JPGL.L vs. VFMF
Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Vanguard U.S. Multifactor ETF (VFMF).
JPGL.L and VFMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGL.L or VFMF.
Key characteristics
| JPGL.L | VFMF | |
|---|---|---|
| YTD Return | 14.21% | 11.57% |
| 1Y Return | 21.86% | 21.36% |
| 3Y Return (Ann) | 6.64% | 10.47% |
| 5Y Return (Ann) | 9.86% | 12.55% |
| Sharpe Ratio | 1.97 | 1.48 |
| Daily Std Dev | 11.00% | 15.58% |
| Max Drawdown | -35.87% | -41.34% |
| Current Drawdown | -0.34% | -3.16% |
Correlation
The correlation between JPGL.L and VFMF is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JPGL.L vs. VFMF - Performance Comparison
In the year-to-date period, JPGL.L achieves a 14.21% return, which is significantly higher than VFMF's 11.57% 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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JPGL.L vs. VFMF - Expense Ratio Comparison
JPGL.L has a 0.19% expense ratio, which is higher than VFMF's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JPGL.L vs. VFMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Vanguard U.S. Multifactor ETF (VFMF). 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
JPGL.L vs. VFMF - Dividend Comparison
JPGL.L has not paid dividends to shareholders, while VFMF's dividend yield for the trailing twelve months is around 1.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMF Vanguard U.S. Multifactor ETF | 1.53% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
Drawdowns
JPGL.L vs. VFMF - Drawdown Comparison
The maximum JPGL.L drawdown since its inception was -35.87%, smaller than the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for JPGL.L and VFMF. For additional features, visit the drawdowns tool.
Volatility
JPGL.L vs. VFMF - Volatility Comparison
The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 3.08%, while Vanguard U.S. Multifactor ETF (VFMF) has a volatility of 4.86%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.