JAM.L vs. VUSA.L
Compare and contrast key facts about JPMorgan American Investment Trust (JAM.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAM.L or VUSA.L.
Key characteristics
| JAM.L | VUSA.L | |
|---|---|---|
| YTD Return | 29.83% | 25.36% |
| 1Y Return | 39.93% | 31.74% |
| 3Y Return (Ann) | 15.11% | 11.86% |
| 5Y Return (Ann) | 19.83% | 16.05% |
| 10Y Return (Ann) | 16.01% | 15.83% |
| Sharpe Ratio | 2.55 | 2.81 |
| Sortino Ratio | 3.57 | 3.98 |
| Omega Ratio | 1.47 | 1.55 |
| Calmar Ratio | 5.01 | 4.99 |
| Martin Ratio | 16.25 | 19.66 |
| Ulcer Index | 2.37% | 1.59% |
| Daily Std Dev | 15.11% | 11.11% |
| Max Drawdown | -58.93% | -25.47% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JAM.L and VUSA.L is 0.81, 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
JAM.L vs. VUSA.L - Performance Comparison
In the year-to-date period, JAM.L achieves a 29.83% return, which is significantly higher than VUSA.L's 25.36% return. Both investments have delivered pretty close results over the past 10 years, with JAM.L having a 16.01% annualized return and VUSA.L not far behind at 15.83%. 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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Risk-Adjusted Performance
JAM.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan American Investment Trust (JAM.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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
JAM.L vs. VUSA.L - Dividend Comparison
JAM.L's dividend yield for the trailing twelve months is around 0.72%, less than VUSA.L's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAM.L JPMorgan American Investment Trust | 0.72% | 0.84% | 1.02% | 0.88% | 1.13% | 1.35% | 1.44% | 1.23% | 1.29% | 0.55% | 0.01% | 1.05% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
JAM.L vs. VUSA.L - Drawdown Comparison
The maximum JAM.L drawdown since its inception was -58.93%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for JAM.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
JAM.L vs. VUSA.L - Volatility Comparison
JPMorgan American Investment Trust (JAM.L) has a higher volatility of 6.13% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.38%. This indicates that JAM.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.