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.
Performance
JMUEX vs. VLCAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with JMUEX having a 27.55% return and VLCAX slightly lower at 26.88%. Over the past 10 years, JMUEX has underperformed VLCAX with an annualized return of 6.57%, while VLCAX has yielded a comparatively higher 13.16% annualized return.
JMUEX
27.55%
2.50%
13.19%
32.76%
10.91%
6.57%
VLCAX
26.88%
3.40%
13.64%
33.23%
15.72%
13.16%
Key characteristics
| JMUEX | VLCAX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.70 |
| Sortino Ratio | 3.49 | 3.59 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 2.37 | 3.88 |
| Martin Ratio | 17.79 | 17.52 |
| Ulcer Index | 1.84% | 1.90% |
| Daily Std Dev | 12.77% | 12.33% |
| Max Drawdown | -66.17% | -54.76% |
| Current Drawdown | -1.10% | -0.36% |
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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.
Correlation
The correlation between JMUEX and VLCAX is 0.98, 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. 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 0.66%, less than VLCAX's 1.23% 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% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.23% | 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 -66.17%, 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) has a higher volatility of 4.57% compared to Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) at 4.01%. This indicates that JMUEX's price experiences larger fluctuations and is considered to be riskier than VLCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.