VEXRX vs. OIEJX
Compare and contrast key facts about Vanguard Explorer Fund Admiral Shares (VEXRX) and JPMorgan Equity Income Fund R6 (OIEJX).
VEXRX is managed by Vanguard. It was launched on Nov 12, 2001. OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXRX or OIEJX.
Performance
VEXRX vs. OIEJX - Performance Comparison
Returns By Period
In the year-to-date period, VEXRX achieves a 16.02% return, which is significantly lower than OIEJX's 19.80% return. Over the past 10 years, VEXRX has underperformed OIEJX with an annualized return of 2.27%, while OIEJX has yielded a comparatively higher 8.80% annualized return.
VEXRX
16.02%
4.90%
11.68%
28.91%
4.50%
2.27%
OIEJX
19.80%
2.45%
13.26%
25.64%
9.71%
8.80%
Key characteristics
| VEXRX | OIEJX | |
|---|---|---|
| Sharpe Ratio | 1.80 | 2.54 |
| Sortino Ratio | 2.53 | 3.59 |
| Omega Ratio | 1.31 | 1.46 |
| Calmar Ratio | 0.83 | 4.49 |
| Martin Ratio | 10.19 | 16.44 |
| Ulcer Index | 2.92% | 1.59% |
| Daily Std Dev | 16.50% | 10.28% |
| Max Drawdown | -61.00% | -36.88% |
| Current Drawdown | -17.15% | -0.04% |
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VEXRX vs. OIEJX - Expense Ratio Comparison
VEXRX has a 0.29% expense ratio, which is lower than OIEJX's 0.45% expense ratio.
Correlation
The correlation between VEXRX and OIEJX 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
VEXRX vs. OIEJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Admiral Shares (VEXRX) and JPMorgan Equity Income Fund R6 (OIEJX). 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
VEXRX vs. OIEJX - Dividend Comparison
VEXRX's dividend yield for the trailing twelve months is around 0.53%, less than OIEJX's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXRX Vanguard Explorer Fund Admiral Shares | 0.53% | 0.62% | 0.51% | 0.36% | 0.23% | 0.39% | 0.51% | 0.50% | 0.50% | 0.51% | 0.37% | 0.22% |
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% |
Drawdowns
VEXRX vs. OIEJX - Drawdown Comparison
The maximum VEXRX drawdown since its inception was -61.00%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for VEXRX and OIEJX. For additional features, visit the drawdowns tool.
Volatility
VEXRX vs. OIEJX - Volatility Comparison
Vanguard Explorer Fund Admiral Shares (VEXRX) has a higher volatility of 5.64% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.90%. This indicates that VEXRX's price experiences larger fluctuations and is considered to be riskier than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.