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JPPEX vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPPEX vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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JPPEX vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VO
Vanguard Mid-Cap ETF
-0.68%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 -2.55% return, which is significantly lower than VO's -0.68% return. Both investments have delivered pretty close results over the past 10 years, with JPPEX having a 10.99% annualized return and VO not far behind at 10.67%.


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%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

JPPEX
JPPEX Risk / Return Rank: 2121
Overall Rank
JPPEX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JPPEX Sortino Ratio Rank: 2020
Sortino Ratio Rank
JPPEX Omega Ratio Rank: 2020
Omega Ratio Rank
JPPEX Calmar Ratio Rank: 1919
Calmar Ratio Rank
JPPEX Martin Ratio Rank: 2424
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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.

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.


JPPEXVODifference

Sharpe ratio

Return per unit of total volatility

0.50

0.73

-0.22

Sortino ratio

Return per unit of downside risk

0.84

1.12

-0.29

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.58

1.05

-0.47

Martin ratio

Return relative to average drawdown

2.59

4.84

-2.25

JPPEX vs. VO - Sharpe Ratio Comparison

The current JPPEX Sharpe Ratio is 0.50, which is lower than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of JPPEX and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPPEXVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.73

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.38

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.48

+0.04

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 6.62%, more than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
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%
VO
Vanguard Mid-Cap ETF
1.51%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


JPPEXVODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.21%

-6.12%

-2.09%

Average Drawdown

Average peak-to-trough decline

-5.46%

-7.91%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.76%

-0.01%

Volatility

JPPEX vs. VO - Volatility Comparison

The current volatility for JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) is 4.41%, while Vanguard Mid-Cap ETF (VO) has a volatility of 4.89%. This indicates that JPPEX experiences smaller price fluctuations and is considered to be less risky 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


JPPEXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.89%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

9.72%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

17.57%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.62%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

18.94%

+0.62%