OIEJX vs. VEIPX
Compare and contrast key facts about JPMorgan Equity Income Fund R6 (OIEJX) and Vanguard Equity Income Fund Investor Shares (VEIPX).
OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987. VEIPX is managed by Vanguard. It was launched on Mar 21, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OIEJX or VEIPX.
Performance
OIEJX vs. VEIPX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with OIEJX having a 19.80% return and VEIPX slightly lower at 18.86%. Over the past 10 years, OIEJX has underperformed VEIPX with an annualized return of 8.80%, while VEIPX has yielded a comparatively higher 9.74% annualized return.
OIEJX
19.80%
2.45%
13.26%
25.64%
9.71%
8.80%
VEIPX
18.86%
1.63%
11.02%
20.57%
10.28%
9.74%
Key characteristics
| OIEJX | VEIPX | |
|---|---|---|
| Sharpe Ratio | 2.54 | 1.83 |
| Sortino Ratio | 3.59 | 2.41 |
| Omega Ratio | 1.46 | 1.35 |
| Calmar Ratio | 4.49 | 3.54 |
| Martin Ratio | 16.44 | 8.66 |
| Ulcer Index | 1.59% | 2.42% |
| Daily Std Dev | 10.28% | 11.42% |
| Max Drawdown | -36.88% | -54.12% |
| Current Drawdown | -0.04% | -0.34% |
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OIEJX vs. VEIPX - Expense Ratio Comparison
OIEJX has a 0.45% expense ratio, which is higher than VEIPX's 0.28% expense ratio.
Correlation
The correlation between OIEJX and VEIPX is 0.97, 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.
Risk-Adjusted Performance
OIEJX vs. VEIPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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
OIEJX vs. VEIPX - Dividend Comparison
OIEJX's dividend yield for the trailing twelve months is around 1.96%, less than VEIPX's 2.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 1.96% | 2.30% | 2.21% | 1.75% | 2.05% | 2.01% | 2.46% | 1.83% | 2.11% | 2.26% | 2.16% | 2.06% |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.70% | 2.94% | 2.93% | 2.40% | 2.62% | 2.63% | 3.15% | 2.45% | 2.74% | 2.96% | 2.69% | 2.51% |
Drawdowns
OIEJX vs. VEIPX - Drawdown Comparison
The maximum OIEJX drawdown since its inception was -36.88%, smaller than the maximum VEIPX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for OIEJX and VEIPX. For additional features, visit the drawdowns tool.
Volatility
OIEJX vs. VEIPX - Volatility Comparison
JPMorgan Equity Income Fund R6 (OIEJX) and Vanguard Equity Income Fund Investor Shares (VEIPX) have volatilities of 3.90% and 3.72%, 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.