VB vs. JPM
VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, VB returned 11.61%/yr vs 21.02%/yr for JPM. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
VB vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, VB achieves a 15.33% return, which is significantly higher than JPM's 0.50% return. Over the past 10 years, VB has underperformed JPM with an annualized return of 11.61%, while JPM has yielded a comparatively higher 21.02% annualized return.
VB
- 1D
- 0.70%
- 1M
- 3.26%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
JPM
- 1D
- 2.31%
- 1M
- 6.94%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 23.40%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
VB vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 15.33% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between VB and JPM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.65 |
The correlation between VB and JPM shifts across timeframes, from 0.53 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VB vs. JPM — Risk / Return Rank
VB
JPM
VB vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and JPMorgan Chase & Co. (JPM). 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.
| VB | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.42 | +1.79 |
| Martin ratioReturn relative to average drawdown | 11.80 | 3.36 | +8.45 |
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Drawdowns
VB vs. JPM - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for VB and JPM.
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Drawdown Indicators
| VB | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -76.16% | +16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -15.47% | +6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -24.42% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -38.77% | +10.62% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -43.63% | +1.58% |
Current DrawdownCurrent decline from peak | 0.00% | -3.66% | +3.66% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -17.62% | +9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 6.54% | -4.10% |
Volatility
VB vs. JPM - Volatility Comparison
The current volatility for Vanguard Small-Cap ETF (VB) is 5.41%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.35%. This indicates that VB experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VB | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 6.35% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 16.67% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 21.76% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 24.46% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 27.39% | -5.95% |
Dividends
VB vs. JPM - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.18%, less than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
VB and JPM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.35%) compared to VB (5.41%). In terms of maximum drawdown, VB dropped -59.56% vs JPM's -76.16%.
VB currently has the higher Sharpe Ratio (1.73 vs 1.01), 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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