FLMVX vs. VMCIX
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
FLMVX is managed by JPMorgan Chase. It was launched on Nov 13, 1997. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMVX or VMCIX.
Key characteristics
| FLMVX | VMCIX | |
|---|---|---|
| YTD Return | 20.28% | 21.14% |
| 1Y Return | 28.53% | 36.93% |
| 3Y Return (Ann) | -2.42% | 4.12% |
| 5Y Return (Ann) | 2.65% | 11.95% |
| 10Y Return (Ann) | 2.21% | 10.35% |
| Sharpe Ratio | 2.35 | 3.05 |
| Sortino Ratio | 3.32 | 4.20 |
| Omega Ratio | 1.42 | 1.54 |
| Calmar Ratio | 1.07 | 2.10 |
| Martin Ratio | 11.70 | 18.95 |
| Ulcer Index | 2.58% | 2.04% |
| Daily Std Dev | 12.80% | 12.61% |
| Max Drawdown | -59.54% | -58.86% |
| Current Drawdown | -7.33% | 0.00% |
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.
Performance
FLMVX vs. VMCIX - Performance Comparison
The year-to-date returns for both investments are quite close, with FLMVX having a 20.28% return and VMCIX slightly higher at 21.14%. Over the past 10 years, FLMVX has underperformed VMCIX with an annualized return of 2.21%, while VMCIX has yielded a comparatively higher 10.35% 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. VMCIX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than VMCIX's 0.04% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FLMVX vs. VMCIX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 1.10%, less than VMCIX's 1.45% 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% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.45% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% | 1.29% | 1.18% |
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.
Volatility
FLMVX vs. VMCIX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 4.45% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 3.77%. This indicates that FLMVX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.