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 Chase. It was launched on Nov 13, 1997. VOT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Mid Cap Growth Index. It was launched on Aug 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMVX or VOT.
Key characteristics
| FLMVX | VOT | |
|---|---|---|
| YTD Return | 20.28% | 21.13% |
| 1Y Return | 28.53% | 38.11% |
| 3Y Return (Ann) | -2.42% | 1.01% |
| 5Y Return (Ann) | 2.65% | 12.58% |
| 10Y Return (Ann) | 2.21% | 11.01% |
| Sharpe Ratio | 2.35 | 2.69 |
| Sortino Ratio | 3.32 | 3.60 |
| Omega Ratio | 1.42 | 1.47 |
| Calmar Ratio | 1.07 | 1.52 |
| Martin Ratio | 11.70 | 15.95 |
| Ulcer Index | 2.58% | 2.51% |
| Daily Std Dev | 12.80% | 14.86% |
| Max Drawdown | -59.54% | -60.17% |
| Current Drawdown | -7.33% | 0.00% |
Correlation
The correlation between FLMVX and VOT is 0.85, 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. VOT - Performance Comparison
The year-to-date returns for both investments are quite close, with FLMVX having a 20.28% return and VOT slightly higher at 21.13%. Over the past 10 years, FLMVX has underperformed VOT with an annualized return of 2.21%, while VOT has yielded a comparatively higher 11.01% 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. VOT - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than VOT's 0.07% expense ratio.
Risk-Adjusted Performance
FLMVX vs. VOT - 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 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.
Dividends
FLMVX vs. VOT - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 1.10%, more than VOT's 0.66% 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% |
VOT Vanguard Mid-Cap Growth ETF | 0.66% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
Drawdowns
FLMVX vs. VOT - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -59.54%, roughly equal to the maximum VOT drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for FLMVX and VOT. For additional features, visit the drawdowns tool.
Volatility
FLMVX vs. VOT - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) and Vanguard Mid-Cap Growth ETF (VOT) have volatilities of 4.45% and 4.67%, 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.