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VLCAX vs. OIEJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLCAX and OIEJX is 0.89, 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.


-0.50.00.51.00.9

Performance

VLCAX vs. OIEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan Equity Income Fund R6 (OIEJX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
470.76%
251.28%
VLCAX
OIEJX

Key characteristics

Sharpe Ratio

VLCAX:

2.23

OIEJX:

1.43

Sortino Ratio

VLCAX:

2.96

OIEJX:

2.07

Omega Ratio

VLCAX:

1.42

OIEJX:

1.26

Calmar Ratio

VLCAX:

3.29

OIEJX:

1.74

Martin Ratio

VLCAX:

14.59

OIEJX:

7.62

Ulcer Index

VLCAX:

1.93%

OIEJX:

1.97%

Daily Std Dev

VLCAX:

12.64%

OIEJX:

10.50%

Max Drawdown

VLCAX:

-54.76%

OIEJX:

-36.88%

Current Drawdown

VLCAX:

-2.67%

OIEJX:

-7.55%

Returns By Period

In the year-to-date period, VLCAX achieves a 26.23% return, which is significantly higher than OIEJX's 12.87% return. Over the past 10 years, VLCAX has outperformed OIEJX with an annualized return of 13.02%, while OIEJX has yielded a comparatively lower 8.15% annualized return.


VLCAX

YTD

26.23%

1M

-0.12%

6M

9.64%

1Y

26.66%

5Y*

14.77%

10Y*

13.02%

OIEJX

YTD

12.87%

1M

-4.66%

6M

6.69%

1Y

14.01%

5Y*

7.87%

10Y*

8.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VLCAX vs. OIEJX - Expense Ratio Comparison

VLCAX has a 0.05% expense ratio, which is lower than OIEJX's 0.45% expense ratio.


OIEJX
JPMorgan Equity Income Fund R6
Expense ratio chart for OIEJX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VLCAX vs. OIEJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan Equity Income Fund R6 (OIEJX). 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.


Sharpe ratio
The chart of Sharpe ratio for VLCAX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.231.43
The chart of Sortino ratio for VLCAX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.962.07
The chart of Omega ratio for VLCAX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.26
The chart of Calmar ratio for VLCAX, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.0014.003.291.74
The chart of Martin ratio for VLCAX, currently valued at 14.59, compared to the broader market0.0020.0040.0060.0014.597.62
VLCAX
OIEJX

The current VLCAX Sharpe Ratio is 2.23, which is higher than the OIEJX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of VLCAX and OIEJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
1.43
VLCAX
OIEJX

Dividends

VLCAX vs. OIEJX - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 0.90%, less than OIEJX's 8.44% yield.


TTM20232022202120202019201820172016201520142013
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
0.90%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%
OIEJX
JPMorgan Equity Income Fund R6
8.44%2.30%2.21%1.75%2.05%2.01%2.46%1.83%2.11%2.26%2.16%2.06%

Drawdowns

VLCAX vs. OIEJX - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for VLCAX and OIEJX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-7.55%
VLCAX
OIEJX

Volatility

VLCAX vs. OIEJX - Volatility Comparison

Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) has a higher volatility of 3.90% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.65%. This indicates that VLCAX's price experiences larger fluctuations and is considered to be riskier than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.90%
3.65%
VLCAX
OIEJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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