JMVYX vs. VITNX

Last updated Jun 23, 2026

JMVYX (JPMorgan Mid Cap Value Fund Class R6) and VITNX (Vanguard Institutional Total Stock Market Index Fund Institutional Shares) are both mutual funds - JMVYX is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while VITNX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, JMVYX returned 10.71%/yr vs 13.20%/yr for VITNX. Their correlation of 0.82 suggests significant overlap in exposure. JMVYX charges 0.60%/yr vs 0.03%/yr for VITNX.

Performance

JMVYX vs. VITNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JMVYX achieves a 8.97% return, which is significantly lower than VITNX's 10.72% return.

JMVYX

• 1D: 0.43%
• 1M: 1.85%
• YTD: 8.97%
• 6M: 7.85%
• 1Y: 16.24%
• 3Y*: 16.91%
• 5Y*: 10.71%
• 10Y*: —

VITNX

• 1D: 1.14%
• 1M: 0.90%
• YTD: 10.72%
• 6M: 9.93%
• 1Y: 27.60%
• 3Y*: 21.22%
• 5Y*: 13.20%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JMVYX vs. VITNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMVYX JPMorgan Mid Cap Value Fund Class R6	8.97%	5.28%	27.89%	11.46%	-8.00%	29.92%	0.38%	26.72%	-11.66%	13.09%
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares	10.72%	17.16%	25.42%	26.01%	-19.47%	25.76%	20.95%	30.86%	-5.60%	20.52%

Correlation

The correlation between JMVYX and VITNX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.82

The correlation between JMVYX and VITNX shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JMVYX vs. VITNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMVYX

JMVYX Risk / Return Rank: 32
JMVYX Sharpe Ratio Rank: 27
JMVYX Sortino Ratio Rank: 29
JMVYX Omega Ratio Rank: 25
JMVYX Calmar Ratio Rank: 41
JMVYX Martin Ratio Rank: 38

VITNX

VITNX Risk / Return Rank: 66
VITNX Sharpe Ratio Rank: 63
VITNX Sortino Ratio Rank: 57
VITNX Omega Ratio Rank: 58
VITNX Calmar Ratio Rank: 70
VITNX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JMVYX vs. VITNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX). 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	VITNX	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.14	-0.77
Sortino ratio: Return per unit of downside risk	2.09	2.90	-0.82
Omega ratio: Gain probability vs. loss probability	1.24	1.38	-0.14
Calmar ratio: Return relative to maximum drawdown	2.33	3.08	-0.74
Martin ratio: Return relative to average drawdown	7.90	13.80	-5.90

JMVYX vs. VITNX - Sharpe Ratio Comparison

The current JMVYX Sharpe Ratio is 1.37, which is lower than the VITNX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of JMVYX and VITNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JMVYX vs. VITNX - Drawdown Comparison

The maximum JMVYX drawdown since its inception was -43.08%, smaller than the maximum VITNX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for JMVYX and VITNX.

Drawdown Indicators

	JMVYX	VITNX	Difference
Max Drawdown Largest peak-to-trough decline	-43.08%	-55.32%	+12.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.92%	+1.75%
Max Drawdown (3Y) Largest decline over 3 years	-15.89%	-19.36%	+3.47%
Max Drawdown (5Y) Largest decline over 5 years	-25.53%	-25.32%	-0.21%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.99%	—
Current Drawdown Current decline from peak	-1.00%	-1.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-6.97%	-7.34%	+0.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	1.99%	+0.12%

Volatility

JMVYX vs. VITNX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) is 3.58%, while Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) has a volatility of 4.88%. This indicates that JMVYX experiences smaller price fluctuations and is considered to be less risky than VITNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMVYX	VITNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.58%	4.88%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	10.11%	-1.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.18%	12.81%	-0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.35%	17.45%	+1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.81%	18.46%	+2.35%

JMVYX vs. VITNX - Expense Ratio Comparison

JMVYX has a 0.60% expense ratio, which is higher than VITNX's 0.03% expense ratio.

Dividends

JMVYX vs. VITNX - Dividend Comparison

JMVYX's dividend yield for the trailing twelve months is around 19.55%, more than VITNX's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JMVYX JPMorgan Mid Cap Value Fund Class R6	19.55%	21.31%	23.38%	6.20%	11.85%	15.03%	7.75%	5.23%	8.31%	2.71%	0.00%	0.00%
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares	2.25%	2.63%	4.14%	2.41%	6.48%	5.37%	11.56%	2.90%	3.92%	1.89%	2.78%	2.28%

Frequently Asked Questions

Can I hold both JMVYX and VITNX in my portfolio?

JMVYX and VITNX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JMVYX or VITNX?

VITNX has higher volatility (4.88%) compared to JMVYX (3.58%). In terms of maximum drawdown, JMVYX dropped -43.08% vs VITNX's -55.32%.

Which has better risk-adjusted returns?

VITNX currently has the higher Sharpe Ratio (2.14 vs 1.37), 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.