PortfoliosLab logoPortfoliosLab logo
JPME vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPME vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JPME vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
5.77%8.26%13.55%11.28%-10.12%28.90%8.46%25.87%-8.92%19.09%
MOO
VanEck Agribusiness ETF
16.09%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%21.75%

Returns By Period

In the year-to-date period, JPME achieves a 5.77% return, which is significantly lower than MOO's 16.09% return.


JPME

1D
1.79%
1M
-3.84%
YTD
5.77%
6M
6.68%
1Y
16.25%
3Y*
12.28%
5Y*
8.43%
10Y*

MOO

1D
1.43%
1M
-1.27%
YTD
16.09%
6M
17.90%
1Y
27.55%
3Y*
2.03%
5Y*
1.67%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPME vs. MOO - Expense Ratio Comparison

JPME has a 0.24% expense ratio, which is lower than MOO's 0.55% expense ratio.


Return for Risk

JPME vs. MOO — Risk / Return Rank

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

JPME
JPME Risk / Return Rank: 5757
Overall Rank
JPME Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JPME Sortino Ratio Rank: 5656
Sortino Ratio Rank
JPME Omega Ratio Rank: 5555
Omega Ratio Rank
JPME Calmar Ratio Rank: 5454
Calmar Ratio Rank
JPME Martin Ratio Rank: 6464
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8484
Overall Rank
MOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOO Omega Ratio Rank: 8282
Omega Ratio Rank
MOO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOO Martin Ratio Rank: 8484
Martin Ratio Rank
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.

JPME vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and VanEck Agribusiness ETF (MOO). 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.


JPMEMOODifference

Sharpe ratio

Return per unit of total volatility

0.97

1.63

-0.66

Sortino ratio

Return per unit of downside risk

1.45

2.33

-0.88

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.37

2.44

-1.07

Martin ratio

Return relative to average drawdown

6.27

9.05

-2.78

JPME vs. MOO - Sharpe Ratio Comparison

The current JPME Sharpe Ratio is 0.97, which is lower than the MOO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JPME and MOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JPMEMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.63

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.10

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.24

+0.37

Correlation

The correlation between JPME and MOO is 0.78, 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.


Dividends

JPME vs. MOO - Dividend Comparison

JPME's dividend yield for the trailing twelve months is around 1.95%, less than MOO's 2.13% yield.


TTM20252024202320222021202020192018201720162015
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
1.95%2.03%1.77%1.84%1.84%1.44%1.51%1.68%1.80%1.17%0.91%0.00%
MOO
VanEck Agribusiness ETF
2.13%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

JPME vs. MOO - Drawdown Comparison

The maximum JPME drawdown since its inception was -41.01%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for JPME and MOO.


Loading graphics...

Drawdown Indicators


JPMEMOODifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-69.53%

+28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-11.46%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-39.52%

+20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

Current Drawdown

Current decline from peak

-4.11%

-13.01%

+8.90%

Average Drawdown

Average peak-to-trough decline

-4.45%

-16.99%

+12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.09%

-0.36%

Volatility

JPME vs. MOO - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) is 4.63%, while VanEck Agribusiness ETF (MOO) has a volatility of 6.00%. This indicates that JPME experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JPMEMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

6.00%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

10.81%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

17.03%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

17.09%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

18.20%

-0.44%