Correlation
The correlation between JPSV and VOO is 0.69, 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.
JPSV vs. VOO
Compare and contrast key facts about Jpmorgan Active Small Cap Value ETF (JPSV) and Vanguard S&P 500 ETF (VOO).
JPSV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSV is an actively managed fund by JPMorgan. It was launched on Mar 7, 2023. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSV or VOO.
Performance
JPSV vs. VOO - Performance Comparison
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Key characteristics
JPSV:
0.12
VOO:
0.68
JPSV:
0.30
VOO:
1.06
JPSV:
1.04
VOO:
1.15
JPSV:
0.09
VOO:
0.70
JPSV:
0.25
VOO:
2.65
JPSV:
8.37%
VOO:
4.92%
JPSV:
21.15%
VOO:
19.58%
JPSV:
-22.78%
VOO:
-33.99%
JPSV:
-12.01%
VOO:
-3.27%
Returns By Period
In the year-to-date period, JPSV achieves a -4.23% return, which is significantly lower than VOO's 1.19% return.
JPSV
-4.23%
5.55%
-11.45%
2.58%
N/A
N/A
N/A
VOO
1.19%
7.36%
-0.97%
13.13%
14.21%
16.06%
12.85%
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JPSV vs. VOO - Expense Ratio Comparison
JPSV has a 0.74% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JPSV vs. VOO — Risk-Adjusted Performance Rank
JPSV
VOO
JPSV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Small Cap Value ETF (JPSV) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
JPSV vs. VOO - Dividend Comparison
JPSV's dividend yield for the trailing twelve months is around 1.27%, which matches VOO's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPSV Jpmorgan Active Small Cap Value ETF | 1.27% | 1.21% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JPSV vs. VOO - Drawdown Comparison
The maximum JPSV drawdown since its inception was -22.78%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPSV and VOO.
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Volatility
JPSV vs. VOO - Volatility Comparison
Jpmorgan Active Small Cap Value ETF (JPSV) has a higher volatility of 5.52% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that JPSV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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