FLMVX vs. VOT
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Growth ETF (VOT).
FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997. VOT is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Growth Index. It was launched on Aug 17, 2006.
Performance
FLMVX vs. VOT - Performance Comparison
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FLMVX vs. VOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 2.73% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
VOT Vanguard Mid-Cap Growth ETF | -6.17% | 10.72% | 16.38% | 23.10% | -28.87% | 20.50% | 34.50% | 33.76% | -5.56% | 21.80% |
Returns By Period
In the year-to-date period, FLMVX achieves a 2.73% return, which is significantly higher than VOT's -6.17% return. Over the past 10 years, FLMVX has underperformed VOT with an annualized return of 9.99%, while VOT has yielded a comparatively higher 10.84% annualized return.
FLMVX
- 1D
- 0.28%
- 1M
- -3.96%
- YTD
- 2.73%
- 6M
- 3.42%
- 1Y
- 14.12%
- 3Y*
- 15.47%
- 5Y*
- 9.43%
- 10Y*
- 9.99%
VOT
- 1D
- 0.33%
- 1M
- -5.44%
- YTD
- -6.17%
- 6M
- -11.35%
- 1Y
- 11.82%
- 3Y*
- 11.14%
- 5Y*
- 4.37%
- 10Y*
- 10.84%
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FLMVX vs. VOT - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than VOT's 0.07% expense ratio.
Return for Risk
FLMVX vs. VOT — Risk / Return Rank
FLMVX
VOT
FLMVX vs. VOT - 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 Growth ETF (VOT). 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 | VOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.27 | +0.27 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.54 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.07 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.43 | +0.41 |
Martin ratioReturn relative to average drawdown | 3.52 | 1.32 | +2.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLMVX | VOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.27 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.21 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.52 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.20 |
Correlation
The correlation between FLMVX and VOT is 0.84, 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. VOT - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 20.60%, more than VOT's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 20.60% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
VOT Vanguard Mid-Cap Growth ETF | 0.71% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% |
Drawdowns
FLMVX vs. VOT - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for FLMVX and VOT.
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Drawdown Indicators
| FLMVX | VOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -60.16% | +5.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -15.96% | +8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -37.19% | +11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -37.19% | -5.87% |
Current DrawdownCurrent decline from peak | -4.99% | -11.99% | +7.00% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -10.01% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 5.22% | -2.41% |
Volatility
FLMVX vs. VOT - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 4.30%, while Vanguard Mid-Cap Growth ETF (VOT) has a volatility of 6.57%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | VOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 6.57% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 12.40% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 21.04% | -4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 21.32% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 20.92% | -0.49% |