JPGSX vs. VONG
Compare and contrast key facts about JPMorgan U.S. GARP Equity Fund (JPGSX) and Vanguard Russell 1000 Growth ETF (VONG).
JPGSX is managed by JPMorgan Chase. It was launched on Feb 28, 2003. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGSX or VONG.
Key characteristics
| JPGSX | VONG | |
|---|---|---|
| YTD Return | 34.35% | 32.15% |
| 1Y Return | 43.75% | 42.61% |
| 3Y Return (Ann) | 3.66% | 10.46% |
| 5Y Return (Ann) | 9.34% | 20.00% |
| 10Y Return (Ann) | 9.22% | 16.73% |
| Sharpe Ratio | 2.72 | 2.55 |
| Sortino Ratio | 3.53 | 3.28 |
| Omega Ratio | 1.50 | 1.47 |
| Calmar Ratio | 1.84 | 3.24 |
| Martin Ratio | 14.81 | 12.80 |
| Ulcer Index | 2.95% | 3.32% |
| Daily Std Dev | 16.08% | 16.64% |
| Max Drawdown | -53.17% | -32.72% |
| Current Drawdown | 0.00% | -0.01% |
Correlation
The correlation between JPGSX and VONG 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
JPGSX vs. VONG - Performance Comparison
In the year-to-date period, JPGSX achieves a 34.35% return, which is significantly higher than VONG's 32.15% return. Over the past 10 years, JPGSX has underperformed VONG with an annualized return of 9.22%, while VONG has yielded a comparatively higher 16.73% annualized 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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JPGSX vs. VONG - Expense Ratio Comparison
JPGSX has a 0.59% expense ratio, which is higher than VONG's 0.08% expense ratio.
Risk-Adjusted Performance
JPGSX vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund (JPGSX) and Vanguard Russell 1000 Growth ETF (VONG). 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
JPGSX vs. VONG - Dividend Comparison
JPGSX's dividend yield for the trailing twelve months is around 0.23%, less than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGSX JPMorgan U.S. GARP Equity Fund | 0.23% | 0.31% | 0.30% | 0.17% | 1.01% | 0.82% | 0.93% | 0.63% | 0.90% | 0.05% | 0.53% | 0.69% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
JPGSX vs. VONG - Drawdown Comparison
The maximum JPGSX drawdown since its inception was -53.17%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for JPGSX and VONG. For additional features, visit the drawdowns tool.
Volatility
JPGSX vs. VONG - Volatility Comparison
The current volatility for JPMorgan U.S. GARP Equity Fund (JPGSX) is 4.83%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.15%. This indicates that JPGSX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.