HLQVX vs. VTV
HLQVX (JPMorgan Large Cap Value Fund) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, HLQVX returned 13.94%/yr vs 12.57%/yr for VTV. Their 0.95 correlation means they have historically moved very closely together. HLQVX charges 0.69%/yr vs 0.04%/yr for VTV.
Performance
HLQVX vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, HLQVX achieves a 10.90% return, which is significantly lower than VTV's 16.37% return. Over the past 10 years, HLQVX has outperformed VTV with an annualized return of 13.94%, while VTV has yielded a comparatively lower 12.57% annualized return.
HLQVX
- 1D
- 0.22%
- 1M
- 0.69%
- 6M
- 6.20%
- YTD
- 10.90%
- 1Y
- 25.03%
- 3Y*
- 18.76%
- 5Y*
- 13.60%
- 10Y*
- 13.94%
- ALL TIME*
- 8.99%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $688.19M | $688.42M | $619.05M |
HLQVX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | 10.90% | 15.67% | 27.12% | 11.35% | -0.11% | 23.57% | 10.54% | 27.44% | -15.21% | 17.67% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between HLQVX and VTV is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.95 |
The correlation between HLQVX and VTV has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
HLQVX vs. VTV — Risk / Return Rank
HLQVX
VTV
HLQVX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund (HLQVX) and Vanguard Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HLQVX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 4.24 | -1.87 |
| Martin ratioReturn relative to average drawdown | 8.07 | 16.42 | -8.35 |
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Drawdowns
HLQVX vs. VTV - Drawdown Comparison
The maximum HLQVX drawdown since its inception was -60.03%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HLQVX and VTV.
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Drawdown Indicators
| HLQVX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -59.27% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -6.35% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -14.52% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -17.04% | -1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -36.78% | -6.43% |
Current DrawdownCurrent decline from peak | -0.39% | -1.36% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -7.82% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.64% | +1.11% |
Volatility
HLQVX vs. VTV - Volatility Comparison
JPMorgan Large Cap Value Fund (HLQVX) has a higher volatility of 3.26% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that HLQVX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLQVX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 2.62% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.72% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 10.36% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 13.82% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 16.61% | +3.64% |
HLQVX vs. VTV - Expense Ratio Comparison
HLQVX has a 0.69% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
HLQVX vs. VTV - Dividend Comparison
HLQVX's dividend yield for the trailing twelve months is around 7.15%, more than VTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | 7.15% | 8.05% | 20.76% | 5.44% | 5.80% | 8.22% | 1.05% | 1.38% | 9.09% | 9.21% | 5.91% | 14.85% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
HLQVX and VTV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HLQVX has higher volatility (3.26%) compared to VTV (2.62%). In terms of maximum drawdown, HLQVX dropped -60.03% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.62 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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