VLACX vs. JPM
Compare and contrast key facts about Vanguard Large Cap Index Fund (VLACX) and JPMorgan Chase & Co. (JPM).
VLACX is managed by Vanguard. It was launched on Jan 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLACX or JPM.
Key characteristics
| VLACX | JPM | |
|---|---|---|
| YTD Return | 27.20% | 44.04% |
| 1Y Return | 38.04% | 67.32% |
| 3Y Return (Ann) | 9.49% | 16.06% |
| 5Y Return (Ann) | 15.86% | 16.62% |
| 10Y Return (Ann) | 13.24% | 18.05% |
| Sharpe Ratio | 3.23 | 3.03 |
| Sortino Ratio | 4.28 | 3.83 |
| Omega Ratio | 1.61 | 1.61 |
| Calmar Ratio | 4.69 | 6.89 |
| Martin Ratio | 21.32 | 21.04 |
| Ulcer Index | 1.89% | 3.32% |
| Daily Std Dev | 12.39% | 23.06% |
| Max Drawdown | -54.82% | -74.02% |
| Current Drawdown | 0.00% | -3.14% |
Correlation
The correlation between VLACX and JPM is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VLACX vs. JPM - Performance Comparison
In the year-to-date period, VLACX achieves a 27.20% return, which is significantly lower than JPM's 44.04% return. Over the past 10 years, VLACX has underperformed JPM with an annualized return of 13.24%, while JPM has yielded a comparatively higher 18.05% 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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Risk-Adjusted Performance
VLACX vs. JPM - Risk-Adjusted Performance 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.
Dividends
VLACX vs. JPM - Dividend Comparison
VLACX's dividend yield for the trailing twelve months is around 1.12%, less than JPM's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLACX Vanguard Large Cap Index Fund | 1.12% | 1.30% | 1.51% | 1.07% | 1.35% | 1.72% | 1.95% | 1.64% | 1.87% | 1.84% | 1.63% | 1.63% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
VLACX vs. JPM - Drawdown Comparison
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.
Volatility
VLACX vs. JPM - Volatility Comparison
The current volatility for Vanguard Large Cap Index Fund (VLACX) is 3.93%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.53%. 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.