VIVIX vs. VGRIX
Compare and contrast key facts about Vanguard Value Index Fund Institutional Shares (VIVIX) and JPMorgan U.S. Value Fund (VGRIX).
VIVIX is managed by Vanguard. It was launched on Jul 2, 1998. VGRIX is managed by JPMorgan Chase. It was launched on Sep 23, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIVIX or VGRIX.
Key characteristics
| VIVIX | VGRIX | |
|---|---|---|
| YTD Return | 22.03% | 22.08% |
| 1Y Return | 33.38% | 32.60% |
| 3Y Return (Ann) | 10.02% | 8.56% |
| 5Y Return (Ann) | 11.97% | 11.22% |
| 10Y Return (Ann) | 10.74% | 7.65% |
| Sharpe Ratio | 3.38 | 3.23 |
| Sortino Ratio | 4.72 | 4.59 |
| Omega Ratio | 1.62 | 1.61 |
| Calmar Ratio | 5.87 | 5.51 |
| Martin Ratio | 21.84 | 23.22 |
| Ulcer Index | 1.59% | 1.46% |
| Daily Std Dev | 10.29% | 10.50% |
| Max Drawdown | -59.30% | -67.22% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VIVIX and VGRIX is 0.97, 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. VGRIX - Performance Comparison
The year-to-date returns for both investments are quite close, with VIVIX having a 22.03% return and VGRIX slightly higher at 22.08%. Over the past 10 years, VIVIX has outperformed VGRIX with an annualized return of 10.74%, while VGRIX has yielded a comparatively lower 7.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIVIX vs. VGRIX - Expense Ratio Comparison
VIVIX has a 0.04% expense ratio, which is lower than VGRIX's 0.94% expense ratio.
Risk-Adjusted Performance
VIVIX vs. VGRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and JPMorgan U.S. Value Fund (VGRIX). 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. VGRIX - Dividend Comparison
VIVIX's dividend yield for the trailing twelve months is around 2.22%, more than VGRIX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIVIX Vanguard Value Index Fund Institutional Shares | 2.22% | 2.46% | 2.52% | 2.14% | 2.56% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% | 2.23% | 2.22% |
VGRIX JPMorgan U.S. Value Fund | 1.15% | 1.39% | 1.25% | 0.94% | 1.29% | 1.44% | 1.80% | 1.16% | 1.29% | 1.31% | 1.20% | 1.04% |
Drawdowns
VIVIX vs. VGRIX - Drawdown Comparison
The maximum VIVIX drawdown since its inception was -59.30%, smaller than the maximum VGRIX drawdown of -67.22%. Use the drawdown chart below to compare losses from any high point for VIVIX and VGRIX. For additional features, visit the drawdowns tool.
Volatility
VIVIX vs. VGRIX - Volatility Comparison
The current volatility for Vanguard Value Index Fund Institutional Shares (VIVIX) is 3.59%, while JPMorgan U.S. Value Fund (VGRIX) has a volatility of 4.00%. This indicates that VIVIX experiences smaller price fluctuations and is considered to be less risky than VGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.