JPM vs. VYM
Compare and contrast key facts about JPMorgan Chase & Co. (JPM) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPM or VYM.
Correlation
The correlation between JPM and VYM is 0.69, 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
JPM vs. VYM - Performance Comparison
Key characteristics
JPM:
1.15
VYM:
0.64
JPM:
1.69
VYM:
0.99
JPM:
1.24
VYM:
1.14
JPM:
1.35
VYM:
0.70
JPM:
4.59
VYM:
2.80
JPM:
7.20%
VYM:
3.61%
JPM:
28.69%
VYM:
15.86%
JPM:
-74.02%
VYM:
-56.98%
JPM:
-10.42%
VYM:
-7.17%
Returns By Period
In the year-to-date period, JPM achieves a 5.16% return, which is significantly higher than VYM's -1.74% return. Over the past 10 years, JPM has outperformed VYM with an annualized return of 17.53%, while VYM has yielded a comparatively lower 9.31% annualized return.
JPM
5.16%
18.53%
13.81%
32.83%
25.83%
17.53%
VYM
-1.74%
6.43%
-1.79%
8.85%
14.08%
9.31%
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Risk-Adjusted Performance
JPM vs. VYM — Risk-Adjusted Performance Rank
JPM
VYM
JPM vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and Vanguard High Dividend Yield ETF (VYM). 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
JPM vs. VYM - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 2.03%, less than VYM's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 2.03% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
VYM Vanguard High Dividend Yield ETF | 2.96% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
Drawdowns
JPM vs. VYM - Drawdown Comparison
The maximum JPM drawdown since its inception was -74.02%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for JPM and VYM. For additional features, visit the drawdowns tool.
Volatility
JPM vs. VYM - Volatility Comparison
JPMorgan Chase & Co. (JPM) has a higher volatility of 10.55% compared to Vanguard High Dividend Yield ETF (VYM) at 8.61%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.