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VHIAX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VHIAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Growth Advantage Fund (VHIAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.73%
11.92%
VHIAX
FXAIX

Returns By Period

In the year-to-date period, VHIAX achieves a 30.06% return, which is significantly higher than FXAIX's 25.56% return. Over the past 10 years, VHIAX has underperformed FXAIX with an annualized return of 10.38%, while FXAIX has yielded a comparatively higher 13.05% annualized return.


VHIAX

YTD

30.06%

1M

2.57%

6M

12.73%

1Y

35.59%

5Y (annualized)

11.73%

10Y (annualized)

10.38%

FXAIX

YTD

25.56%

1M

1.00%

6M

11.92%

1Y

31.93%

5Y (annualized)

15.65%

10Y (annualized)

13.05%

Key characteristics


VHIAXFXAIX
Sharpe Ratio2.142.69
Sortino Ratio2.823.58
Omega Ratio1.391.50
Calmar Ratio1.633.90
Martin Ratio11.0817.55
Ulcer Index3.35%1.88%
Daily Std Dev17.37%12.25%
Max Drawdown-53.94%-33.79%
Current Drawdown-1.68%-1.35%

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VHIAX vs. FXAIX - Expense Ratio Comparison

VHIAX has a 1.04% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


VHIAX
JPMorgan Growth Advantage Fund
Expense ratio chart for VHIAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.9

The correlation between VHIAX and FXAIX is 0.92, 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

VHIAX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VHIAX, currently valued at 2.14, compared to the broader market0.002.004.002.142.69
The chart of Sortino ratio for VHIAX, currently valued at 2.82, compared to the broader market0.005.0010.002.823.58
The chart of Omega ratio for VHIAX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.50
The chart of Calmar ratio for VHIAX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.0025.001.633.90
The chart of Martin ratio for VHIAX, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.0011.0817.55
VHIAX
FXAIX

The current VHIAX Sharpe Ratio is 2.14, which is comparable to the FXAIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VHIAX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.14
2.69
VHIAX
FXAIX

Dividends

VHIAX vs. FXAIX - Dividend Comparison

VHIAX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
VHIAX
JPMorgan Growth Advantage Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.23%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

VHIAX vs. FXAIX - Drawdown Comparison

The maximum VHIAX drawdown since its inception was -53.94%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VHIAX and FXAIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.68%
-1.35%
VHIAX
FXAIX

Volatility

VHIAX vs. FXAIX - Volatility Comparison

JPMorgan Growth Advantage Fund (VHIAX) has a higher volatility of 5.65% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that VHIAX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.65%
4.06%
VHIAX
FXAIX