VHIAX vs. SPY

In the year-to-date period, VHIAX achieves a -6.09% return, which is significantly lower than SPY's -3.42% return. Over the past 10 years, VHIAX has underperformed SPY with an annualized return of 8.70%, while SPY has yielded a comparatively higher 12.35% annualized return.

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VHIAX has a 1.04% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) and SPDR S&P 500 ETF (SPY). 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.

The current VHIAX Sharpe Ratio is 0.11, which is lower than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VHIAX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VHIAX's dividend yield for the trailing twelve months is around 6.73%, more than SPY's 1.27% yield.

The maximum VHIAX drawdown since its inception was -53.94%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VHIAX and SPY. For additional features, visit the drawdowns tool.