JPRE vs. MGK
Compare and contrast key facts about JPMorgan Realty Income ETF (JPRE) and Vanguard Mega Cap Growth ETF (MGK).
JPRE and MGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPRE or MGK.
Performance
JPRE vs. MGK - Performance Comparison
Returns By Period
In the year-to-date period, JPRE achieves a 13.88% return, which is significantly lower than MGK's 29.84% return.
JPRE
13.88%
-0.94%
20.29%
25.24%
N/A
N/A
MGK
29.84%
3.49%
13.78%
34.37%
20.05%
16.23%
Key characteristics
| JPRE | MGK | |
|---|---|---|
| Sharpe Ratio | 1.65 | 1.99 |
| Sortino Ratio | 2.32 | 2.61 |
| Omega Ratio | 1.29 | 1.36 |
| Calmar Ratio | 1.78 | 2.54 |
| Martin Ratio | 6.43 | 9.62 |
| Ulcer Index | 3.93% | 3.57% |
| Daily Std Dev | 15.26% | 17.30% |
| Max Drawdown | -23.84% | -48.36% |
| Current Drawdown | -2.26% | -1.37% |
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JPRE vs. MGK - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than MGK's 0.07% expense ratio.
Correlation
The correlation between JPRE and MGK is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
JPRE vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and Vanguard Mega Cap Growth ETF (MGK). 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.
Dividends
JPRE vs. MGK - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.16%, more than MGK's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 2.16% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
JPRE vs. MGK - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for JPRE and MGK. For additional features, visit the drawdowns tool.
Volatility
JPRE vs. MGK - Volatility Comparison
The current volatility for JPMorgan Realty Income ETF (JPRE) is 4.20%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.36%. This indicates that JPRE experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.