JMVYX vs. VWENX

Last updated Jun 4, 2026

JMVYX (JPMorgan Mid Cap Value Fund Class R6) and VWENX (Vanguard Wellington Fund Admiral Shares) are both mutual funds - JMVYX is a Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while VWENX is a Diversified Portfolio fund managed by Vanguard. Over the past 5 years, JMVYX returned 9.11%/yr vs 9.06%/yr for VWENX. A 0.76 correlation means they provide meaningful diversification when combined. JMVYX charges 0.60%/yr vs 0.16%/yr for VWENX.

Performance

JMVYX vs. VWENX - 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 Wellington Fund Admiral Shares (VWENX). 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 7.40% return and VWENX slightly lower at 7.16%.

JMVYX

• 1D: 0.59%
• 1M: 0.79%
• YTD: 7.40%
• 6M: 7.76%
• 1Y: 14.19%
• 3Y*: 17.69%
• 5Y*: 9.11%
• 10Y*: —

VWENX

• 1D: 0.07%
• 1M: 3.88%
• YTD: 7.16%
• 6M: 7.40%
• 1Y: 21.14%
• 3Y*: 15.70%
• 5Y*: 9.06%
• 10Y*: 10.28%

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

JMVYX vs. VWENX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMVYX JPMorgan Mid Cap Value Fund Class R6	7.40%	5.28%	27.89%	11.46%	-8.00%	29.92%	0.38%	26.72%	-11.66%	13.09%
VWENX Vanguard Wellington Fund Admiral Shares	7.16%	16.63%	14.82%	14.40%	-14.31%	19.09%	10.66%	22.61%	-3.35%	13.38%

Correlation

The correlation between JMVYX and VWENX is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.76

The correlation between JMVYX and VWENX shifts across timeframes, from 0.57 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JMVYX vs. VWENX — Risk / Return Rank

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

JMVYX

JMVYX Risk / Return Rank: 25
JMVYX Sharpe Ratio Rank: 19
JMVYX Sortino Ratio Rank: 21
JMVYX Omega Ratio Rank: 18
JMVYX Calmar Ratio Rank: 32
JMVYX Martin Ratio Rank: 31

VWENX

VWENX Risk / Return Rank: 75
VWENX Sharpe Ratio Rank: 79
VWENX Sortino Ratio Rank: 75
VWENX Omega Ratio Rank: 73
VWENX Calmar Ratio Rank: 68
VWENX Martin Ratio Rank: 79

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. VWENX - 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 Wellington Fund Admiral Shares (VWENX). 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.

	JMVYX	VWENX	Difference
Sharpe ratio Return per unit of total volatility	1.27	2.57	-1.30
Sortino ratio Return per unit of downside risk	1.95	3.61	-1.67
Omega ratio Gain probability vs. loss probability	1.22	1.48	-0.26
Calmar ratio Return relative to maximum drawdown	2.12	3.19	-1.07
Martin ratio Return relative to average drawdown	7.17	14.78	-7.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JMVYX vs. VWENX - Sharpe Ratio Comparison

The current JMVYX Sharpe Ratio is 1.27, which is lower than the VWENX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of JMVYX and VWENX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JMVYX	VWENX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	2.57	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.82	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.68	-0.20

Drawdowns

JMVYX vs. VWENX - Drawdown Comparison

The maximum JMVYX drawdown since its inception was -43.08%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for JMVYX and VWENX.

Drawdown Indicators

	JMVYX	VWENX	Difference
Max Drawdown Largest peak-to-trough decline	-43.08%	-36.02%	-7.06%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-6.77%	-0.40%
Max Drawdown (3Y) Largest decline over 3 years	-15.89%	-11.98%	-3.91%
Max Drawdown (5Y) Largest decline over 5 years	-25.53%	-20.84%	-4.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.33%	—
Current Drawdown Current decline from peak	-0.67%	0.00%	-0.67%
Average Drawdown Average peak-to-trough decline	-7.01%	-4.36%	-2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	1.46%	+0.66%

Volatility

JMVYX vs. VWENX - Volatility Comparison

JPMorgan Mid Cap Value Fund Class R6 (JMVYX) has a higher volatility of 2.72% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 2.53%. This indicates that JMVYX's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMVYX	VWENX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.72%	2.53%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	6.67%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	8.38%	+3.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.35%	11.14%	+8.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	11.53%	+9.31%

JMVYX vs. VWENX - Expense Ratio Comparison

JMVYX has a 0.60% expense ratio, which is higher than VWENX's 0.16% expense ratio.

Dividends

JMVYX vs. VWENX - Dividend Comparison

JMVYX's dividend yield for the trailing twelve months is around 19.84%, more than VWENX's 10.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JMVYX JPMorgan Mid Cap Value Fund Class R6	19.84%	21.31%	23.38%	6.20%	11.85%	15.03%	7.75%	5.23%	8.31%	2.71%	0.00%	0.00%
VWENX Vanguard Wellington Fund Admiral Shares	10.83%	11.55%	10.85%	6.08%	8.28%	8.72%	7.85%	4.74%	9.58%	5.88%	4.53%	6.58%

Frequently Asked Questions

Can I hold both JMVYX and VWENX in my portfolio?

JMVYX and VWENX have a correlation of 0.57, 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 VWENX?

JMVYX has higher volatility (2.72%) compared to VWENX (2.53%). In terms of maximum drawdown, JMVYX dropped -43.08% vs VWENX's -36.02%.

Which has better risk-adjusted returns?

VWENX currently has the higher Sharpe Ratio (2.57 vs 1.27), 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.