JPEF vs. VTI

Last updated Jun 4, 2026

JPEF (JPMorgan Equity Focus ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. JPEF is actively managed, while VTI is passively managed. Over the past year, JPEF returned 19.43% vs 28.18% for VTI. With a 0.96 correlation, they move nearly in lockstep. JPEF charges 0.50%/yr vs 0.03%/yr for VTI.

Performance

JPEF vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Focus ETF (JPEF) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPEF achieves a 7.80% return, which is significantly lower than VTI's 11.20% return.

JPEF

• 1D: -0.61%
• 1M: 3.38%
• YTD: 7.80%
• 6M: 7.01%
• 1Y: 19.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

JPEF vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JPEF JPMorgan Equity Focus ETF	7.80%	12.07%	28.19%	5.72%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	4.71%

Correlation

The correlation between JPEF and VTI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.96

The correlation between JPEF and VTI has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

JPEF vs. VTI - Sectors Allocation Comparison

Sectors	JPEF	VTI
Technology	29.0%	33.5%
Financial Services	14.0%	12.0%
Communication Services	12.1%	10.3%
Consumer Cyclical	11.8%	10.0%
Industrials	9.3%	9.8%
Healthcare	8.7%	9.2%
Energy	5.2%	3.7%
Utilities	2.9%	2.3%
Real Estate	2.6%	2.4%
Basic Materials	2.2%	2.0%
Consumer Defensive	2.0%	4.7%

Return for Risk

JPEF vs. VTI — Risk / Return Rank

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

JPEF

JPEF Risk / Return Rank: 51
JPEF Sharpe Ratio Rank: 49
JPEF Sortino Ratio Rank: 49
JPEF Omega Ratio Rank: 50
JPEF Calmar Ratio Rank: 48
JPEF Martin Ratio Rank: 60

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

JPEF vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) and Vanguard Total Stock Market ETF (VTI). 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.

	JPEF	VTI	Difference
Sharpe ratio Return per unit of total volatility	1.72	2.33	-0.61
Sortino ratio Return per unit of downside risk	2.43	3.18	-0.75
Omega ratio Gain probability vs. loss probability	1.32	1.42	-0.10
Calmar ratio Return relative to maximum drawdown	2.36	3.17	-0.81
Martin ratio Return relative to average drawdown	10.68	14.62	-3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPEF vs. VTI - Sharpe Ratio Comparison

The current JPEF Sharpe Ratio is 1.72, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of JPEF and VTI, 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

	JPEF	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.33	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.51	+0.76

Drawdowns

JPEF vs. VTI - Drawdown Comparison

The maximum JPEF drawdown since its inception was -18.09%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JPEF and VTI.

Drawdown Indicators

	JPEF	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-18.09%	-55.45%	+37.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-8.92%	+0.67%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.81%	-0.72%	-0.09%
Average Drawdown Average peak-to-trough decline	-2.15%	-8.03%	+5.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	1.93%	-0.11%

Volatility

JPEF vs. VTI - Volatility Comparison

JPMorgan Equity Focus ETF (JPEF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.01% and 2.96%, 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

	JPEF	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	2.96%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	9.13%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	11.38%	12.17%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.02%	17.40%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.02%	18.30%	-3.28%

JPEF vs. VTI - Expense Ratio Comparison

JPEF has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

JPEF vs. VTI - Dividend Comparison

JPEF's dividend yield for the trailing twelve months is around 0.65%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPEF JPMorgan Equity Focus ETF	0.65%	0.70%	0.71%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both JPEF and VTI in my portfolio?

With a correlation of 0.94, JPEF and VTI 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, JPEF or VTI?

JPEF has higher volatility (3.01%) compared to VTI (2.96%). In terms of maximum drawdown, JPEF dropped -18.09% vs VTI's -55.45%.

Which ETF is better, JPEF or VTI?

On 1-year performance, VTI leads with 28.18% vs 19.43% for JPEF. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JPEF or VTI?

Over the 1-year period, VTI has performed better with a 28.18% return vs 19.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JPEF or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for JPEF.

Which ETF pays a higher dividend yield, JPEF or VTI?

VTI has the higher dividend yield at 1.01%, compared with 0.65% for JPEF.

What is the main difference between JPEF and VTI?

They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.50% for JPEF and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 1.72), 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.