JMUEX vs. VTWO
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and Vanguard Russell 2000 ETF (VTWO).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.
Performance
JMUEX vs. VTWO - Performance Comparison
Loading graphics...
JMUEX vs. VTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | -7.68% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -5.90% | 21.52% |
VTWO Vanguard Russell 2000 ETF | 1.54% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
Returns By Period
In the year-to-date period, JMUEX achieves a -7.68% return, which is significantly lower than VTWO's 1.54% return. Over the past 10 years, JMUEX has outperformed VTWO with an annualized return of 14.64%, while VTWO has yielded a comparatively lower 9.96% annualized return.
JMUEX
- 1D
- 2.98%
- 1M
- -5.97%
- YTD
- -7.68%
- 6M
- -7.28%
- 1Y
- 11.42%
- 3Y*
- 17.96%
- 5Y*
- 11.50%
- 10Y*
- 14.64%
VTWO
- 1D
- 0.62%
- 1M
- -5.23%
- YTD
- 1.54%
- 6M
- 3.49%
- 1Y
- 26.61%
- 3Y*
- 13.37%
- 5Y*
- 3.63%
- 10Y*
- 9.96%
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. VTWO - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Return for Risk
JMUEX vs. VTWO — Risk / Return Rank
JMUEX
VTWO
JMUEX vs. VTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) and Vanguard Russell 2000 ETF (VTWO). 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 | VTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.15 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.07 | 1.70 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.91 | -0.84 |
Martin ratioReturn relative to average drawdown | 3.95 | 7.12 | -3.17 |
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 | VTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.15 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.16 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.43 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.08 |
Correlation
The correlation between JMUEX and VTWO is 0.83, 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. VTWO - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.36%, more than VTWO's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.36% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
VTWO Vanguard Russell 2000 ETF | 1.25% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Drawdowns
JMUEX vs. VTWO - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for JMUEX and VTWO.
Loading graphics...
Drawdown Indicators
| JMUEX | VTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -41.19% | -10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -13.90% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -31.88% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -41.19% | +7.84% |
Current DrawdownCurrent decline from peak | -9.30% | -7.29% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -8.47% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.74% | -0.50% |
Volatility
JMUEX vs. VTWO - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 5.57%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 7.38%. This indicates that JMUEX experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMUEX | VTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 7.38% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 14.44% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 23.29% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 22.49% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 23.04% | -4.49% |