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JGACX vs. VTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGACX vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Growth Advantage Fund (JGACX) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

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JGACX vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JGACX
JPMorgan Growth Advantage Fund
-12.17%14.89%41.22%39.06%-30.57%20.93%52.51%35.24%-2.01%28.54%
VTV
Vanguard Value ETF
3.30%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Returns By Period

In the year-to-date period, JGACX achieves a -12.17% return, which is significantly lower than VTV's 3.30% return. Over the past 10 years, JGACX has outperformed VTV with an annualized return of 16.23%, while VTV has yielded a comparatively lower 11.80% annualized return.


JGACX

1D
-0.59%
1M
-8.09%
YTD
-12.17%
6M
-12.45%
1Y
12.12%
3Y*
20.86%
5Y*
10.26%
10Y*
16.23%

VTV

1D
1.64%
1M
-4.81%
YTD
3.30%
6M
6.34%
1Y
16.02%
3Y*
15.09%
5Y*
10.86%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGACX vs. VTV - Expense Ratio Comparison

JGACX has a 1.54% expense ratio, which is higher than VTV's 0.04% expense ratio.


Return for Risk

JGACX vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGACX
JGACX Risk / Return Rank: 2222
Overall Rank
JGACX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JGACX Sortino Ratio Rank: 2424
Sortino Ratio Rank
JGACX Omega Ratio Rank: 2525
Omega Ratio Rank
JGACX Calmar Ratio Rank: 1919
Calmar Ratio Rank
JGACX Martin Ratio Rank: 1818
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 6767
Overall Rank
VTV Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTV Omega Ratio Rank: 6767
Omega Ratio Rank
VTV Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTV Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGACX vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (JGACX) 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.


JGACXVTVDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.08

-0.54

Sortino ratio

Return per unit of downside risk

0.93

1.56

-0.63

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.57

1.53

-0.96

Martin ratio

Return relative to average drawdown

1.86

6.93

-5.07

JGACX vs. VTV - Sharpe Ratio Comparison

The current JGACX Sharpe Ratio is 0.54, which is lower than the VTV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JGACX and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGACXVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.08

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.79

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.71

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.04

Correlation

The correlation between JGACX and VTV is 0.76, 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

JGACX vs. VTV - Dividend Comparison

JGACX's dividend yield for the trailing twelve months is around 19.61%, more than VTV's 2.02% yield.


TTM20252024202320222021202020192018201720162015
JGACX
JPMorgan Growth Advantage Fund
19.61%17.22%16.40%0.81%0.54%19.49%12.46%11.71%11.44%0.16%0.00%3.95%
VTV
Vanguard Value ETF
2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Drawdowns

JGACX vs. VTV - Drawdown Comparison

The maximum JGACX drawdown since its inception was -54.27%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JGACX and VTV.


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Drawdown Indicators


JGACXVTVDifference

Max Drawdown

Largest peak-to-trough decline

-54.27%

-59.27%

+5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-11.32%

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-17.04%

-18.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-36.78%

+1.20%

Current Drawdown

Current decline from peak

-15.94%

-4.81%

-11.13%

Average Drawdown

Average peak-to-trough decline

-9.30%

-7.92%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

2.50%

+2.42%

Volatility

JGACX vs. VTV - Volatility Comparison

JPMorgan Growth Advantage Fund (JGACX) has a higher volatility of 5.48% compared to Vanguard Value ETF (VTV) at 3.78%. This indicates that JGACX'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


JGACXVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

3.78%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

7.72%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

14.93%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

13.88%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

16.67%

+6.21%