JMUEX vs. VLCAX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and Vanguard Large-Cap Index Fund Admiral Shares (VLCAX).
JMUEX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. VLCAX is managed by Vanguard. It was launched on Feb 2, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMUEX or VLCAX.
Key characteristics
| JMUEX | VLCAX | |
|---|---|---|
| YTD Return | 21.98% | 20.77% |
| 1Y Return | 33.07% | 31.82% |
| 3Y Return (Ann) | 11.82% | 10.34% |
| 5Y Return (Ann) | 17.63% | 15.57% |
| 10Y Return (Ann) | 13.13% | 13.05% |
| Sharpe Ratio | 2.40 | 2.37 |
| Daily Std Dev | 13.25% | 12.90% |
| Max Drawdown | -61.42% | -54.76% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JMUEX and VLCAX 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.
Performance
JMUEX vs. VLCAX - Performance Comparison
In the year-to-date period, JMUEX achieves a 21.98% return, which is significantly higher than VLCAX's 20.77% return. Both investments have delivered pretty close results over the past 10 years, with JMUEX having a 13.13% annualized return and VLCAX not far behind at 13.05%. 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. VLCAX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than VLCAX's 0.05% expense ratio.
Risk-Adjusted Performance
JMUEX vs. VLCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and Vanguard Large-Cap Index Fund Admiral Shares (VLCAX). 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. VLCAX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 1.62%, more than VLCAX's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 1.62% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 1.12% | 9.98% | 7.90% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 0.98% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
Drawdowns
JMUEX vs. VLCAX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -61.42%, which is greater than VLCAX's maximum drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for JMUEX and VLCAX. For additional features, visit the drawdowns tool.
Volatility
JMUEX vs. VLCAX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) and Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) have volatilities of 4.54% and 4.35%, 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.