JMUEX vs. IJR
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and iShares Core S&P Small-Cap ETF (IJR).
JMUEX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMUEX or IJR.
Key characteristics
| JMUEX | IJR | |
|---|---|---|
| YTD Return | 19.77% | 6.78% |
| 1Y Return | 29.16% | 19.30% |
| 3Y Return (Ann) | 10.55% | 3.21% |
| 5Y Return (Ann) | 17.08% | 9.13% |
| 10Y Return (Ann) | 12.83% | 9.39% |
| Sharpe Ratio | 2.09 | 0.90 |
| Daily Std Dev | 13.12% | 20.28% |
| Max Drawdown | -61.42% | -58.15% |
| Current Drawdown | -0.20% | -2.97% |
Correlation
The correlation between JMUEX and IJR is 0.84, 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. IJR - Performance Comparison
In the year-to-date period, JMUEX achieves a 19.77% return, which is significantly higher than IJR's 6.78% return. Over the past 10 years, JMUEX has outperformed IJR with an annualized return of 12.83%, while IJR has yielded a comparatively lower 9.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JMUEX vs. IJR - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
JMUEX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
JMUEX vs. IJR - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 1.65%, more than IJR's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 1.65% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 1.12% | 9.98% | 7.90% |
IJR iShares Core S&P Small-Cap ETF | 1.27% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
JMUEX vs. IJR - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -61.42%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for JMUEX and IJR. For additional features, visit the drawdowns tool.
Volatility
JMUEX vs. IJR - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 4.20%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.95%. This indicates that JMUEX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.