VGRIX vs. DSTL
Compare and contrast key facts about JPMorgan U.S. Value Fund (VGRIX) and Distillate US Fundamental Stability & Value ETF (DSTL).
VGRIX is managed by JPMorgan Chase. It was launched on Sep 23, 1987. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRIX or DSTL.
Key characteristics
| VGRIX | DSTL | |
|---|---|---|
| YTD Return | 21.32% | 18.64% |
| 1Y Return | 33.16% | 33.22% |
| 3Y Return (Ann) | 8.21% | 10.86% |
| 5Y Return (Ann) | 11.05% | 15.81% |
| Sharpe Ratio | 3.04 | 2.83 |
| Sortino Ratio | 4.34 | 4.11 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 4.49 | 5.40 |
| Martin Ratio | 21.92 | 12.91 |
| Ulcer Index | 1.46% | 2.48% |
| Daily Std Dev | 10.55% | 11.31% |
| Max Drawdown | -67.22% | -33.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VGRIX and DSTL is 0.90, 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. DSTL - Performance Comparison
In the year-to-date period, VGRIX achieves a 21.32% return, which is significantly higher than DSTL's 18.64% 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. DSTL - Expense Ratio Comparison
VGRIX has a 0.94% expense ratio, which is higher than DSTL's 0.39% expense ratio.
Risk-Adjusted Performance
VGRIX vs. DSTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Fund (VGRIX) and Distillate US Fundamental Stability & Value ETF (DSTL). 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. DSTL - Dividend Comparison
VGRIX's dividend yield for the trailing twelve months is around 1.16%, less than DSTL's 1.25% 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% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGRIX vs. DSTL - Drawdown Comparison
The maximum VGRIX drawdown since its inception was -67.22%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for VGRIX and DSTL. For additional features, visit the drawdowns tool.
Volatility
VGRIX vs. DSTL - Volatility Comparison
JPMorgan U.S. Value Fund (VGRIX) has a higher volatility of 4.10% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.48%. This indicates that VGRIX's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.