JMUEX vs. VOO
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and Vanguard S&P 500 ETF (VOO).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JMUEX vs. VOO - Performance Comparison
Loading graphics...
JMUEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | -10.35% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -5.90% | 21.52% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JMUEX achieves a -10.35% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with JMUEX having a 14.30% annualized return and VOO not far behind at 14.05%.
JMUEX
- 1D
- -0.25%
- 1M
- -8.59%
- YTD
- -10.35%
- 6M
- -9.84%
- 1Y
- 8.88%
- 3Y*
- 16.81%
- 5Y*
- 11.17%
- 10Y*
- 14.30%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMUEX vs. VOO - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JMUEX vs. VOO — Risk / Return Rank
JMUEX
VOO
JMUEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and Vanguard S&P 500 ETF (VOO). 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.
| JMUEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.98 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.50 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.53 | -0.93 |
Martin ratioReturn relative to average drawdown | 2.27 | 7.29 | -5.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JMUEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.98 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.83 | -0.28 |
Correlation
The correlation between JMUEX and VOO 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.
Dividends
JMUEX vs. VOO - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.55%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.55% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JMUEX vs. VOO - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JMUEX and VOO.
Loading graphics...
Drawdown Indicators
| JMUEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -33.99% | -18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.98% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -24.52% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -33.99% | +0.64% |
Current DrawdownCurrent decline from peak | -11.92% | -6.29% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -3.72% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.52% | +0.66% |
Volatility
JMUEX vs. VOO - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 4.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that JMUEX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMUEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.29% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 9.44% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 18.10% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 16.82% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 17.99% | +0.54% |