VLACX vs. JPM

In the year-to-date period, VLACX achieves a -13.60% return, which is significantly lower than JPM's -11.28% return. Over the past 10 years, VLACX has underperformed JPM with an annualized return of 11.07%, while JPM has yielded a comparatively higher 16.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and JPMorgan Chase & Co. (JPM). 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 VLACX Sharpe Ratio is -0.09, which is lower than the JPM Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VLACX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLACX's dividend yield for the trailing twelve months is around 1.32%, less than JPM's 2.40% yield.

The maximum VLACX drawdown since its inception was -54.82%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for VLACX and JPM. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Large Cap Index Fund (VLACX) is NaN%, while JPMorgan Chase & Co. (JPM) has a volatility of NaN%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.