JMVYX vs. FGSIX
JMVYX (JPMorgan Mid Cap Value Fund Class R6) and FGSIX (Federated MDT Mid Cap Growth Fund Institutional Shares) are both mutual funds - JMVYX is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while FGSIX is a Mid Cap Growth Equities fund actively managed by Federated. JMVYX is passively managed, while FGSIX is actively managed. Over the past 5 years, JMVYX returned 10.79%/yr vs 8.19%/yr for FGSIX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. JMVYX charges 0.60%/yr vs 0.85%/yr for FGSIX.
Performance
JMVYX vs. FGSIX - Performance Comparison
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Returns By Period
In the year-to-date period, JMVYX achieves a 13.77% return, which is significantly higher than FGSIX's -0.65% return.
JMVYX
- 1D
- -0.82%
- 1M
- 1.45%
- 6M
- 9.91%
- YTD
- 13.77%
- 1Y
- 18.58%
- 3Y*
- 16.81%
- 5Y*
- 10.79%
- 10Y*
- —
- ALL TIME*
- 10.47%
FGSIX
- 1D
- 2.56%
- 1M
- -1.52%
- 6M
- 0.26%
- YTD
- -0.65%
- 1Y
- -1.62%
- 3Y*
- 15.84%
- 5Y*
- 8.19%
- 10Y*
- 14.83%
- ALL TIME*
- 13.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JMVYX vs. FGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMVYX JPMorgan Mid Cap Value Fund Class R6 | 13.77% | 5.28% | 27.89% | 11.46% | -8.00% | 29.92% | 0.38% | 26.72% | -11.66% | 13.09% |
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | -0.65% | 10.87% | 33.37% | 27.44% | -24.39% | 22.77% | 35.86% | 28.34% | -3.00% | 24.70% |
Correlation
The correlation between JMVYX and FGSIX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.64 |
Over the past year, the correlation between JMVYX and FGSIX has dropped to 0.10 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
JMVYX vs. FGSIX — Risk / Return Rank
JMVYX
FGSIX
JMVYX vs. FGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMVYX | FGSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | -0.08 | +2.37 |
| Martin ratioReturn relative to average drawdown | 7.95 | -0.21 | +8.16 |
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Drawdowns
JMVYX vs. FGSIX - Drawdown Comparison
The maximum JMVYX drawdown since its inception was -43.08%, which is greater than FGSIX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for JMVYX and FGSIX.
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Drawdown Indicators
| JMVYX | FGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.08% | -37.16% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -13.36% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.89% | -24.46% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.53% | -35.67% | +10.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.16% | — |
Current DrawdownCurrent decline from peak | -1.23% | -4.91% | +3.68% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -7.04% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 5.03% | -2.96% |
Volatility
JMVYX vs. FGSIX - Volatility Comparison
The current volatility for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) is 3.57%, while Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) has a volatility of 4.97%. This indicates that JMVYX experiences smaller price fluctuations and is considered to be less risky than FGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMVYX | FGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.97% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 13.48% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 17.66% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 22.53% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 22.26% | -1.53% |
JMVYX vs. FGSIX - Expense Ratio Comparison
JMVYX has a 0.60% expense ratio, which is lower than FGSIX's 0.85% expense ratio.
Dividends
JMVYX vs. FGSIX - Dividend Comparison
JMVYX's dividend yield for the trailing twelve months is around 18.73%, more than FGSIX's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | 4.59% | 4.56% | 4.02% | 0.00% | 2.17% | 24.31% | 6.77% | 7.83% | 14.02% | 13.59% | 1.11% | 24.86% |
JMVYX JPMorgan Mid Cap Value Fund Class R6 | 18.73% | 21.31% | 23.38% | 6.20% | 11.85% | 15.03% | 7.75% | 5.23% | 8.31% | 2.71% | 0.00% | 0.00% |
Frequently Asked Questions
JMVYX and FGSIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGSIX has higher volatility (4.97%) compared to JMVYX (3.57%). In terms of maximum drawdown, JMVYX dropped -43.08% vs FGSIX's -37.16%.
JMVYX currently has the higher Sharpe Ratio (1.36 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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