JPPEX vs. IWM
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and iShares Russell 2000 ETF (IWM).
JPPEX is managed by JPMorgan. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
JPPEX vs. IWM - Performance Comparison
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JPPEX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | -2.55% | 6.34% | 18.87% | 16.46% | -15.83% | 20.24% | 22.96% | 33.03% | -7.96% | 21.54% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, JPPEX achieves a -2.55% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, JPPEX has outperformed IWM with an annualized return of 10.99%, while IWM has yielded a comparatively lower 9.76% annualized return.
JPPEX
- 1D
- -0.50%
- 1M
- -7.84%
- YTD
- -2.55%
- 6M
- -2.77%
- 1Y
- 8.42%
- 3Y*
- 11.57%
- 5Y*
- 6.08%
- 10Y*
- 10.99%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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JPPEX vs. IWM - Expense Ratio Comparison
JPPEX has a 0.64% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
JPPEX vs. IWM — Risk / Return Rank
JPPEX
IWM
JPPEX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and iShares Russell 2000 ETF (IWM). 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.
| JPPEX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.11 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.66 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.82 | -1.25 |
Martin ratioReturn relative to average drawdown | 2.59 | 6.76 | -4.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPPEX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.11 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.15 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.43 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.18 |
Correlation
The correlation between JPPEX and IWM is 0.91, 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
JPPEX vs. IWM - Dividend Comparison
JPPEX's dividend yield for the trailing twelve months is around 6.62%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | 6.62% | 6.45% | 8.83% | 0.73% | 3.06% | 7.83% | 11.84% | 8.84% | 13.25% | 6.03% | 3.49% | 5.29% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
JPPEX vs. IWM - Drawdown Comparison
The maximum JPPEX drawdown since its inception was -38.32%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for JPPEX and IWM.
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Drawdown Indicators
| JPPEX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.32% | -59.05% | +20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -13.74% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -31.91% | +6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -41.13% | +2.81% |
Current DrawdownCurrent decline from peak | -8.21% | -7.91% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -10.83% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.70% | -0.95% |
Volatility
JPPEX vs. IWM - Volatility Comparison
The current volatility for JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) is 4.41%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that JPPEX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPPEX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.47% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 14.47% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 23.18% | -5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 22.55% | -5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 22.99% | -3.43% |