JPEF vs. VOO
Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and Vanguard S&P 500 ETF (VOO).
JPEF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or VOO.
Key characteristics
| JPEF | VOO | |
|---|---|---|
| YTD Return | 31.03% | 27.26% |
| 1Y Return | 41.73% | 37.86% |
| Sharpe Ratio | 3.36 | 3.25 |
| Sortino Ratio | 4.51 | 4.31 |
| Omega Ratio | 1.63 | 1.61 |
| Calmar Ratio | 5.21 | 4.74 |
| Martin Ratio | 23.15 | 21.63 |
| Ulcer Index | 1.89% | 1.85% |
| Daily Std Dev | 12.97% | 12.25% |
| Max Drawdown | -9.38% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JPEF and VOO is 0.96, 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. VOO - Performance Comparison
In the year-to-date period, JPEF achieves a 31.03% return, which is significantly higher than VOO's 27.26% 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. VOO - Expense Ratio Comparison
JPEF has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JPEF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
JPEF's dividend yield for the trailing twelve months is around 0.30%, less than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JPEF vs. VOO - Drawdown Comparison
The maximum JPEF drawdown since its inception was -9.38%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPEF and VOO. For additional features, visit the drawdowns tool.
Volatility
JPEF vs. VOO - Volatility Comparison
JPMorgan Equity Focus ETF (JPEF) has a higher volatility of 4.52% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that JPEF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.