JDESX vs. VITAX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
JDESX is managed by JPMorgan. It was launched on Sep 10, 2001. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Performance
JDESX vs. VITAX - Performance Comparison
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JDESX vs. VITAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | -4.98% | 16.33% | 31.02% | 28.23% | -18.15% | 30.35% | 20.65% | 31.16% | -5.53% | 21.49% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | -7.30% | 21.78% | 29.26% | 52.69% | -29.67% | 30.36% | 45.93% | 48.72% | 2.51% | 37.07% |
Returns By Period
In the year-to-date period, JDESX achieves a -4.98% return, which is significantly higher than VITAX's -7.30% return. Over the past 10 years, JDESX has underperformed VITAX with an annualized return of 14.71%, while VITAX has yielded a comparatively higher 21.35% annualized return.
JDESX
- 1D
- 2.89%
- 1M
- -5.28%
- YTD
- -4.98%
- 6M
- -2.90%
- 1Y
- 15.81%
- 3Y*
- 19.78%
- 5Y*
- 12.85%
- 10Y*
- 14.71%
VITAX
- 1D
- 4.32%
- 1M
- -4.86%
- YTD
- -7.30%
- 6M
- -7.06%
- 1Y
- 28.08%
- 3Y*
- 22.58%
- 5Y*
- 14.54%
- 10Y*
- 21.35%
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JDESX vs. VITAX - Expense Ratio Comparison
JDESX has a 0.35% expense ratio, which is higher than VITAX's 0.10% expense ratio.
Return for Risk
JDESX vs. VITAX — Risk / Return Rank
JDESX
VITAX
JDESX vs. VITAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.
| JDESX | VITAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.06 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.64 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.77 | -0.39 |
Martin ratioReturn relative to average drawdown | 6.44 | 5.48 | +0.95 |
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
| JDESX | VITAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.06 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.87 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.59 | -0.16 |
Correlation
The correlation between JDESX and VITAX is 0.88, 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
JDESX vs. VITAX - Dividend Comparison
JDESX's dividend yield for the trailing twelve months is around 5.61%, more than VITAX's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | 5.61% | 5.33% | 11.20% | 1.23% | 2.79% | 12.94% | 3.89% | 11.29% | 14.15% | 1.39% | 1.40% | 5.56% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.44% | 0.40% | 0.60% | 0.65% | 0.91% | 0.63% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
JDESX vs. VITAX - Drawdown Comparison
The maximum JDESX drawdown since its inception was -54.56%, roughly equal to the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for JDESX and VITAX.
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Drawdown Indicators
| JDESX | VITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -54.81% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -16.38% | +4.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -35.10% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -35.10% | +0.39% |
Current DrawdownCurrent decline from peak | -6.59% | -12.77% | +6.18% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -8.06% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 5.30% | -2.68% |
Volatility
JDESX vs. VITAX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) is 5.37%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 8.04%. This indicates that JDESX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDESX | VITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 8.04% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 16.41% | -7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 27.65% | -9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 25.29% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 24.72% | -4.98% |