VGRIX vs. DGRO
Compare and contrast key facts about JPMorgan U.S. Value Fund (VGRIX) and iShares Core Dividend Growth ETF (DGRO).
VGRIX is managed by JPMorgan Chase. It was launched on Sep 23, 1987. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRIX or DGRO.
Key characteristics
| VGRIX | DGRO | |
|---|---|---|
| YTD Return | 21.32% | 21.23% |
| 1Y Return | 33.16% | 33.72% |
| 3Y Return (Ann) | 8.21% | 8.55% |
| 5Y Return (Ann) | 11.05% | 12.22% |
| 10Y Return (Ann) | 7.56% | 12.07% |
| Sharpe Ratio | 3.04 | 3.32 |
| Sortino Ratio | 4.34 | 4.70 |
| Omega Ratio | 1.57 | 1.62 |
| Calmar Ratio | 4.49 | 3.79 |
| Martin Ratio | 21.92 | 22.54 |
| Ulcer Index | 1.46% | 1.44% |
| Daily Std Dev | 10.55% | 9.76% |
| Max Drawdown | -67.22% | -35.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VGRIX and DGRO is 0.95, 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.
Performance
VGRIX vs. DGRO - Performance Comparison
The year-to-date returns for both stocks are quite close, with VGRIX having a 21.32% return and DGRO slightly lower at 21.23%. Over the past 10 years, VGRIX has underperformed DGRO with an annualized return of 7.56%, while DGRO has yielded a comparatively higher 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGRIX vs. DGRO - Expense Ratio Comparison
VGRIX has a 0.94% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
VGRIX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Fund (VGRIX) and iShares Core Dividend Growth ETF (DGRO). 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
VGRIX vs. DGRO - Dividend Comparison
VGRIX's dividend yield for the trailing twelve months is around 1.16%, less than DGRO's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRIX JPMorgan U.S. Value Fund | 1.16% | 1.39% | 1.25% | 0.94% | 1.29% | 1.44% | 1.80% | 1.16% | 1.29% | 1.31% | 1.20% | 1.04% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
VGRIX vs. DGRO - Drawdown Comparison
The maximum VGRIX drawdown since its inception was -67.22%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for VGRIX and DGRO. For additional features, visit the drawdowns tool.
Volatility
VGRIX vs. DGRO - Volatility Comparison
JPMorgan U.S. Value Fund (VGRIX) has a higher volatility of 4.10% compared to iShares Core Dividend Growth ETF (DGRO) at 3.37%. This indicates that VGRIX's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.