Correlation
The correlation between VSCOX and XSVM is 0.77, 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.
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 Chase. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCOX or XSVM.
Performance
VSCOX vs. XSVM - Performance Comparison
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Key characteristics
VSCOX:
-0.01
XSVM:
-0.26
VSCOX:
0.10
XSVM:
-0.23
VSCOX:
1.01
XSVM:
0.97
VSCOX:
-0.04
XSVM:
-0.26
VSCOX:
-0.10
XSVM:
-0.61
VSCOX:
9.14%
XSVM:
10.98%
VSCOX:
22.95%
XSVM:
24.80%
VSCOX:
-59.58%
XSVM:
-62.57%
VSCOX:
-14.43%
XSVM:
-16.65%
Returns By Period
In the year-to-date period, VSCOX achieves a -7.13% return, which is significantly higher than XSVM's -7.59% return. Both investments have delivered pretty close results over the past 10 years, with VSCOX having a 9.05% annualized return and XSVM not far behind at 8.77%.
VSCOX
-7.13%
3.95%
-14.07%
-0.88%
4.58%
8.52%
9.05%
XSVM
-7.59%
2.71%
-15.49%
-7.73%
1.12%
17.71%
8.77%
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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.
Risk-Adjusted Performance
VSCOX vs. XSVM — Risk-Adjusted Performance Rank
VSCOX
XSVM
VSCOX vs. XSVM - Risk-Adjusted Performance 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.
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Dividends
VSCOX vs. XSVM - Dividend Comparison
VSCOX's dividend yield for the trailing twelve months is around 1.00%, less than XSVM's 2.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCOX JPMorgan Small Cap Blend Fund | 1.00% | 0.93% | 0.27% | 2.31% | 7.53% | 1.91% | 3.20% | 38.00% | 11.76% | 17.41% | 16.15% | 8.60% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.20% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% |
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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Volatility
VSCOX vs. XSVM - Volatility Comparison
The current volatility for JPMorgan Small Cap Blend Fund (VSCOX) is 6.01%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 6.53%. This indicates that VSCOX experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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