VLCAX vs. JMUEX
Compare and contrast key facts about Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan U.S. Equity Fund (JMUEX).
VLCAX is managed by Vanguard. It was launched on Feb 2, 2004. JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993.
Performance
VLCAX vs. JMUEX - Performance Comparison
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VLCAX vs. JMUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | -7.50% | 18.09% | 25.10% | 27.26% | -19.69% | 27.02% | 21.03% | 31.39% | -4.49% | 22.02% |
JMUEX JPMorgan U.S. Equity Fund | -10.35% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -5.90% | 21.52% |
Returns By Period
In the year-to-date period, VLCAX achieves a -7.50% return, which is significantly higher than JMUEX's -10.35% return. Both investments have delivered pretty close results over the past 10 years, with VLCAX having a 13.70% annualized return and JMUEX not far ahead at 14.30%.
VLCAX
- 1D
- -0.38%
- 1M
- -7.67%
- YTD
- -7.50%
- 6M
- -5.21%
- 1Y
- 14.27%
- 3Y*
- 17.31%
- 5Y*
- 10.92%
- 10Y*
- 13.70%
JMUEX
- 1D
- -0.25%
- 1M
- -8.59%
- YTD
- -10.35%
- 6M
- -9.84%
- 1Y
- 8.88%
- 3Y*
- 16.81%
- 5Y*
- 11.17%
- 10Y*
- 14.30%
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VLCAX vs. JMUEX - Expense Ratio Comparison
VLCAX has a 0.05% expense ratio, which is lower than JMUEX's 0.57% expense ratio.
Return for Risk
VLCAX vs. JMUEX — Risk / Return Rank
VLCAX
JMUEX
VLCAX vs. JMUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan U.S. Equity Fund (JMUEX). 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.
| VLCAX | JMUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.52 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.87 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.61 | +0.43 |
Martin ratioReturn relative to average drawdown | 4.94 | 2.27 | +2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLCAX | JMUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.52 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.77 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.55 | -0.01 |
Correlation
The correlation between VLCAX and JMUEX is 0.99, 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.
Dividends
VLCAX vs. JMUEX - Dividend Comparison
VLCAX's dividend yield for the trailing twelve months is around 1.16%, less than JMUEX's 6.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.16% | 1.08% | 1.23% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% |
JMUEX JPMorgan U.S. Equity Fund | 6.55% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
Drawdowns
VLCAX vs. JMUEX - Drawdown Comparison
The maximum VLCAX drawdown since its inception was -54.76%, which is greater than JMUEX's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VLCAX and JMUEX.
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Drawdown Indicators
| VLCAX | JMUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.76% | -52.11% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -11.92% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -24.60% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -33.35% | -0.62% |
Current DrawdownCurrent decline from peak | -9.19% | -11.92% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -8.82% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.18% | -0.63% |
Volatility
VLCAX vs. JMUEX - Volatility Comparison
Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan U.S. Equity Fund (JMUEX) have volatilities of 4.23% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLCAX | JMUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.45% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.08% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 18.37% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 17.36% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 18.53% | -0.37% |