Correlation
The correlation between FLMVX and VMCIX 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.
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.
Performance
FLMVX vs. VMCIX - Performance Comparison
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Key characteristics
FLMVX:
0.33
VMCIX:
0.68
FLMVX:
0.80
VMCIX:
1.18
FLMVX:
1.10
VMCIX:
1.17
FLMVX:
0.44
VMCIX:
0.74
FLMVX:
1.37
VMCIX:
2.69
FLMVX:
5.91%
VMCIX:
5.22%
FLMVX:
17.13%
VMCIX:
18.46%
FLMVX:
-54.19%
VMCIX:
-58.86%
FLMVX:
-8.52%
VMCIX:
-3.98%
Returns By Period
In the year-to-date period, FLMVX achieves a -1.82% return, which is significantly lower than VMCIX's 3.06% return. Over the past 10 years, FLMVX has underperformed VMCIX with an annualized return of 7.52%, while VMCIX has yielded a comparatively higher 9.39% annualized return.
FLMVX
-1.82%
1.09%
-7.83%
5.56%
6.18%
12.09%
7.52%
VMCIX
3.06%
3.80%
-3.66%
12.52%
9.28%
11.66%
9.39%
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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 Rank
FLMVX
VMCIX
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.
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Dividends
FLMVX vs. VMCIX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 12.38%, more than VMCIX's 1.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 12.38% | 12.15% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% | 8.60% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.53% | 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 -54.19%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for FLMVX and VMCIX.
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Volatility
FLMVX vs. VMCIX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) have volatilities of 4.65% and 4.51%, 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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