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 Chase. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMUEX or VTWO.
Performance
JMUEX vs. VTWO - Performance Comparison
Returns By Period
In the year-to-date period, JMUEX achieves a 27.55% return, which is significantly higher than VTWO's 20.16% return. Over the past 10 years, JMUEX has underperformed VTWO with an annualized return of 6.57%, while VTWO has yielded a comparatively higher 8.86% annualized return.
JMUEX
27.55%
2.50%
13.19%
32.76%
10.91%
6.57%
VTWO
20.16%
8.85%
17.06%
35.95%
10.20%
8.86%
Key characteristics
| JMUEX | VTWO | |
|---|---|---|
| Sharpe Ratio | 2.57 | 1.71 |
| Sortino Ratio | 3.49 | 2.45 |
| Omega Ratio | 1.49 | 1.30 |
| Calmar Ratio | 2.37 | 1.48 |
| Martin Ratio | 17.79 | 9.44 |
| Ulcer Index | 1.84% | 3.81% |
| Daily Std Dev | 12.77% | 20.99% |
| Max Drawdown | -66.17% | -41.19% |
| Current Drawdown | -1.10% | -1.23% |
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JMUEX vs. VTWO - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than VTWO's 0.10% expense ratio.
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.
Risk-Adjusted Performance
JMUEX vs. VTWO - Risk-Adjusted Performance 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.
Dividends
JMUEX vs. VTWO - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 0.66%, less than VTWO's 1.19% 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% |
VTWO Vanguard Russell 2000 ETF | 1.19% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
Drawdowns
JMUEX vs. VTWO - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -66.17%, 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. For additional features, visit the drawdowns tool.
Volatility
JMUEX vs. VTWO - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 4.57%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 7.66%. 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.