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JPME vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPME and VOO is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

JPME vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
133.18%
223.66%
JPME
VOO

Key characteristics

Sharpe Ratio

JPME:

0.45

VOO:

0.75

Sortino Ratio

JPME:

0.76

VOO:

1.15

Omega Ratio

JPME:

1.10

VOO:

1.17

Calmar Ratio

JPME:

0.41

VOO:

0.77

Martin Ratio

JPME:

1.42

VOO:

3.04

Ulcer Index

JPME:

5.44%

VOO:

4.72%

Daily Std Dev

JPME:

17.13%

VOO:

19.15%

Max Drawdown

JPME:

-41.01%

VOO:

-33.99%

Current Drawdown

JPME:

-9.33%

VOO:

-7.30%

Returns By Period

In the year-to-date period, JPME achieves a -2.48% return, which is significantly higher than VOO's -3.02% return.


JPME

YTD

-2.48%

1M

2.56%

6M

-2.50%

1Y

6.64%

5Y*

14.57%

10Y*

N/A

VOO

YTD

-3.02%

1M

5.37%

6M

-0.14%

1Y

12.28%

5Y*

16.67%

10Y*

12.58%

*Annualized

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JPME vs. VOO - Expense Ratio Comparison

JPME has a 0.24% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for JPME: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPME: 0.24%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

JPME vs. VOO — Risk-Adjusted Performance Rank

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

JPME
The Risk-Adjusted Performance Rank of JPME is 4545
Overall Rank
The Sharpe Ratio Rank of JPME is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JPME is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JPME is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JPME is 4848
Calmar Ratio Rank
The Martin Ratio Rank of JPME is 4343
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for JPME, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
JPME: 0.45
VOO: 0.75
The chart of Sortino ratio for JPME, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
JPME: 0.76
VOO: 1.15
The chart of Omega ratio for JPME, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
JPME: 1.10
VOO: 1.17
The chart of Calmar ratio for JPME, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
JPME: 0.41
VOO: 0.77
The chart of Martin ratio for JPME, currently valued at 1.42, compared to the broader market0.0020.0040.0060.00
JPME: 1.42
VOO: 3.04

The current JPME Sharpe Ratio is 0.45, which is lower than the VOO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of JPME and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.45
0.75
JPME
VOO

Dividends

JPME vs. VOO - Dividend Comparison

JPME's dividend yield for the trailing twelve months is around 1.94%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
1.94%1.77%1.84%1.84%1.44%1.51%1.68%1.80%1.17%0.91%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JPME vs. VOO - Drawdown Comparison

The maximum JPME drawdown since its inception was -41.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPME and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.33%
-7.30%
JPME
VOO

Volatility

JPME vs. VOO - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) is 12.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.90%. This indicates that JPME experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.07%
13.90%
JPME
VOO