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VIVIX vs. OIEJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIVIXOIEJX
YTD Return21.09%19.01%
1Y Return32.44%28.54%
3Y Return (Ann)9.72%6.03%
5Y Return (Ann)11.82%9.63%
10Y Return (Ann)10.65%8.89%
Sharpe Ratio3.142.76
Sortino Ratio4.413.91
Omega Ratio1.581.51
Calmar Ratio5.463.35
Martin Ratio20.2918.06
Ulcer Index1.59%1.58%
Daily Std Dev10.31%10.30%
Max Drawdown-59.30%-36.88%
Current Drawdown-0.77%-0.70%

Correlation

-0.50.00.51.01.0

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.

Performance

VIVIX vs. OIEJX - Performance Comparison

In the year-to-date period, VIVIX achieves a 21.09% return, which is significantly higher than OIEJX's 19.01% return. Over the past 10 years, VIVIX has outperformed OIEJX with an annualized return of 10.65%, while OIEJX has yielded a comparatively lower 8.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.09%
10.49%
VIVIX
OIEJX

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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.


OIEJX
JPMorgan Equity Income Fund R6
Expense ratio chart for OIEJX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VIVIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


VIVIX
Sharpe ratio
The chart of Sharpe ratio for VIVIX, currently valued at 3.14, compared to the broader market0.002.004.003.14
Sortino ratio
The chart of Sortino ratio for VIVIX, currently valued at 4.41, compared to the broader market0.005.0010.004.41
Omega ratio
The chart of Omega ratio for VIVIX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VIVIX, currently valued at 5.46, compared to the broader market0.005.0010.0015.0020.0025.005.46
Martin ratio
The chart of Martin ratio for VIVIX, currently valued at 20.29, compared to the broader market0.0020.0040.0060.0080.00100.0020.29
OIEJX
Sharpe ratio
The chart of Sharpe ratio for OIEJX, currently valued at 2.76, compared to the broader market0.002.004.002.76
Sortino ratio
The chart of Sortino ratio for OIEJX, currently valued at 3.91, compared to the broader market0.005.0010.003.91
Omega ratio
The chart of Omega ratio for OIEJX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for OIEJX, currently valued at 3.35, compared to the broader market0.005.0010.0015.0020.0025.003.35
Martin ratio
The chart of Martin ratio for OIEJX, currently valued at 18.06, compared to the broader market0.0020.0040.0060.0080.00100.0018.06

VIVIX vs. OIEJX - Sharpe Ratio Comparison

The current VIVIX Sharpe Ratio is 3.14, which is comparable to the OIEJX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of VIVIX and OIEJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.14
2.76
VIVIX
OIEJX

Dividends

VIVIX vs. OIEJX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.23%, more than OIEJX's 1.98% yield.


TTM20232022202120202019201820172016201520142013
VIVIX
Vanguard Value Index Fund Institutional Shares
2.23%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.77%
-0.70%
VIVIX
OIEJX

Volatility

VIVIX vs. OIEJX - Volatility Comparison

The current volatility for Vanguard Value Index Fund Institutional Shares (VIVIX) is 3.64%, while JPMorgan Equity Income Fund R6 (OIEJX) has a volatility of 3.93%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
3.64%
3.93%
VIVIX
OIEJX