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.
Performance
JMUEX vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, JMUEX achieves a 26.65% return, which is significantly higher than IJR's 13.04% return. Over the past 10 years, JMUEX has underperformed IJR with an annualized return of 6.54%, while IJR has yielded a comparatively higher 9.67% annualized return.
JMUEX
26.65%
0.86%
12.44%
32.34%
10.78%
6.54%
IJR
13.04%
4.26%
11.52%
28.60%
10.31%
9.67%
Key characteristics
| JMUEX | IJR | |
|---|---|---|
| Sharpe Ratio | 2.51 | 1.36 |
| Sortino Ratio | 3.42 | 2.05 |
| Omega Ratio | 1.48 | 1.24 |
| Calmar Ratio | 2.29 | 1.50 |
| Martin Ratio | 17.41 | 7.58 |
| Ulcer Index | 1.84% | 3.57% |
| Daily Std Dev | 12.77% | 19.93% |
| Max Drawdown | -66.17% | -58.15% |
| Current Drawdown | -1.79% | -4.15% |
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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.
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.
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 0.66%, less than IJR's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 0.66% | 0.96% | 1.16% | 0.68% | 0.83% | 0.99% | 1.29% | 0.99% | 1.11% | 1.12% | 1.26% | 1.03% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 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 -66.17%, 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 4.66%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.42%. 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.