JPPEX vs. VO
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and Vanguard Mid-Cap ETF (VO).
JPPEX is managed by JPMorgan. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
JPPEX vs. VO - Performance Comparison
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JPPEX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | -0.22% | 6.34% | 18.87% | 16.46% | -15.83% | 20.24% | 22.96% | 33.03% | -7.96% | 21.54% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, JPPEX achieves a -0.22% return, which is significantly lower than VO's -0.05% return. Both investments have delivered pretty close results over the past 10 years, with JPPEX having a 11.26% annualized return and VO not far behind at 10.74%.
JPPEX
- 1D
- 2.39%
- 1M
- -5.60%
- YTD
- -0.22%
- 6M
- -0.20%
- 1Y
- 10.49%
- 3Y*
- 12.45%
- 5Y*
- 6.27%
- 10Y*
- 11.26%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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JPPEX vs. VO - Expense Ratio Comparison
JPPEX has a 0.64% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
JPPEX vs. VO — Risk / Return Rank
JPPEX
VO
JPPEX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.75 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.15 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.06 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.10 | 4.83 | -0.72 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.75 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.39 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between JPPEX and VO is 0.98, 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. VO - Dividend Comparison
JPPEX's dividend yield for the trailing twelve months is around 6.46%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | 6.46% | 6.45% | 8.83% | 0.73% | 3.06% | 7.83% | 11.84% | 8.84% | 13.25% | 6.03% | 3.49% | 5.29% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
JPPEX vs. VO - Drawdown Comparison
The maximum JPPEX drawdown since its inception was -38.32%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for JPPEX and VO.
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Drawdown Indicators
| JPPEX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.32% | -58.87% | +20.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -12.74% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -27.57% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -39.37% | +1.05% |
Current DrawdownCurrent decline from peak | -6.02% | -5.53% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -7.91% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.79% | -0.01% |
Volatility
JPPEX vs. VO - Volatility Comparison
JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) has a higher volatility of 5.20% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that JPPEX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPPEX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.83% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 9.73% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 17.57% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 17.61% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 18.94% | +0.63% |