PSOPX vs. VONG
Compare and contrast key facts about JPMorgan Small Cap Value Fund (PSOPX) and Vanguard Russell 1000 Growth ETF (VONG).
PSOPX is managed by JPMorgan. It was launched on Jan 27, 1995. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Performance
PSOPX vs. VONG - Performance Comparison
Loading graphics...
PSOPX vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 3.86% | 12.32% | 15.20% | 13.08% | -13.37% | 32.44% | 6.14% | 19.14% | -13.97% | 3.17% |
VONG Vanguard Russell 1000 Growth ETF | -8.97% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Returns By Period
In the year-to-date period, PSOPX achieves a 3.86% return, which is significantly higher than VONG's -8.97% return. Over the past 10 years, PSOPX has underperformed VONG with an annualized return of 9.45%, while VONG has yielded a comparatively higher 16.75% annualized return.
PSOPX
- 1D
- 2.77%
- 1M
- -5.54%
- YTD
- 3.86%
- 6M
- 8.67%
- 1Y
- 25.47%
- 3Y*
- 15.26%
- 5Y*
- 7.04%
- 10Y*
- 9.45%
VONG
- 1D
- 0.91%
- 1M
- -4.62%
- YTD
- -8.97%
- 6M
- -8.47%
- 1Y
- 18.72%
- 3Y*
- 21.47%
- 5Y*
- 12.55%
- 10Y*
- 16.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSOPX vs. VONG - Expense Ratio Comparison
PSOPX has a 0.94% expense ratio, which is higher than VONG's 0.06% expense ratio.
Return for Risk
PSOPX vs. VONG — Risk / Return Rank
PSOPX
VONG
PSOPX vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) and Vanguard Russell 1000 Growth ETF (VONG). 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.
| PSOPX | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.84 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.36 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.22 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.17 | 4.16 | +3.02 |
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
| PSOPX | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.84 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.59 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.81 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.84 | -0.41 |
Correlation
The correlation between PSOPX and VONG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PSOPX vs. VONG - Dividend Comparison
PSOPX's dividend yield for the trailing twelve months is around 8.93%, more than VONG's 0.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 8.93% | 9.31% | 12.79% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
PSOPX vs. VONG - Drawdown Comparison
The maximum PSOPX drawdown since its inception was -60.75%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for PSOPX and VONG.
Loading graphics...
Drawdown Indicators
| PSOPX | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -32.72% | -28.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -16.23% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -32.72% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | -32.72% | -13.80% |
Current DrawdownCurrent decline from peak | -6.59% | -12.29% | +5.70% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -4.90% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 4.78% | -1.19% |
Volatility
PSOPX vs. VONG - Volatility Comparison
JPMorgan Small Cap Value Fund (PSOPX) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 6.74% and 6.81%, 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.
Loading graphics...
Volatility by Period
| PSOPX | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 6.81% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 12.37% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.96% | 22.42% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 21.35% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.54% | 20.82% | +2.72% |