VHIAX vs. SPY

The year-to-date returns for both investments are quite close, with VHIAX having a 24.87% return and SPY slightly higher at 25.54%. Over the past 10 years, VHIAX has underperformed SPY with an annualized return of 10.29%, while SPY has yielded a comparatively higher 12.97% 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 1.41, which is lower than the SPY Sharpe Ratio of 2.21. 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 has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.

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.

JPMorgan Growth Advantage Fund (VHIAX) has a higher volatility of 8.49% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that VHIAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.