Correlation
The correlation between JVASX and VOO 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.
JVASX vs. VOO
Compare and contrast key facts about JPMorgan Value Advantage Fund (JVASX) and Vanguard S&P 500 ETF (VOO).
JVASX is managed by JPMorgan Chase. It was launched on Feb 28, 2005. 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: JVASX or VOO.
Performance
JVASX vs. VOO - Performance Comparison
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Key characteristics
JVASX:
0.61
VOO:
0.74
JVASX:
0.97
VOO:
1.04
JVASX:
1.13
VOO:
1.15
JVASX:
0.62
VOO:
0.68
JVASX:
2.02
VOO:
2.58
JVASX:
5.09%
VOO:
4.93%
JVASX:
16.94%
VOO:
19.54%
JVASX:
-56.92%
VOO:
-33.99%
JVASX:
-7.07%
VOO:
-3.55%
Returns By Period
In the year-to-date period, JVASX achieves a 0.05% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, JVASX has underperformed VOO with an annualized return of 8.36%, while VOO has yielded a comparatively higher 12.81% annualized return.
JVASX
0.05%
2.45%
-7.07%
10.30%
7.25%
14.32%
8.36%
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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JVASX vs. VOO - Expense Ratio Comparison
JVASX has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JVASX vs. VOO — Risk-Adjusted Performance Rank
JVASX
VOO
JVASX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) 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.
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Dividends
JVASX vs. VOO - Dividend Comparison
JVASX's dividend yield for the trailing twelve months is around 10.53%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JVASX JPMorgan Value Advantage Fund | 10.53% | 10.53% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 1.71% | 3.44% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
JVASX vs. VOO - Drawdown Comparison
The maximum JVASX drawdown since its inception was -56.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JVASX and VOO.
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Volatility
JVASX vs. VOO - Volatility Comparison
JPMorgan Value Advantage Fund (JVASX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.92% and 4.84%, 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.
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