VLCAX vs. OIEJX
Compare and contrast key facts about Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan Equity Income Fund R6 (OIEJX).
VLCAX is managed by Vanguard. It was launched on Feb 2, 2004. OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLCAX or OIEJX.
Key characteristics
| VLCAX | OIEJX | |
|---|---|---|
| YTD Return | 27.34% | 19.85% |
| 1Y Return | 38.22% | 29.38% |
| 3Y Return (Ann) | 9.62% | 6.29% |
| 5Y Return (Ann) | 15.99% | 9.78% |
| 10Y Return (Ann) | 13.38% | 8.97% |
| Sharpe Ratio | 3.25 | 2.98 |
| Sortino Ratio | 4.30 | 4.20 |
| Omega Ratio | 1.61 | 1.55 |
| Calmar Ratio | 4.72 | 3.61 |
| Martin Ratio | 21.44 | 19.49 |
| Ulcer Index | 1.88% | 1.58% |
| Daily Std Dev | 12.38% | 10.29% |
| Max Drawdown | -54.76% | -36.88% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
VLCAX vs. OIEJX - Performance Comparison
In the year-to-date period, VLCAX achieves a 27.34% return, which is significantly higher than OIEJX's 19.85% return. Over the past 10 years, VLCAX has outperformed OIEJX with an annualized return of 13.38%, while OIEJX has yielded a comparatively lower 8.97% 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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VLCAX vs. OIEJX - Expense Ratio Comparison
VLCAX has a 0.05% expense ratio, which is lower than OIEJX's 0.45% expense ratio.
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.
Dividends
VLCAX vs. OIEJX - Dividend Comparison
VLCAX's dividend yield for the trailing twelve months is around 1.22%, less than OIEJX's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.22% | 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 | 1.96% | 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.
Volatility
VLCAX vs. OIEJX - Volatility Comparison
Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and JPMorgan Equity Income Fund R6 (OIEJX) have volatilities of 3.92% and 3.91%, 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.