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VSNGX vs. BBMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VSNGX vs. BBMIX

Last updated Jun 25, 2026

VSNGX (JPMorgan Mid Cap Equity Fund) and BBMIX (BBH Select Series - Mid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, VSNGX returned 6.81%/yr vs 2.66%/yr for BBMIX. Their correlation of 0.86 suggests significant overlap in exposure. VSNGX charges 0.89%/yr vs 0.90%/yr for BBMIX.

Performance

VSNGX vs. BBMIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VSNGX achieves a 7.99% return, which is significantly higher than BBMIX's 2.86% return.

VSNGX

1D
-0.72%
1M
2.05%
YTD
7.99%
6M
6.38%
1Y
12.30%
3Y*
14.64%
5Y*
6.81%
10Y*
12.03%

BBMIX

1D
0.00%
1M
0.00%
YTD
2.86%
6M
2.86%
1Y
-2.21%
3Y*
6.50%
5Y*
2.66%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSNGX vs. BBMIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
VSNGX
JPMorgan Mid Cap Equity Fund		7.99%6.09%18.60%16.15%-16.03%7.10%
BBMIX
BBH Select Series - Mid Cap Fund		2.86%-6.45%11.41%26.01%-24.76%13.50%

Correlation

The correlation between VSNGX and BBMIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since May 24, 2021

0.86

Over the past year, the correlation between VSNGX and BBMIX has dropped to 0.47 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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JPMorgan Mid Cap Equity Fund

BBH Select Series - Mid Cap Fund

Often compared with VSNGX:
VSNGX vs. OSGIXVSNGX vs. BBSCVSNGX vs. SPYVSNGX vs. FLQMVSNGX vs. OTCAXVSNGX vs. VLEQXVSNGX vs. VWENX
Often compared with BBMIX:
BBMIX vs. BBIIXBBMIX vs. BBNIXBBMIX vs. BBHLXBBMIX vs. BBBMXBBMIX vs. BBLIXBBMIX vs. BARAXBBMIX vs. BARIX

Return for Risk

VSNGX vs. BBMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VSNGX
VSNGX Risk / Return Rank: 2222
Overall Rank
VSNGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VSNGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VSNGX Omega Ratio Rank: 1717
Omega Ratio Rank
VSNGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VSNGX Martin Ratio Rank: 2929
Martin Ratio Rank
BBMIX
BBMIX Risk / Return Rank: 22
Overall Rank
BBMIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BBMIX Sortino Ratio Rank: 22
Sortino Ratio Rank
BBMIX Omega Ratio Rank: 22
Omega Ratio Rank
BBMIX Calmar Ratio Rank: 22
Calmar Ratio Rank
BBMIX Martin Ratio Rank: 22
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. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VSNGXBBMIXDifference
Sharpe ratioReturn per unit of total volatility
1.07
-0.17

+1.24

Sortino ratioReturn per unit of downside risk
1.61
-0.16

+1.78

Omega ratioGain probability vs. loss probability

1.19

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

1.65

-0.21

+1.85

Martin ratioReturn relative to average drawdown

6.12

-0.31

+6.44

VSNGX vs. BBMIX - Sharpe Ratio Comparison

The current VSNGX Sharpe Ratio is 1.07, which is higher than the BBMIX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of VSNGX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VSNGX vs. BBMIX - Drawdown Comparison

The maximum VSNGX drawdown since its inception was -54.50%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for VSNGX and BBMIX.

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Drawdown Indicators

VSNGXBBMIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-28.90%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-8.89%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

-23.79%

+4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-28.90%

+3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

—

—

Current Drawdown

Current decline from peak

-0.84%

-11.28%

+10.44%

Average Drawdown

Average peak-to-trough decline

-7.42%

-10.51%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

5.31%

-3.10%

Volatility

VSNGX vs. BBMIX - Volatility Comparison

JPMorgan Mid Cap Equity Fund (VSNGX) has a higher volatility of 3.93% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that VSNGX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VSNGXBBMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

0.00%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

6.04%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

11.11%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

19.70%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

19.56%

+0.01%

VSNGX vs. BBMIX - Expense Ratio Comparison

VSNGX has a 0.89% expense ratio, which is lower than BBMIX's 0.90% expense ratio.

Dividends

VSNGX vs. BBMIX - Dividend Comparison

VSNGX's dividend yield for the trailing twelve months is around 5.70%, while BBMIX has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BBMIX
BBH Select Series - Mid Cap Fund		0.00%0.00%0.32%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSNGX
JPMorgan Mid Cap Equity Fund		5.70%6.15%8.60%0.50%2.81%7.63%11.65%8.60%12.95%5.79%3.37%5.15%

Frequently Asked Questions

VSNGX and BBMIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSNGX has higher volatility (3.93%) compared to BBMIX (0.00%). In terms of maximum drawdown, VSNGX dropped -54.50% vs BBMIX's -28.90%.

VSNGX currently has the higher Sharpe Ratio (1.07 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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