VHIAX vs. SCHG
Compare and contrast key facts about JPMorgan Growth Advantage Fund (VHIAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
VHIAX is managed by JPMorgan Chase. It was launched on Oct 29, 1999. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHIAX or SCHG.
Key characteristics
| VHIAX | SCHG | |
|---|---|---|
| YTD Return | 32.02% | 34.22% |
| 1Y Return | 44.93% | 47.39% |
| 3Y Return (Ann) | 2.49% | 11.12% |
| 5Y Return (Ann) | 12.39% | 21.10% |
| 10Y Return (Ann) | 10.62% | 16.82% |
| Sharpe Ratio | 2.52 | 2.71 |
| Sortino Ratio | 3.29 | 3.48 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 1.69 | 3.74 |
| Martin Ratio | 13.14 | 14.90 |
| Ulcer Index | 3.34% | 3.10% |
| Daily Std Dev | 17.40% | 17.06% |
| Max Drawdown | -53.94% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VHIAX and SCHG is 0.96, 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
VHIAX vs. SCHG - Performance Comparison
In the year-to-date period, VHIAX achieves a 32.02% return, which is significantly lower than SCHG's 34.22% return. Over the past 10 years, VHIAX has underperformed SCHG with an annualized return of 10.62%, while SCHG has yielded a comparatively higher 16.82% 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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VHIAX vs. SCHG - Expense Ratio Comparison
VHIAX has a 1.04% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
VHIAX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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
VHIAX vs. SCHG - Dividend Comparison
VHIAX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
VHIAX vs. SCHG - Drawdown Comparison
The maximum VHIAX drawdown since its inception was -53.94%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VHIAX and SCHG. For additional features, visit the drawdowns tool.
Volatility
VHIAX vs. SCHG - Volatility Comparison
JPMorgan Growth Advantage Fund (VHIAX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.19% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.