VIIIX
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
FLMVX is managed by JPMorgan Chase. It was launched on Nov 13, 1997. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMVX or VIIIX.
Key characteristics
| FLMVX | VIIIX | |
|---|---|---|
| YTD Return | 20.28% | 26.91% |
| 1Y Return | 28.53% | 35.86% |
| 3Y Return (Ann) | -2.42% | 8.17% |
| 5Y Return (Ann) | 2.65% | 13.88% |
| 10Y Return (Ann) | 2.21% | 12.31% |
| Sharpe Ratio | 2.35 | 3.06 |
| Sortino Ratio | 3.32 | 4.07 |
| Omega Ratio | 1.42 | 1.57 |
| Calmar Ratio | 1.07 | 4.09 |
| Martin Ratio | 11.70 | 20.00 |
| Ulcer Index | 2.58% | 1.90% |
| Daily Std Dev | 12.80% | 12.36% |
| Max Drawdown | -59.54% | -55.18% |
| Current Drawdown | -7.33% | 0.00% |
Correlation
The correlation between FLMVX and VIIIX is 0.88, 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. VIIIX - Performance Comparison
In the year-to-date period, FLMVX achieves a 20.28% return, which is significantly lower than VIIIX's 26.91% return. Over the past 10 years, FLMVX has underperformed VIIIX with an annualized return of 2.21%, while VIIIX has yielded a comparatively higher 12.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLMVX vs. VIIIX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than VIIIX's 0.02% expense ratio.
Risk-Adjusted Performance
FLMVX vs. VIIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.
Dividends
FLMVX vs. VIIIX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 1.10%, less than VIIIX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 1.10% | 1.32% | 1.25% | 0.81% | 1.22% | 1.30% | 1.75% | 0.91% | 0.87% | 0.93% | 1.08% | 0.87% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.25% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
Drawdowns
FLMVX vs. VIIIX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -59.54%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for FLMVX and VIIIX. For additional features, visit the drawdowns tool.
Volatility
FLMVX vs. VIIIX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 4.45% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 3.89%. This indicates that FLMVX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.