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VLACX vs. JPM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VLACX vs. JPM

Last updated Jun 24, 2026

VLACX (Vanguard Large Cap Index Fund) is Large Cap Blend Equities fund managed by Vanguard, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, VLACX returned 15.57%/yr vs 22.02%/yr for JPM. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

VLACX vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large Cap Index Fund (VLACX) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLACX achieves a 9.44% return, which is significantly higher than JPM's 4.70% return. Over the past 10 years, VLACX has underperformed JPM with an annualized return of 15.57%, while JPM has yielded a comparatively higher 22.02% annualized return.

VLACX

1D
-0.44%
1M
0.21%
YTD
9.44%
6M
8.44%
1Y
25.00%
3Y*
21.20%
5Y*
12.85%
10Y*
15.57%

JPM

1D
0.80%
1M
9.06%
YTD
4.70%
6M
3.51%
1Y
22.41%
3Y*
37.10%
5Y*
19.98%
10Y*
22.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLACX vs. JPM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLACX
Vanguard Large Cap Index Fund		9.44%17.60%24.61%27.10%-19.78%26.87%20.88%31.22%-4.60%21.89%
JPM
JPMorgan Chase & Co.		4.70%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%

Correlation

The correlation between VLACX and JPM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.67

Over the past year, the correlation between VLACX and JPM has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Vanguard Large Cap Index Fund

JPMorgan Chase & Co.

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Often compared with JPM:
JPM vs. BACJPM vs. SPYJPM vs. BLKJPM vs. AXPJPM vs. VOOJPM vs. UBSJPM vs. HSBC

Return for Risk

VLACX vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLACX
VLACX Risk / Return Rank: 6060
Overall Rank
VLACX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VLACX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VLACX Omega Ratio Rank: 5656
Omega Ratio Rank
VLACX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VLACX Martin Ratio Rank: 7070
Martin Ratio Rank
JPM
JPM Risk / Return Rank: 6868
Overall Rank
JPM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPM Omega Ratio Rank: 6565
Omega Ratio Rank
JPM Calmar Ratio Rank: 6969
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLACX vs. JPM - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VLACXJPMDifference
Sharpe ratioReturn per unit of total volatility
2.09
1.02

+1.07

Sortino ratioReturn per unit of downside risk
2.83
1.45

+1.38

Omega ratioGain probability vs. loss probability

1.38

1.19

+0.19

Calmar ratioReturn relative to maximum drawdown

2.85

1.46

+1.40

Martin ratioReturn relative to average drawdown

12.69

3.43

+9.25

VLACX vs. JPM - Sharpe Ratio Comparison

The current VLACX Sharpe Ratio is 2.09, which is higher than the JPM Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VLACX and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VLACX vs. JPM - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.81%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for VLACX and JPM.

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Drawdown Indicators

VLACXJPMDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-76.16%

+21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-15.47%

+6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-24.42%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-38.77%

+13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-43.63%

+9.66%

Current Drawdown

Current decline from peak

-1.79%

0.00%

-1.79%

Average Drawdown

Average peak-to-trough decline

-6.91%

-17.61%

+10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

6.55%

-4.48%

Volatility

VLACX vs. JPM - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 4.79%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.34%. 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.

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Volatility by Period

VLACXJPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

7.34%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

17.14%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

22.12%

-9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

24.47%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

27.35%

-9.10%

Dividends

VLACX vs. JPM - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 0.87%, less than JPM's 1.77% yield.

PositionTTM20252024202320222021202020192018201720162015
JPM
JPMorgan Chase & Co.		1.77%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
VLACX
Vanguard Large Cap Index Fund		0.87%0.71%0.86%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%

Frequently Asked Questions

VLACX and JPM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (7.34%) compared to VLACX (4.79%). In terms of maximum drawdown, VLACX dropped -54.81% vs JPM's -76.16%.

VLACX currently has the higher Sharpe Ratio (2.09 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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