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VPMAX vs. JSASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPMAX vs. JSASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and JPMorgan SmartRetirement 2045 Fund (JSASX). The values are adjusted to include any dividend payments, if applicable.

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VPMAX vs. JSASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%
JSASX
JPMorgan SmartRetirement 2045 Fund
-4.41%17.32%11.75%22.08%-18.47%17.52%15.40%36.27%-9.85%21.88%

Returns By Period

In the year-to-date period, VPMAX achieves a -5.86% return, which is significantly lower than JSASX's -4.41% return. Over the past 10 years, VPMAX has outperformed JSASX with an annualized return of 16.53%, while JSASX has yielded a comparatively lower 10.50% annualized return.


VPMAX

1D
-1.19%
1M
-10.43%
YTD
-5.86%
6M
22.85%
1Y
46.58%
3Y*
25.38%
5Y*
14.62%
10Y*
16.53%

JSASX

1D
-0.13%
1M
-8.15%
YTD
-4.41%
6M
-2.36%
1Y
12.62%
3Y*
12.86%
5Y*
6.81%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPMAX vs. JSASX - Expense Ratio Comparison

VPMAX has a 0.31% expense ratio, which is higher than JSASX's 0.25% expense ratio.


Return for Risk

VPMAX vs. JSASX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
Martin Ratio Rank

JSASX
JSASX Risk / Return Rank: 4343
Overall Rank
JSASX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JSASX Sortino Ratio Rank: 4242
Sortino Ratio Rank
JSASX Omega Ratio Rank: 4343
Omega Ratio Rank
JSASX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JSASX Martin Ratio Rank: 4848
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.

VPMAX vs. JSASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and JPMorgan SmartRetirement 2045 Fund (JSASX). 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.


VPMAXJSASXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.86

+0.78

Sortino ratio

Return per unit of downside risk

3.07

1.30

+1.78

Omega ratio

Gain probability vs. loss probability

1.44

1.19

+0.25

Calmar ratio

Return relative to maximum drawdown

3.21

1.05

+2.16

Martin ratio

Return relative to average drawdown

14.01

4.81

+9.19

VPMAX vs. JSASX - Sharpe Ratio Comparison

The current VPMAX Sharpe Ratio is 1.64, which is higher than the JSASX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VPMAX and JSASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPMAXJSASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.86

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.47

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.67

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.44

+0.17

Correlation

The correlation between VPMAX and JSASX is 0.93, 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

VPMAX vs. JSASX - Dividend Comparison

VPMAX's dividend yield for the trailing twelve months is around 33.83%, more than JSASX's 5.54% yield.


TTM20252024202320222021202020192018201720162015
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
33.83%31.85%6.71%7.24%9.94%10.18%9.82%7.23%8.43%4.52%5.13%5.99%
JSASX
JPMorgan SmartRetirement 2045 Fund
5.54%5.29%4.39%1.66%11.21%16.58%4.42%18.55%5.43%3.88%2.93%3.14%

Drawdowns

VPMAX vs. JSASX - Drawdown Comparison

The maximum VPMAX drawdown since its inception was -48.32%, roughly equal to the maximum JSASX drawdown of -50.36%. Use the drawdown chart below to compare losses from any high point for VPMAX and JSASX.


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Drawdown Indicators


VPMAXJSASXDifference

Max Drawdown

Largest peak-to-trough decline

-48.32%

-50.36%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-10.64%

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

-25.70%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-33.26%

+0.61%

Current Drawdown

Current decline from peak

-11.72%

-8.65%

-3.07%

Average Drawdown

Average peak-to-trough decline

-6.61%

-7.25%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.32%

+0.83%

Volatility

VPMAX vs. JSASX - Volatility Comparison

Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a higher volatility of 5.57% compared to JPMorgan SmartRetirement 2045 Fund (JSASX) at 4.62%. This indicates that VPMAX's price experiences larger fluctuations and is considered to be riskier than JSASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPMAXJSASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.62%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

8.08%

+13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

14.77%

+14.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

14.42%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

15.80%

+4.29%