JPUS vs. VTI
Compare and contrast key facts about JPMorgan Diversified Return US Equity ETF (JPUS) and Vanguard Total Stock Market ETF (VTI).
JPUS and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPUS is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both JPUS and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPUS or VTI.
Key characteristics
| JPUS | VTI | |
|---|---|---|
| YTD Return | 8.09% | 9.16% |
| 1Y Return | 20.71% | 28.00% |
| 3Y Return (Ann) | 7.02% | 7.99% |
| 5Y Return (Ann) | 10.93% | 13.64% |
| Sharpe Ratio | 1.79 | 2.33 |
| Daily Std Dev | 11.14% | 11.93% |
| Max Drawdown | -38.69% | -55.45% |
| Current Drawdown | -1.21% | -0.71% |
Correlation
The correlation between JPUS and VTI is 0.87, 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.
Performance
JPUS vs. VTI - Performance Comparison
In the year-to-date period, JPUS achieves a 8.09% return, which is significantly lower than VTI's 9.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPUS vs. VTI - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
JPUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Vanguard Total Stock Market ETF (VTI). 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
JPUS vs. VTI - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 2.12%, more than VTI's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JPUS vs. VTI - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JPUS and VTI. For additional features, visit the drawdowns tool.
Volatility
JPUS vs. VTI - Volatility Comparison
The current volatility for JPMorgan Diversified Return US Equity ETF (JPUS) is 3.08%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.98%. This indicates that JPUS experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.