JVASX vs. VFIAX
Compare and contrast key facts about JPMorgan Value Advantage Fund (JVASX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
JVASX is managed by JPMorgan. It was launched on Feb 28, 2005. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
JVASX vs. VFIAX - Performance Comparison
Loading graphics...
JVASX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | -2.27% | 9.70% | 27.34% | 9.89% | -3.87% | 28.48% | -1.79% | 27.07% | -9.20% | 13.96% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -7.06% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
In the year-to-date period, JVASX achieves a -2.27% return, which is significantly higher than VFIAX's -7.06% return. Over the past 10 years, JVASX has underperformed VFIAX with an annualized return of 10.70%, while VFIAX has yielded a comparatively higher 13.71% annualized return.
JVASX
- 1D
- -0.06%
- 1M
- -7.32%
- YTD
- -2.27%
- 6M
- 0.52%
- 1Y
- 5.99%
- 3Y*
- 15.07%
- 5Y*
- 10.18%
- 10Y*
- 10.70%
VFIAX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.06%
- 6M
- -4.61%
- 1Y
- 14.41%
- 3Y*
- 17.14%
- 5Y*
- 11.37%
- 10Y*
- 13.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JVASX vs. VFIAX - Expense Ratio Comparison
JVASX has a 0.79% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Return for Risk
JVASX vs. VFIAX — Risk / Return Rank
JVASX
VFIAX
JVASX vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
| JVASX | VFIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.84 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.30 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.20 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.06 | -0.56 |
Martin ratioReturn relative to average drawdown | 1.96 | 5.13 | -3.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JVASX | VFIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.84 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.68 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.76 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.43 | +0.05 |
Correlation
The correlation between JVASX and VFIAX is 0.88, 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.
Dividends
JVASX vs. VFIAX - Dividend Comparison
JVASX's dividend yield for the trailing twelve months is around 13.00%, more than VFIAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | 13.00% | 12.70% | 19.48% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 1.71% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
JVASX vs. VFIAX - Drawdown Comparison
The maximum JVASX drawdown since its inception was -57.87%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for JVASX and VFIAX.
Loading graphics...
Drawdown Indicators
| JVASX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -55.20% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.12% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -24.53% | +7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.09% | -33.83% | -7.26% |
Current DrawdownCurrent decline from peak | -8.04% | -8.90% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -9.46% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.49% | +0.46% |
Volatility
JVASX vs. VFIAX - Volatility Comparison
The current volatility for JPMorgan Value Advantage Fund (JVASX) is 3.43%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.24%. This indicates that JVASX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JVASX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.24% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.08% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 18.13% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 16.86% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 18.03% | +0.38% |