JUEMX vs. VOO
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and Vanguard S&P 500 ETF (VOO).
JUEMX is managed by JPMorgan Chase. It was launched on Sep 17, 1993. 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: JUEMX or VOO.
Key characteristics
| JUEMX | VOO | |
|---|---|---|
| YTD Return | 28.82% | 26.88% |
| 1Y Return | 38.27% | 37.59% |
| 3Y Return (Ann) | 5.46% | 10.23% |
| 5Y Return (Ann) | 11.42% | 15.93% |
| 10Y Return (Ann) | 6.97% | 13.41% |
| Sharpe Ratio | 2.99 | 3.06 |
| Sortino Ratio | 4.04 | 4.08 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 2.38 | 4.43 |
| Martin Ratio | 20.87 | 20.25 |
| Ulcer Index | 1.82% | 1.85% |
| Daily Std Dev | 12.75% | 12.23% |
| Max Drawdown | -34.95% | -33.99% |
| Current Drawdown | -0.18% | -0.30% |
Correlation
The correlation between JUEMX and VOO is 0.98, 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
JUEMX vs. VOO - Performance Comparison
In the year-to-date period, JUEMX achieves a 28.82% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, JUEMX has underperformed VOO with an annualized return of 6.97%, while VOO has yielded a comparatively higher 13.41% annualized 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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JUEMX vs. VOO - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JUEMX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) 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.
Dividends
JUEMX vs. VOO - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 0.74% | 1.06% | 1.28% | 0.79% | 0.92% | 1.10% | 1.41% | 1.11% | 1.22% | 1.24% | 1.36% | 1.09% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JUEMX vs. VOO - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -34.95%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JUEMX and VOO. For additional features, visit the drawdowns tool.
Volatility
JUEMX vs. VOO - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 4.45% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that JUEMX'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.