VIVIX vs. OIEJX
Compare and contrast key facts about Vanguard Value Index Fund Institutional Shares (VIVIX) and JPMorgan Equity Income Fund R6 (OIEJX).
VIVIX is managed by Vanguard. It was launched on Jul 2, 1998. OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIVIX or OIEJX.
Performance
VIVIX vs. OIEJX - Performance Comparison
Returns By Period
In the year-to-date period, VIVIX achieves a 20.51% return, which is significantly higher than OIEJX's 18.74% return. Over the past 10 years, VIVIX has outperformed OIEJX with an annualized return of 10.47%, while OIEJX has yielded a comparatively lower 8.74% annualized return.
VIVIX
20.51%
-0.49%
9.88%
28.60%
11.64%
10.47%
OIEJX
18.74%
0.74%
10.51%
25.20%
9.59%
8.74%
Key characteristics
| VIVIX | OIEJX | |
|---|---|---|
| Sharpe Ratio | 2.86 | 2.52 |
| Sortino Ratio | 4.00 | 3.56 |
| Omega Ratio | 1.52 | 1.46 |
| Calmar Ratio | 5.67 | 4.10 |
| Martin Ratio | 18.20 | 16.25 |
| Ulcer Index | 1.60% | 1.58% |
| Daily Std Dev | 10.21% | 10.22% |
| Max Drawdown | -59.30% | -36.88% |
| Current Drawdown | -1.25% | -0.92% |
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VIVIX vs. OIEJX - Expense Ratio Comparison
VIVIX has a 0.04% expense ratio, which is lower than OIEJX's 0.45% expense ratio.
Correlation
The correlation between VIVIX and OIEJX is 0.98, 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
VIVIX vs. OIEJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and JPMorgan Equity Income Fund R6 (OIEJX). 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
VIVIX vs. OIEJX - Dividend Comparison
VIVIX's dividend yield for the trailing twelve months is around 2.24%, more than OIEJX's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIVIX Vanguard Value Index Fund Institutional Shares | 2.24% | 2.46% | 2.52% | 2.14% | 2.56% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% | 2.23% | 2.22% |
OIEJX JPMorgan Equity Income Fund R6 | 1.98% | 2.30% | 2.21% | 1.75% | 2.05% | 2.01% | 2.46% | 1.83% | 2.11% | 2.26% | 2.16% | 2.06% |
Drawdowns
VIVIX vs. OIEJX - Drawdown Comparison
The maximum VIVIX drawdown since its inception was -59.30%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for VIVIX and OIEJX. For additional features, visit the drawdowns tool.
Volatility
VIVIX vs. OIEJX - Volatility Comparison
The current volatility for Vanguard Value Index Fund Institutional Shares (VIVIX) is 3.63%, while JPMorgan Equity Income Fund R6 (OIEJX) has a volatility of 3.87%. This indicates that VIVIX experiences smaller price fluctuations and is considered to be less risky than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.