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 | 19.57% | 18.91% |
1Y Return | 29.24% | 28.20% |
3Y Return (Ann) | 10.54% | 9.93% |
5Y Return (Ann) | 17.27% | 15.31% |
10Y Return (Ann) | 12.91% | 12.87% |
Sharpe Ratio | 2.21 | 2.21 |
Daily Std Dev | 13.08% | 12.64% |
Max Drawdown | -33.37% | -33.99% |
Current Drawdown | -0.43% | -0.60% |
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
The year-to-date returns for both stocks are quite close, with JUEMX having a 19.57% return and VOO slightly lower at 18.91%. Both investments have delivered pretty close results over the past 10 years, with JUEMX having a 12.91% annualized return and VOO not far behind at 12.87%. 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 1.73%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMorgan U.S. Equity Fund R6 | 1.73% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 1.24% | 10.06% | 7.96% |
Vanguard S&P 500 ETF | 1.28% | 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 -33.37%, 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 4.09% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. 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.