UBVSX vs. VFH
UBVSX (JPMorgan Undiscovered Managers Behavioral Value Fund Class I) and VFH (Vanguard Financials ETF) are both funds - UBVSX is a Small Cap Value Equities fund actively managed by JPMorgan, while VFH is a Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index. UBVSX is actively managed, while VFH is passively managed. Over the past 10 years, UBVSX returned 10.56%/yr vs 13.43%/yr for VFH. Their correlation of 0.84 means they have usually moved in the same direction. UBVSX charges 0.99%/yr vs 0.09%/yr for VFH.
Performance
UBVSX vs. VFH - Performance Comparison
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Returns By Period
In the year-to-date period, UBVSX achieves a 14.85% return, which is significantly higher than VFH's 5.30% return. Over the past 10 years, UBVSX has underperformed VFH with an annualized return of 10.56%, while VFH has yielded a comparatively higher 13.43% annualized return.
UBVSX
- 1D
- -1.88%
- 1M
- 0.43%
- 6M
- 9.87%
- YTD
- 14.85%
- 1Y
- 20.66%
- 3Y*
- 11.26%
- 5Y*
- 9.91%
- 10Y*
- 10.56%
- ALL TIME*
- 9.79%
VFH
- 1D
- -0.14%
- 1M
- 2.24%
- 6M
- 7.40%
- YTD
- 5.30%
- 1Y
- 13.18%
- 3Y*
- 19.66%
- 5Y*
- 11.34%
- 10Y*
- 13.43%
- ALL TIME*
- 6.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $53.46M | $73.54M | $73.23M |
UBVSX vs. VFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 14.85% | 1.70% | 13.03% | 14.59% | -1.26% | 34.05% | 3.35% | 23.11% | -15.37% | 13.26% |
VFH Vanguard Financials ETF | 5.30% | 14.91% | 30.44% | 14.17% | -12.31% | 35.22% | -1.96% | 31.57% | -13.52% | 19.99% |
Correlation
The correlation between UBVSX and VFH is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.84 |
The correlation between UBVSX and VFH shifts across timeframes, from 0.66 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UBVSX vs. VFH — Risk / Return Rank
UBVSX
VFH
UBVSX vs. VFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) and Vanguard Financials ETF (VFH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UBVSX | VFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.74 | +0.96 |
| Martin ratioReturn relative to average drawdown | 4.86 | 1.93 | +2.93 |
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Drawdowns
UBVSX vs. VFH - Drawdown Comparison
The maximum UBVSX drawdown since its inception was -52.19%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for UBVSX and VFH.
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Drawdown Indicators
| UBVSX | VFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.19% | -78.61% | +26.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -14.75% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.48% | -17.30% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.48% | -25.66% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -52.19% | -44.42% | -7.77% |
Current DrawdownCurrent decline from peak | -2.42% | -1.21% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -18.42% | +12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 5.67% | -2.05% |
Volatility
UBVSX vs. VFH - Volatility Comparison
JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) has a higher volatility of 5.21% compared to Vanguard Financials ETF (VFH) at 4.07%. This indicates that UBVSX's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBVSX | VFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.07% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 11.21% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 15.06% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.11% | 19.12% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 22.48% | +2.08% |
UBVSX vs. VFH - Expense Ratio Comparison
UBVSX has a 0.99% expense ratio, which is higher than VFH's 0.09% expense ratio.
Dividends
UBVSX vs. VFH - Dividend Comparison
UBVSX's dividend yield for the trailing twelve months is around 8.15%, more than VFH's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 8.15% | 9.35% | 7.36% | 8.30% | 8.89% | 3.34% | 0.90% | 4.85% | 11.46% | 4.53% | 3.11% | 3.69% |
VFH Vanguard Financials ETF | 1.67% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
Frequently Asked Questions
UBVSX and VFH have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UBVSX has higher volatility (5.21%) compared to VFH (4.07%). In terms of maximum drawdown, UBVSX dropped -52.19% vs VFH's -78.61%.
UBVSX currently has the higher Sharpe Ratio (1.06 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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