JPUS vs. VIGAX
Compare and contrast key facts about JPMorgan Diversified Return US Equity ETF (JPUS) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
JPUS is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
JPUS vs. VIGAX - Performance Comparison
Loading graphics...
JPUS vs. VIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 5.49% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -6.14% | 20.58% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -13.83% | 19.43% | 32.67% | 46.76% | -33.14% | 27.26% | 40.18% | 37.23% | -3.35% | 27.80% |
Returns By Period
In the year-to-date period, JPUS achieves a 5.49% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, JPUS has underperformed VIGAX with an annualized return of 11.08%, while VIGAX has yielded a comparatively higher 15.56% annualized return.
JPUS
- 1D
- 1.68%
- 1M
- -4.62%
- YTD
- 5.49%
- 6M
- 6.29%
- 1Y
- 15.64%
- 3Y*
- 13.41%
- 5Y*
- 9.55%
- 10Y*
- 11.08%
VIGAX
- 1D
- -0.57%
- 1M
- -8.83%
- YTD
- -13.83%
- 6M
- -12.31%
- 1Y
- 13.72%
- 3Y*
- 19.56%
- 5Y*
- 10.93%
- 10Y*
- 15.56%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JPUS vs. VIGAX - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is higher than VIGAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JPUS vs. VIGAX — Risk / Return Rank
JPUS
VIGAX
JPUS vs. VIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.
| JPUS | VIGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.61 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.04 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.66 | +0.79 |
Martin ratioReturn relative to average drawdown | 6.85 | 2.37 | +4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JPUS | VIGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.61 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.49 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.73 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.43 | +0.26 |
Correlation
The correlation between JPUS and VIGAX 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.
Dividends
JPUS vs. VIGAX - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 2.16%, more than VIGAX's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 2.16% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.46% | 0.40% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% |
Drawdowns
JPUS vs. VIGAX - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for JPUS and VIGAX.
Loading graphics...
Drawdown Indicators
| JPUS | VIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -50.66% | +11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -16.51% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -35.63% | +16.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -35.63% | -3.06% |
Current DrawdownCurrent decline from peak | -4.68% | -16.51% | +11.83% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -12.02% | +8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 4.57% | -2.12% |
Volatility
JPUS vs. VIGAX - Volatility Comparison
The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 4.12%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JPUS | VIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.52% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 12.10% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 22.69% | -7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 22.30% | -7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 21.49% | -4.75% |