JVAL vs. HDGYX
Compare and contrast key facts about JPMorgan U.S. Value Factor ETF (JVAL) and The Hartford Dividend and Growth Fund (HDGYX).
JVAL is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Value Factor Index. It was launched on Nov 8, 2017. HDGYX is managed by Hartford. It was launched on Jul 22, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JVAL or HDGYX.
Key characteristics
| JVAL | HDGYX | |
|---|---|---|
| YTD Return | 17.33% | 16.04% |
| 1Y Return | 27.96% | 23.25% |
| 3Y Return (Ann) | 7.72% | 4.37% |
| 5Y Return (Ann) | 12.34% | 9.04% |
| Sharpe Ratio | 2.22 | 2.50 |
| Sortino Ratio | 3.05 | 3.38 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 3.76 | 2.96 |
| Martin Ratio | 13.53 | 16.43 |
| Ulcer Index | 2.13% | 1.44% |
| Daily Std Dev | 13.03% | 9.47% |
| Max Drawdown | -40.42% | -53.48% |
| Current Drawdown | -1.77% | -0.94% |
Correlation
The correlation between JVAL and HDGYX 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
JVAL vs. HDGYX - Performance Comparison
In the year-to-date period, JVAL achieves a 17.33% return, which is significantly higher than HDGYX's 16.04% 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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JVAL vs. HDGYX - Expense Ratio Comparison
JVAL has a 0.12% expense ratio, which is lower than HDGYX's 0.69% expense ratio.
Risk-Adjusted Performance
JVAL vs. HDGYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) and The Hartford Dividend and Growth Fund (HDGYX). 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
JVAL vs. HDGYX - Dividend Comparison
JVAL's dividend yield for the trailing twelve months is around 2.22%, more than HDGYX's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVAL JPMorgan U.S. Value Factor ETF | 2.22% | 2.43% | 2.46% | 1.88% | 2.55% | 2.58% | 2.61% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
HDGYX The Hartford Dividend and Growth Fund | 1.47% | 1.49% | 1.54% | 1.19% | 1.62% | 1.67% | 2.07% | 1.70% | 1.78% | 1.98% | 1.78% | 1.74% |
Drawdowns
JVAL vs. HDGYX - Drawdown Comparison
The maximum JVAL drawdown since its inception was -40.42%, smaller than the maximum HDGYX drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for JVAL and HDGYX. For additional features, visit the drawdowns tool.
Volatility
JVAL vs. HDGYX - Volatility Comparison
JPMorgan U.S. Value Factor ETF (JVAL) has a higher volatility of 4.14% compared to The Hartford Dividend and Growth Fund (HDGYX) at 2.72%. This indicates that JVAL's price experiences larger fluctuations and is considered to be riskier than HDGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.