JPUS vs. VIGAX

Last updated Jun 4, 2026

JPUS (JPMorgan Diversified Return US Equity ETF) and VIGAX (Vanguard Growth Index Fund Admiral Shares) are both funds - JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index, while VIGAX is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, JPUS returned 11.49%/yr vs 18.39%/yr for VIGAX. A 0.68 correlation means they provide meaningful diversification when combined. JPUS charges 0.18%/yr vs 0.05%/yr for VIGAX.

Performance

JPUS vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPUS achieves a 11.55% return, which is significantly higher than VIGAX's 10.82% return. Over the past 10 years, JPUS has underperformed VIGAX with an annualized return of 11.49%, while VIGAX has yielded a comparatively higher 18.39% annualized return.

JPUS

• 1D: 0.04%
• 1M: 1.45%
• YTD: 11.55%
• 6M: 11.59%
• 1Y: 20.73%
• 3Y*: 15.97%
• 5Y*: 9.40%
• 10Y*: 11.49%

VIGAX

• 1D: -0.28%
• 1M: 7.54%
• YTD: 10.82%
• 6M: 10.11%
• 1Y: 29.44%
• 3Y*: 26.45%
• 5Y*: 15.71%
• 10Y*: 18.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPUS vs. VIGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPUS JPMorgan Diversified Return US Equity ETF	11.55%	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	10.82%	19.43%	32.67%	46.76%	-33.14%	27.26%	40.18%	37.23%	-3.35%	27.80%

Correlation

The correlation between JPUS and VIGAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Oct 1, 2015	0.68

Over the past year, the correlation between JPUS and VIGAX has dropped to 0.40 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

JPUS vs. VIGAX - Sectors Allocation Comparison

Sectors	JPUS	VIGAX
Technology	11.6%	53.5%
Healthcare	11.5%	4.6%
Consumer Defensive	11.3%	1.5%
Real Estate	10.5%	1.0%
Industrials	10.4%	3.6%
Utilities	9.5%	0.9%
Consumer Cyclical	8.6%	12.2%
Financial Services	8.0%	4.3%
Energy	7.3%	0.4%
Basic Materials	6.8%	0.6%
Communication Services	4.5%	17.3%

Return for Risk

JPUS vs. VIGAX — Risk / Return Rank

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

JPUS

JPUS Risk / Return Rank: 60
JPUS Sharpe Ratio Rank: 59
JPUS Sortino Ratio Rank: 61
JPUS Omega Ratio Rank: 56
JPUS Calmar Ratio Rank: 60
JPUS Martin Ratio Rank: 66

VIGAX

VIGAX Risk / Return Rank: 34
VIGAX Sharpe Ratio Rank: 43
VIGAX Sortino Ratio Rank: 38
VIGAX Omega Ratio Rank: 39
VIGAX Calmar Ratio Rank: 24
VIGAX Martin Ratio Rank: 27

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.

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 ratio: Return per unit of total volatility	2.00	1.92	+0.08
Sortino ratio: Return per unit of downside risk	2.90	2.59	+0.31
Omega ratio: Gain probability vs. loss probability	1.35	1.33	+0.02
Calmar ratio: Return relative to maximum drawdown	3.02	1.84	+1.17
Martin ratio: Return relative to average drawdown	12.12	6.49	+5.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPUS vs. VIGAX - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 2.00, which is comparable to the VIGAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of JPUS and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JPUS	VIGAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.92	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.71	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.86	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.48	+0.24

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.

Drawdown Indicators

	JPUS	VIGAX	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-50.66%	+11.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.90%	-16.51%	+9.61%
Max Drawdown (3Y) Largest decline over 3 years	-15.96%	-23.04%	+7.08%
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 Drawdown Current decline from peak	-0.01%	-0.28%	+0.27%
Average Drawdown Average peak-to-trough decline	-3.83%	-11.96%	+8.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	4.68%	-2.96%

Volatility

JPUS vs. VIGAX - Volatility Comparison

The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 2.90%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 3.62%. 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.

Volatility by Period

	JPUS	VIGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	3.62%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	12.10%	-4.52%
Volatility (1Y) Calculated over the trailing 1-year period	10.41%	15.88%	-5.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.50%	22.35%	-7.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	21.59%	-4.83%

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%.

Dividends

JPUS vs. VIGAX - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.04%, more than VIGAX's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPUS JPMorgan Diversified Return US Equity ETF	2.04%	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	0.36%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%

Frequently Asked Questions

Can I hold both JPUS and VIGAX in my portfolio?

JPUS and VIGAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JPUS or VIGAX?

VIGAX has higher volatility (3.62%) compared to JPUS (2.90%). In terms of maximum drawdown, JPUS dropped -38.69% vs VIGAX's -50.66%.

Which has better risk-adjusted returns?

JPUS currently has the higher Sharpe Ratio (2.00 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.