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JMUEX vs. AWSHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JMUEXAWSHX
YTD Return28.96%21.89%
1Y Return40.32%33.81%
3Y Return (Ann)5.39%10.52%
5Y Return (Ann)11.37%12.80%
10Y Return (Ann)6.83%11.41%
Sharpe Ratio3.043.10
Sortino Ratio4.114.26
Omega Ratio1.581.58
Calmar Ratio2.265.80
Martin Ratio21.5421.27
Ulcer Index1.82%1.54%
Daily Std Dev12.89%10.58%
Max Drawdown-66.17%-53.26%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between JMUEX and AWSHX is 0.91, 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

JMUEX vs. AWSHX - Performance Comparison

In the year-to-date period, JMUEX achieves a 28.96% return, which is significantly higher than AWSHX's 21.89% return. Over the past 10 years, JMUEX has underperformed AWSHX with an annualized return of 6.83%, while AWSHX has yielded a comparatively higher 11.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.09%
12.73%
JMUEX
AWSHX

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JMUEX vs. AWSHX - Expense Ratio Comparison

JMUEX has a 0.57% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


AWSHX
American Funds Washington Mutual Investors Fund Class A
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for JMUEX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

JMUEX vs. AWSHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


JMUEX
Sharpe ratio
The chart of Sharpe ratio for JMUEX, currently valued at 3.04, compared to the broader market0.002.004.003.04
Sortino ratio
The chart of Sortino ratio for JMUEX, currently valued at 4.11, compared to the broader market0.005.0010.004.11
Omega ratio
The chart of Omega ratio for JMUEX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for JMUEX, currently valued at 2.26, compared to the broader market0.005.0010.0015.0020.0025.002.26
Martin ratio
The chart of Martin ratio for JMUEX, currently valued at 21.54, compared to the broader market0.0020.0040.0060.0080.00100.0021.54
AWSHX
Sharpe ratio
The chart of Sharpe ratio for AWSHX, currently valued at 3.10, compared to the broader market0.002.004.003.10
Sortino ratio
The chart of Sortino ratio for AWSHX, currently valued at 4.26, compared to the broader market0.005.0010.004.26
Omega ratio
The chart of Omega ratio for AWSHX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for AWSHX, currently valued at 5.80, compared to the broader market0.005.0010.0015.0020.0025.005.80
Martin ratio
The chart of Martin ratio for AWSHX, currently valued at 21.27, compared to the broader market0.0020.0040.0060.0080.00100.0021.27

JMUEX vs. AWSHX - Sharpe Ratio Comparison

The current JMUEX Sharpe Ratio is 3.04, which is comparable to the AWSHX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of JMUEX and AWSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.04
3.10
JMUEX
AWSHX

Dividends

JMUEX vs. AWSHX - Dividend Comparison

JMUEX's dividend yield for the trailing twelve months is around 0.65%, less than AWSHX's 1.45% yield.


TTM20232022202120202019201820172016201520142013
JMUEX
JPMorgan U.S. Equity Fund
0.65%0.96%1.16%0.68%0.83%0.99%1.29%0.99%1.11%1.12%1.26%1.03%
AWSHX
American Funds Washington Mutual Investors Fund Class A
1.45%1.67%1.95%1.41%1.73%1.83%2.09%1.87%1.92%2.11%2.04%4.96%

Drawdowns

JMUEX vs. AWSHX - Drawdown Comparison

The maximum JMUEX drawdown since its inception was -66.17%, which is greater than AWSHX's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for JMUEX and AWSHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
JMUEX
AWSHX

Volatility

JMUEX vs. AWSHX - Volatility Comparison

JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 4.57% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.40%. This indicates that JMUEX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.57%
3.40%
JMUEX
AWSHX