VHIAX vs. VOO
Compare and contrast key facts about JPMorgan Growth Advantage Fund (VHIAX) and Vanguard S&P 500 ETF (VOO).
VHIAX is managed by JPMorgan Chase. It was launched on Oct 29, 1999. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHIAX or VOO.
Performance
VHIAX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VHIAX achieves a 30.06% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, VHIAX has underperformed VOO with an annualized return of 10.38%, while VOO has yielded a comparatively higher 13.15% annualized return.
VHIAX
30.06%
2.57%
12.73%
35.59%
11.73%
10.38%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
VHIAX | VOO | |
---|---|---|
Sharpe Ratio | 2.14 | 2.69 |
Sortino Ratio | 2.82 | 3.59 |
Omega Ratio | 1.39 | 1.50 |
Calmar Ratio | 1.63 | 3.89 |
Martin Ratio | 11.08 | 17.64 |
Ulcer Index | 3.35% | 1.86% |
Daily Std Dev | 17.37% | 12.20% |
Max Drawdown | -53.94% | -33.99% |
Current Drawdown | -1.68% | -1.40% |
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VHIAX vs. VOO - Expense Ratio Comparison
VHIAX has a 1.04% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between VHIAX and VOO is 0.91, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VHIAX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VHIAX vs. VOO - Drawdown Comparison
The maximum VHIAX drawdown since its inception was -53.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VHIAX and VOO. For additional features, visit the drawdowns tool.
Volatility
VHIAX vs. VOO - Volatility Comparison
JPMorgan Growth Advantage Fund (VHIAX) has a higher volatility of 5.65% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that VHIAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.