JVASX vs. SPY

In the year-to-date period, JVASX achieves a 0.05% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, JVASX has underperformed SPY with an annualized return of 8.36%, while SPY has yielded a comparatively higher 12.73% annualized return.

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JVASX has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) and SPDR S&P 500 ETF (SPY). 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.

The current JVASX Sharpe Ratio is 0.61, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JVASX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JVASX's dividend yield for the trailing twelve months is around 10.53%, more than SPY's 1.22% yield.

The maximum JVASX drawdown since its inception was -56.92%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JVASX and SPY.

JPMorgan Value Advantage Fund (JVASX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.92% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.