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.
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
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Key characteristics
JMUEX:
0.53
VLCAX:
0.76
JMUEX:
0.78
VLCAX:
1.07
JMUEX:
1.11
VLCAX:
1.16
JMUEX:
0.47
VLCAX:
0.71
JMUEX:
1.66
VLCAX:
2.68
JMUEX:
5.56%
VLCAX:
5.02%
JMUEX:
20.53%
VLCAX:
19.95%
JMUEX:
-52.11%
VLCAX:
-54.76%
JMUEX:
-5.14%
VLCAX:
-3.38%
Returns By Period
In the year-to-date period, JMUEX achieves a -0.58% return, which is significantly lower than VLCAX's 1.27% return. Both investments have delivered pretty close results over the past 10 years, with JMUEX having a 12.87% annualized return and VLCAX not far behind at 12.75%.
JMUEX
-0.58%
5.28%
-4.34%
10.07%
13.71%
15.87%
12.87%
VLCAX
1.27%
5.75%
-1.17%
14.17%
14.70%
15.77%
12.75%
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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 Rank
JMUEX
VLCAX
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.
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Dividends
JMUEX vs. VLCAX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.36%, more than VLCAX's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.36% | 6.35% | 2.05% | 5.11% | 10.74% | 6.64% | 10.06% | 14.57% | 8.71% | 4.77% | 6.17% | 9.98% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.24% | 1.23% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% | 1.77% |
Drawdowns
JMUEX vs. VLCAX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, roughly equal to the maximum VLCAX drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for JMUEX and VLCAX.
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Volatility
JMUEX vs. VLCAX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 5.10% compared to Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) at 4.81%. 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.
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