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OIEJX vs. VEXRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OIEJX vs. VEXRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund R6 (OIEJX) and Vanguard Explorer Fund Admiral Shares (VEXRX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.89%
8.16%
OIEJX
VEXRX

Returns By Period

In the year-to-date period, OIEJX achieves a 18.08% return, which is significantly higher than VEXRX's 13.78% return. Over the past 10 years, OIEJX has outperformed VEXRX with an annualized return of 8.68%, while VEXRX has yielded a comparatively lower 2.18% annualized return.


OIEJX

YTD

18.08%

1M

0.18%

6M

9.85%

1Y

24.28%

5Y (annualized)

9.46%

10Y (annualized)

8.68%

VEXRX

YTD

13.78%

1M

1.14%

6M

7.64%

1Y

26.42%

5Y (annualized)

4.17%

10Y (annualized)

2.18%

Key characteristics


OIEJXVEXRX
Sharpe Ratio2.401.66
Sortino Ratio3.402.35
Omega Ratio1.441.29
Calmar Ratio4.010.75
Martin Ratio15.469.37
Ulcer Index1.59%2.91%
Daily Std Dev10.22%16.47%
Max Drawdown-36.88%-61.00%
Current Drawdown-1.48%-18.76%

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OIEJX vs. VEXRX - Expense Ratio Comparison

OIEJX has a 0.45% expense ratio, which is higher than VEXRX's 0.29% expense ratio.


OIEJX
JPMorgan Equity Income Fund R6
Expense ratio chart for OIEJX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VEXRX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.00.8

The correlation between OIEJX and VEXRX is 0.81, 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. VEXRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and Vanguard Explorer Fund Admiral Shares (VEXRX). 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.


Sharpe ratio
The chart of Sharpe ratio for OIEJX, currently valued at 2.40, compared to the broader market0.002.004.002.401.66
The chart of Sortino ratio for OIEJX, currently valued at 3.40, compared to the broader market0.005.0010.003.402.35
The chart of Omega ratio for OIEJX, currently valued at 1.44, compared to the broader market1.002.003.004.001.441.29
The chart of Calmar ratio for OIEJX, currently valued at 4.01, compared to the broader market0.005.0010.0015.0020.0025.004.010.75
The chart of Martin ratio for OIEJX, currently valued at 15.46, compared to the broader market0.0020.0040.0060.0080.00100.0015.469.37
OIEJX
VEXRX

The current OIEJX Sharpe Ratio is 2.40, which is higher than the VEXRX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of OIEJX and VEXRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.40
1.66
OIEJX
VEXRX

Dividends

OIEJX vs. VEXRX - Dividend Comparison

OIEJX's dividend yield for the trailing twelve months is around 1.99%, more than VEXRX's 0.54% yield.


TTM20232022202120202019201820172016201520142013
OIEJX
JPMorgan Equity Income Fund R6
1.99%2.30%2.21%1.75%2.05%2.01%2.46%1.83%2.11%2.26%2.16%2.06%
VEXRX
Vanguard Explorer Fund Admiral Shares
0.54%0.62%0.51%0.36%0.23%0.39%0.51%0.50%0.50%0.51%0.37%0.22%

Drawdowns

OIEJX vs. VEXRX - Drawdown Comparison

The maximum OIEJX drawdown since its inception was -36.88%, smaller than the maximum VEXRX drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for OIEJX and VEXRX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.48%
-18.76%
OIEJX
VEXRX

Volatility

OIEJX vs. VEXRX - Volatility Comparison

The current volatility for JPMorgan Equity Income Fund R6 (OIEJX) is 3.74%, while Vanguard Explorer Fund Admiral Shares (VEXRX) has a volatility of 5.62%. This indicates that OIEJX experiences smaller price fluctuations and is considered to be less risky than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
5.62%
OIEJX
VEXRX