JPEF vs. IWY
Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and iShares Russell Top 200 Growth ETF (IWY).
JPEF and IWY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011. IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or IWY.
Key characteristics
| JPEF | IWY | |
|---|---|---|
| YTD Return | 31.03% | 32.87% |
| 1Y Return | 41.73% | 41.96% |
| Sharpe Ratio | 3.36 | 2.59 |
| Sortino Ratio | 4.51 | 3.31 |
| Omega Ratio | 1.63 | 1.47 |
| Calmar Ratio | 5.21 | 3.24 |
| Martin Ratio | 23.15 | 12.33 |
| Ulcer Index | 1.89% | 3.64% |
| Daily Std Dev | 12.97% | 17.26% |
| Max Drawdown | -9.38% | -32.68% |
| Current Drawdown | 0.00% | -0.15% |
Correlation
The correlation between JPEF and IWY is 0.88, 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.
Performance
JPEF vs. IWY - Performance Comparison
In the year-to-date period, JPEF achieves a 31.03% return, which is significantly lower than IWY's 32.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPEF vs. IWY - Expense Ratio Comparison
JPEF has a 0.50% expense ratio, which is higher than IWY's 0.20% expense ratio.
Risk-Adjusted Performance
JPEF vs. IWY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) and iShares Russell Top 200 Growth ETF (IWY). 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
JPEF vs. IWY - Dividend Comparison
JPEF's dividend yield for the trailing twelve months is around 0.30%, less than IWY's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEF JPMorgan Equity Focus ETF | 0.30% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWY iShares Russell Top 200 Growth ETF | 0.49% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
Drawdowns
JPEF vs. IWY - Drawdown Comparison
The maximum JPEF drawdown since its inception was -9.38%, smaller than the maximum IWY drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for JPEF and IWY. For additional features, visit the drawdowns tool.
Volatility
JPEF vs. IWY - Volatility Comparison
The current volatility for JPMorgan Equity Focus ETF (JPEF) is 4.52%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 5.27%. This indicates that JPEF experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.