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 | -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%
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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 | 0.50 | 0.73 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.12 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.05 | -0.47 |
Martin ratioReturn relative to average drawdown | 2.59 | 4.84 | -2.25 |
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 | 0.50 | 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.
| 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% |
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
| 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 | -8.21% | -6.12% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -7.91% | +2.45% |
Ulcer IndexDepth 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
| JPPEX | VO | Difference | |
|---|---|---|---|
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% |