JDEUX vs. VIEIX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. VIEIX is managed by Vanguard. It was launched on Jul 7, 1997.
Performance
JDEUX vs. VIEIX - Performance Comparison
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JDEUX vs. VIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | -5.01% | 16.42% | 31.20% | 28.29% | -18.04% | 30.45% | 20.76% | 31.33% | -5.45% | 21.64% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | -1.26% | 11.42% | 15.49% | 26.97% | -26.46% | 12.46% | 32.24% | 28.05% | -9.36% | 18.12% |
Returns By Period
In the year-to-date period, JDEUX achieves a -5.01% return, which is significantly lower than VIEIX's -1.26% return. Over the past 10 years, JDEUX has outperformed VIEIX with an annualized return of 14.82%, while VIEIX has yielded a comparatively lower 10.93% annualized return.
JDEUX
- 1D
- 2.87%
- 1M
- -5.30%
- YTD
- -5.01%
- 6M
- -2.88%
- 1Y
- 15.87%
- 3Y*
- 19.88%
- 5Y*
- 12.95%
- 10Y*
- 14.82%
VIEIX
- 1D
- 3.43%
- 1M
- -5.36%
- YTD
- -1.26%
- 6M
- -1.37%
- 1Y
- 20.15%
- 3Y*
- 15.08%
- 5Y*
- 4.00%
- 10Y*
- 10.93%
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JDEUX vs. VIEIX - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is higher than VIEIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JDEUX vs. VIEIX — Risk / Return Rank
JDEUX
VIEIX
JDEUX vs. VIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX). 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.
| JDEUX | VIEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.91 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.41 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.39 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.47 | 5.71 | +0.76 |
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
| JDEUX | VIEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.91 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.18 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.49 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.38 | +0.21 |
Correlation
The correlation between JDEUX and VIEIX is 0.89, 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
JDEUX vs. VIEIX - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 5.70%, more than VIEIX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 5.70% | 5.41% | 11.31% | 1.33% | 2.90% | 13.06% | 3.99% | 11.40% | 14.27% | 1.48% | 1.62% | 5.87% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.18% | 1.14% | 1.10% | 1.26% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% |
Drawdowns
JDEUX vs. VIEIX - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.37%, smaller than the maximum VIEIX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for JDEUX and VIEIX.
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Drawdown Indicators
| JDEUX | VIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.37% | -58.03% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -14.63% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -31.27% | -36.32% | +5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -41.62% | +6.91% |
Current DrawdownCurrent decline from peak | -6.61% | -7.17% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -13.91% | +6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.57% | -0.95% |
Volatility
JDEUX vs. VIEIX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) is 5.38%, while Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a volatility of 7.01%. This indicates that JDEUX experiences smaller price fluctuations and is considered to be less risky than VIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDEUX | VIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.01% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 13.51% | -4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 22.99% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 22.38% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 22.33% | -2.59% |