FLMVX vs. VO
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap ETF (VO).
FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
FLMVX vs. VO - Performance Comparison
Loading graphics...
FLMVX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 2.16% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, FLMVX achieves a 2.16% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, FLMVX has underperformed VO with an annualized return of 9.84%, while VO has yielded a comparatively higher 10.74% annualized return.
FLMVX
- 1D
- 1.81%
- 1M
- -5.37%
- YTD
- 2.16%
- 6M
- 3.42%
- 1Y
- 9.29%
- 3Y*
- 15.22%
- 5Y*
- 9.31%
- 10Y*
- 9.84%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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. VO - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
FLMVX vs. VO — Risk / Return Rank
FLMVX
VO
FLMVX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap ETF (VO). 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.
| FLMVX | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.75 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.15 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.06 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.78 | 4.83 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FLMVX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.75 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.39 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.48 | +0.13 |
Correlation
The correlation between FLMVX and VO is 0.93, 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.
Dividends
FLMVX vs. VO - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 20.71%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 20.71% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
FLMVX vs. VO - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for FLMVX and VO.
Loading graphics...
Drawdown Indicators
| FLMVX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -58.87% | +4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -12.74% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -27.57% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -39.37% | -3.69% |
Current DrawdownCurrent decline from peak | -5.51% | -5.53% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.91% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.79% | -0.02% |
Volatility
FLMVX vs. VO - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 4.42%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.83%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FLMVX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.83% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 9.73% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 17.57% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 17.61% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 18.94% | +1.50% |