VSCOX vs. XSVM
Compare and contrast key facts about JPMorgan Small Cap Blend Fund (VSCOX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
VSCOX is managed by JPMorgan. It was launched on May 19, 1997. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
VSCOX vs. XSVM - Performance Comparison
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VSCOX vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCOX JPMorgan Small Cap Blend Fund | -2.85% | 2.93% | 10.28% | 15.15% | -19.02% | 14.03% | 24.71% | 30.18% | -3.27% | 41.64% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.00% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Returns By Period
In the year-to-date period, VSCOX achieves a -2.85% return, which is significantly lower than XSVM's 6.00% return. Both investments have delivered pretty close results over the past 10 years, with VSCOX having a 11.89% annualized return and XSVM not far ahead at 12.15%.
VSCOX
- 1D
- -1.06%
- 1M
- -7.68%
- YTD
- -2.85%
- 6M
- -2.13%
- 1Y
- 9.54%
- 3Y*
- 7.11%
- 5Y*
- 1.27%
- 10Y*
- 11.89%
XSVM
- 1D
- 2.01%
- 1M
- -1.98%
- YTD
- 6.00%
- 6M
- 7.74%
- 1Y
- 22.66%
- 3Y*
- 11.96%
- 5Y*
- 6.11%
- 10Y*
- 12.15%
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VSCOX vs. XSVM - Expense Ratio Comparison
VSCOX has a 1.24% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Return for Risk
VSCOX vs. XSVM — Risk / Return Rank
VSCOX
XSVM
VSCOX vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Blend Fund (VSCOX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
| VSCOX | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.02 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.56 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.73 | -1.24 |
Martin ratioReturn relative to average drawdown | 1.90 | 5.64 | -3.74 |
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
| VSCOX | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.02 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.27 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.49 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.04 |
Correlation
The correlation between VSCOX and XSVM is 0.85, 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
VSCOX vs. XSVM - Dividend Comparison
VSCOX's dividend yield for the trailing twelve months is around 5.83%, more than XSVM's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCOX JPMorgan Small Cap Blend Fund | 5.83% | 5.67% | 0.93% | 0.27% | 2.31% | 7.53% | 1.91% | 3.20% | 38.00% | 11.76% | 17.41% | 16.15% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.00% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Drawdowns
VSCOX vs. XSVM - Drawdown Comparison
The maximum VSCOX drawdown since its inception was -59.58%, roughly equal to the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for VSCOX and XSVM.
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Drawdown Indicators
| VSCOX | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.58% | -62.57% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -13.35% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -26.21% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.28% | -49.02% | +10.74% |
Current DrawdownCurrent decline from peak | -10.33% | -5.79% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -11.65% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 4.10% | -0.51% |
Volatility
VSCOX vs. XSVM - Volatility Comparison
JPMorgan Small Cap Blend Fund (VSCOX) has a higher volatility of 5.86% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.44%. This indicates that VSCOX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCOX | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.44% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 13.19% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 22.34% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 22.98% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.30% | 25.07% | -2.77% |