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VSNGX vs. ARTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSNGX vs. ARTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Equity Fund (VSNGX) and Artisan Mid Cap Fund (ARTMX). The values are adjusted to include any dividend payments, if applicable.

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VSNGX vs. ARTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSNGX
JPMorgan Mid Cap Equity Fund
-2.61%6.09%18.60%16.15%-16.03%19.97%22.62%32.73%-8.20%21.35%
ARTMX
Artisan Mid Cap Fund
-9.72%14.92%11.78%23.99%-36.82%10.12%58.62%37.97%-4.30%20.61%

Returns By Period

In the year-to-date period, VSNGX achieves a -2.61% return, which is significantly higher than ARTMX's -9.72% return. Over the past 10 years, VSNGX has outperformed ARTMX with an annualized return of 10.74%, while ARTMX has yielded a comparatively lower 10.15% annualized return.


VSNGX

1D
-0.50%
1M
-7.87%
YTD
-2.61%
6M
-2.89%
1Y
8.16%
3Y*
11.30%
5Y*
5.82%
10Y*
10.74%

ARTMX

1D
-0.91%
1M
-10.94%
YTD
-9.72%
6M
-9.98%
1Y
12.05%
3Y*
8.57%
5Y*
0.49%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSNGX vs. ARTMX - Expense Ratio Comparison

VSNGX has a 0.89% expense ratio, which is lower than ARTMX's 1.18% expense ratio.


Return for Risk

VSNGX vs. ARTMX — Risk / Return Rank

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

VSNGX
VSNGX Risk / Return Rank: 2020
Overall Rank
VSNGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VSNGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VSNGX Omega Ratio Rank: 1919
Omega Ratio Rank
VSNGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VSNGX Martin Ratio Rank: 2323
Martin Ratio Rank

ARTMX
ARTMX Risk / Return Rank: 2222
Overall Rank
ARTMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARTMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
ARTMX Omega Ratio Rank: 2121
Omega Ratio Rank
ARTMX Calmar Ratio Rank: 2222
Calmar Ratio Rank
ARTMX Martin Ratio Rank: 2323
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.

VSNGX vs. ARTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) and Artisan Mid Cap Fund (ARTMX). 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.


VSNGXARTMXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.55

-0.07

Sortino ratio

Return per unit of downside risk

0.82

0.91

-0.10

Omega ratio

Gain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratio

Return relative to maximum drawdown

0.56

0.64

-0.09

Martin ratio

Return relative to average drawdown

2.49

2.40

+0.09

VSNGX vs. ARTMX - Sharpe Ratio Comparison

The current VSNGX Sharpe Ratio is 0.49, which is comparable to the ARTMX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VSNGX and ARTMX, 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


VSNGXARTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.55

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.02

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.45

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.49

+0.02

Correlation

The correlation between VSNGX and ARTMX is 0.90, 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

VSNGX vs. ARTMX - Dividend Comparison

VSNGX's dividend yield for the trailing twelve months is around 6.32%, less than ARTMX's 21.42% yield.


TTM20252024202320222021202020192018201720162015
VSNGX
JPMorgan Mid Cap Equity Fund
6.32%6.15%8.60%0.50%2.81%7.63%11.65%8.60%12.95%5.79%3.37%5.15%
ARTMX
Artisan Mid Cap Fund
21.42%19.33%15.43%0.00%0.29%19.29%14.97%12.88%27.63%14.97%9.19%16.40%

Drawdowns

VSNGX vs. ARTMX - Drawdown Comparison

The maximum VSNGX drawdown since its inception was -54.50%, smaller than the maximum ARTMX drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for VSNGX and ARTMX.


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Drawdown Indicators


VSNGXARTMXDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-57.80%

+3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-13.32%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-43.73%

+18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

-43.73%

+5.40%

Current Drawdown

Current decline from peak

-8.24%

-16.81%

+8.57%

Average Drawdown

Average peak-to-trough decline

-7.47%

-12.03%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.65%

-0.89%

Volatility

VSNGX vs. ARTMX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Equity Fund (VSNGX) is 4.42%, while Artisan Mid Cap Fund (ARTMX) has a volatility of 6.65%. This indicates that VSNGX experiences smaller price fluctuations and is considered to be less risky than ARTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSNGXARTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.65%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

12.72%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

21.26%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

24.06%

-6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

22.42%

-2.85%