JMVYX vs. VMFVX

Last updated Aug 5, 2026

JMVYX (JPMorgan Mid Cap Value Fund Class R6) and VMFVX (Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares) are both Mid Cap Value Equities funds. Over the past 5 years, JMVYX returned 11.08%/yr vs 9.67%/yr for VMFVX. Their correlation of 0.94 means they have usually moved in the same direction. JMVYX charges 0.60%/yr vs 0.08%/yr for VMFVX.

Performance

JMVYX vs. VMFVX - 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 S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with JMVYX having a 14.59% return and VMFVX slightly lower at 14.32%.

JMVYX

• 1D: 0.88%
• 1M: 2.18%
• 6M: 9.86%
• YTD: 14.59%
• 1Y: 18.03%
• 3Y*: 17.70%
• 5Y*: 11.08%
• 10Y*: —
• ALL TIME*: 10.54%

VMFVX

• 1D: 0.94%
• 1M: 1.71%
• 6M: 8.60%
• YTD: 14.32%
• 1Y: 22.59%
• 3Y*: 12.98%
• 5Y*: 9.67%
• 10Y*: 10.61%
• ALL TIME*: 10.92%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JMVYX JPMorgan Mid Cap Value Fund Class R6	$0.00	$0.00	$0.00
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares	$0.00	$0.00	$0.00

JMVYX vs. VMFVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMVYX JPMorgan Mid Cap Value Fund Class R6	14.59%	5.28%	27.89%	11.46%	-8.00%	29.92%	0.38%	26.72%	-11.66%	13.09%
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares	14.32%	7.57%	10.59%	16.49%	-7.03%	30.54%	3.68%	26.18%	-11.90%	12.27%

Correlation

The correlation between JMVYX and VMFVX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.94

The correlation between JMVYX and VMFVX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

JMVYX vs. VMFVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JMVYX

JMVYX Risk / Return Rank: 62
JMVYX Sharpe Ratio Rank: 55
JMVYX Sortino Ratio Rank: 63
JMVYX Omega Ratio Rank: 49
JMVYX Calmar Ratio Rank: 76
JMVYX Martin Ratio Rank: 66

VMFVX

VMFVX Risk / Return Rank: 60
VMFVX Sharpe Ratio Rank: 60
VMFVX Sortino Ratio Rank: 66
VMFVX Omega Ratio Rank: 54
VMFVX Calmar Ratio Rank: 62
VMFVX Martin Ratio Rank: 56

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JMVYX vs. VMFVX - 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 S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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	VMFVX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.63	-0.01
Sortino ratio: Return per unit of downside risk	2.47	2.45	+0.02
Omega ratio: Gain probability vs. loss probability	1.29	1.29	0.00
Calmar ratio: Return relative to maximum drawdown	2.72	2.29	+0.43
Martin ratio: Return relative to average drawdown	9.44	8.16	+1.28

JMVYX vs. VMFVX - Sharpe Ratio Comparison

The current JMVYX Sharpe Ratio is 1.62, which is comparable to the VMFVX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JMVYX and VMFVX, 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. VMFVX - Drawdown Comparison

The maximum JMVYX drawdown since its inception was -43.08%, smaller than the maximum VMFVX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for JMVYX and VMFVX.

Drawdown Indicators

	JMVYX	VMFVX	Difference
Max Drawdown Largest peak-to-trough decline	-43.08%	-45.79%	+2.71%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-10.52%	+3.35%
Max Drawdown (3Y) Largest decline over 3 years	-15.89%	-22.46%	+6.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.53%	-22.46%	-3.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.79%	—
Current Drawdown Current decline from peak	-0.52%	-0.32%	-0.20%
Average Drawdown Average peak-to-trough decline	-6.89%	-5.43%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.94%	-0.88%

Volatility

JMVYX vs. VMFVX - Volatility Comparison

JPMorgan Mid Cap Value Fund Class R6 (JMVYX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) have volatilities of 3.64% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMVYX	VMFVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.49%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	8.73%	10.34%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	14.83%	-2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	19.27%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	21.81%	-1.09%

JMVYX vs. VMFVX - Expense Ratio Comparison

JMVYX has a 0.60% expense ratio, which is higher than VMFVX's 0.08% expense ratio.

Dividends

JMVYX vs. VMFVX - Dividend Comparison

JMVYX's dividend yield for the trailing twelve months is around 18.60%, more than VMFVX's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JMVYX JPMorgan Mid Cap Value Fund Class R6	18.60%	21.31%	23.38%	6.20%	11.85%	15.03%	7.75%	5.23%	8.31%	2.71%	0.00%	0.00%
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares	1.65%	1.88%	1.81%	1.58%	2.04%	1.81%	2.48%	1.94%	2.01%	1.56%	1.42%	1.73%

Frequently Asked Questions

Can I hold both JMVYX and VMFVX in my portfolio?

With a correlation of 0.90, JMVYX and VMFVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JMVYX or VMFVX?

JMVYX has higher volatility (3.64%) compared to VMFVX (3.49%). In terms of maximum drawdown, JMVYX dropped -43.08% vs VMFVX's -45.79%.

Which has better risk-adjusted returns?

VMFVX currently has the higher Sharpe Ratio (1.63 vs 1.62), 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.