Correlation
The correlation between JDEUX and VOO is 0.99, 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.
JDEUX vs. VOO
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and Vanguard S&P 500 ETF (VOO).
JDEUX is managed by JPMorgan. It was launched on Mar 24, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDEUX or VOO.
Performance
JDEUX vs. VOO - Performance Comparison
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Key characteristics
JDEUX:
0.63
VOO:
0.74
JDEUX:
0.91
VOO:
1.04
JDEUX:
1.13
VOO:
1.15
JDEUX:
0.59
VOO:
0.68
JDEUX:
2.23
VOO:
2.58
JDEUX:
4.91%
VOO:
4.93%
JDEUX:
19.82%
VOO:
19.54%
JDEUX:
-54.03%
VOO:
-33.99%
JDEUX:
-3.57%
VOO:
-3.55%
Returns By Period
In the year-to-date period, JDEUX achieves a 0.26% return, which is significantly lower than VOO's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with JDEUX having a 12.43% annualized return and VOO not far ahead at 12.81%.
JDEUX
0.26%
6.34%
-2.59%
12.42%
14.53%
16.63%
12.43%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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JDEUX vs. VOO - Expense Ratio Comparison
JDEUX has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
JDEUX vs. VOO — Risk-Adjusted Performance Rank
JDEUX
VOO
JDEUX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
JDEUX vs. VOO - Dividend Comparison
JDEUX's dividend yield for the trailing twelve months is around 6.21%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDEUX JPMorgan U.S. Research Enhanced Equity Fund | 6.21% | 6.18% | 1.33% | 2.90% | 13.06% | 3.99% | 11.41% | 14.27% | 1.48% | 1.62% | 5.86% | 8.11% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JDEUX vs. VOO - Drawdown Comparison
The maximum JDEUX drawdown since its inception was -54.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JDEUX and VOO.
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Volatility
JDEUX vs. VOO - Volatility Comparison
JPMorgan U.S. Research Enhanced Equity Fund (JDEUX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.00% and 4.84%, 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.
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