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FLMVX vs. VMCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLMVX and VMCIX is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FLMVX vs. VMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
353.54%
878.36%
FLMVX
VMCIX

Key characteristics

Sharpe Ratio

FLMVX:

-0.54

VMCIX:

0.21

Sortino Ratio

FLMVX:

-0.58

VMCIX:

0.37

Omega Ratio

FLMVX:

0.91

VMCIX:

1.05

Calmar Ratio

FLMVX:

-0.37

VMCIX:

0.26

Martin Ratio

FLMVX:

-1.04

VMCIX:

0.81

Ulcer Index

FLMVX:

8.69%

VMCIX:

3.68%

Daily Std Dev

FLMVX:

16.82%

VMCIX:

14.26%

Max Drawdown

FLMVX:

-59.54%

VMCIX:

-58.86%

Current Drawdown

FLMVX:

-24.63%

VMCIX:

-11.65%

Returns By Period

The year-to-date returns for both investments are quite close, with FLMVX having a -5.33% return and VMCIX slightly higher at -5.17%. Over the past 10 years, FLMVX has underperformed VMCIX with an annualized return of 0.05%, while VMCIX has yielded a comparatively higher 8.45% annualized return.


FLMVX

YTD

-5.33%

1M

-3.60%

6M

-13.74%

1Y

-9.15%

5Y*

7.90%

10Y*

0.05%

VMCIX

YTD

-5.17%

1M

-4.81%

6M

-3.92%

1Y

2.74%

5Y*

16.76%

10Y*

8.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLMVX vs. VMCIX - Expense Ratio Comparison

FLMVX has a 0.75% expense ratio, which is higher than VMCIX's 0.04% expense ratio.


FLMVX
JPMorgan Mid Cap Value Fund
Expense ratio chart for FLMVX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLMVX: 0.75%
Expense ratio chart for VMCIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMCIX: 0.04%

Risk-Adjusted Performance

FLMVX vs. VMCIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLMVX
The Risk-Adjusted Performance Rank of FLMVX is 77
Overall Rank
The Sharpe Ratio Rank of FLMVX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMVX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FLMVX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FLMVX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FLMVX is 99
Martin Ratio Rank

VMCIX
The Risk-Adjusted Performance Rank of VMCIX is 4040
Overall Rank
The Sharpe Ratio Rank of VMCIX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VMCIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VMCIX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VMCIX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VMCIX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLMVX vs. VMCIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLMVX, currently valued at -0.54, compared to the broader market-1.000.001.002.003.004.00
FLMVX: -0.54
VMCIX: 0.21
The chart of Sortino ratio for FLMVX, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.00
FLMVX: -0.58
VMCIX: 0.37
The chart of Omega ratio for FLMVX, currently valued at 0.91, compared to the broader market1.002.003.00
FLMVX: 0.91
VMCIX: 1.05
The chart of Calmar ratio for FLMVX, currently valued at -0.37, compared to the broader market0.005.0010.0015.0020.00
FLMVX: -0.37
VMCIX: 0.26
The chart of Martin ratio for FLMVX, currently valued at -1.04, compared to the broader market0.0020.0040.0060.00
FLMVX: -1.04
VMCIX: 0.81

The current FLMVX Sharpe Ratio is -0.54, which is lower than the VMCIX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FLMVX and VMCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.54
0.21
FLMVX
VMCIX

Dividends

FLMVX vs. VMCIX - Dividend Comparison

FLMVX's dividend yield for the trailing twelve months is around 1.11%, less than VMCIX's 1.66% yield.


TTM20242023202220212020201920182017201620152014
FLMVX
JPMorgan Mid Cap Value Fund
1.11%1.05%1.32%1.25%0.81%1.22%1.30%1.75%0.91%0.87%0.93%1.08%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.66%1.49%1.52%1.60%1.12%1.45%1.48%1.83%1.36%1.46%1.48%1.29%

Drawdowns

FLMVX vs. VMCIX - Drawdown Comparison

The maximum FLMVX drawdown since its inception was -59.54%, roughly equal to the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for FLMVX and VMCIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.63%
-11.65%
FLMVX
VMCIX

Volatility

FLMVX vs. VMCIX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 6.45%, while Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) has a volatility of 7.33%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.45%
7.33%
FLMVX
VMCIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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