VGRIX vs. WTV
Compare and contrast key facts about JPMorgan U.S. Value Fund (VGRIX) and WisdomTree US Value ETF (WTV).
VGRIX is managed by JPMorgan Chase. It was launched on Sep 23, 1987. WTV is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. LargeCap Value Index. It was launched on Feb 23, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGRIX or WTV.
Key characteristics
| VGRIX | WTV | |
|---|---|---|
| YTD Return | 21.32% | 27.66% |
| 1Y Return | 33.16% | 45.26% |
| 3Y Return (Ann) | 8.21% | 13.17% |
| 5Y Return (Ann) | 11.05% | 15.47% |
| 10Y Return (Ann) | 7.56% | 12.52% |
| Sharpe Ratio | 3.04 | 3.28 |
| Sortino Ratio | 4.34 | 4.56 |
| Omega Ratio | 1.57 | 1.59 |
| Calmar Ratio | 4.49 | 6.36 |
| Martin Ratio | 21.92 | 19.23 |
| Ulcer Index | 1.46% | 2.29% |
| Daily Std Dev | 10.55% | 13.41% |
| Max Drawdown | -67.22% | -61.95% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VGRIX and WTV 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.
Performance
VGRIX vs. WTV - Performance Comparison
In the year-to-date period, VGRIX achieves a 21.32% return, which is significantly lower than WTV's 27.66% return. Over the past 10 years, VGRIX has underperformed WTV with an annualized return of 7.56%, while WTV has yielded a comparatively higher 12.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGRIX vs. WTV - Expense Ratio Comparison
VGRIX has a 0.94% expense ratio, which is higher than WTV's 0.12% expense ratio.
Risk-Adjusted Performance
VGRIX vs. WTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Fund (VGRIX) and WisdomTree US Value ETF (WTV). 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. WTV - Dividend Comparison
VGRIX's dividend yield for the trailing twelve months is around 1.16%, less than WTV's 1.52% 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% |
WTV WisdomTree US Value ETF | 1.52% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 1.38% | 1.30% | 1.57% | 1.20% | 1.17% |
Drawdowns
VGRIX vs. WTV - Drawdown Comparison
The maximum VGRIX drawdown since its inception was -67.22%, which is greater than WTV's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for VGRIX and WTV. For additional features, visit the drawdowns tool.
Volatility
VGRIX vs. WTV - Volatility Comparison
The current volatility for JPMorgan U.S. Value Fund (VGRIX) is 4.10%, while WisdomTree US Value ETF (WTV) has a volatility of 4.93%. This indicates that VGRIX experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.