VSNGX vs. VLIFX
VSNGX (JPMorgan Mid Cap Equity Fund) and VLIFX (Value Line Mid Cap Focused Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, VSNGX returned 12.03%/yr vs 12.02%/yr for VLIFX. Their correlation of 0.89 suggests significant overlap in exposure. VSNGX charges 0.89%/yr vs 1.07%/yr for VLIFX.
Performance
VSNGX vs. VLIFX - Performance Comparison
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Returns By Period
In the year-to-date period, VSNGX achieves a 7.99% return, which is significantly higher than VLIFX's -0.15% return. Both investments have delivered pretty close results over the past 10 years, with VSNGX having a 12.03% annualized return and VLIFX not far behind at 12.02%.
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%
VLIFX
- 1D
- 0.92%
- 1M
- 1.04%
- YTD
- -0.15%
- 6M
- -1.88%
- 1Y
- -1.76%
- 3Y*
- 6.93%
- 5Y*
- 5.75%
- 10Y*
- 12.02%
VSNGX vs. VLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSNGX JPMorgan Mid Cap Equity Fund | 7.99% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
VLIFX Value Line Mid Cap Focused Fund | -0.15% | 0.79% | 7.59% | 22.11% | -9.60% | 19.76% | 19.96% | 35.30% | 4.65% | 19.85% |
Correlation
The correlation between VSNGX and VLIFX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1996 | 0.89 |
The correlation between VSNGX and VLIFX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
VSNGX vs. VLIFX — Risk / Return Rank
VSNGX
VLIFX
VSNGX vs. VLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) and Value Line Mid Cap Focused Fund (VLIFX). 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.
| VSNGX | VLIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.98 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.21 | +1.86 |
| Martin ratioReturn relative to average drawdown | 6.12 | -0.58 | +6.71 |
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Drawdowns
VSNGX vs. VLIFX - Drawdown Comparison
The maximum VSNGX drawdown since its inception was -54.50%, smaller than the maximum VLIFX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for VSNGX and VLIFX.
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Drawdown Indicators
| VSNGX | VLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -61.48% | +6.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -11.81% | +3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -17.66% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.08% | -21.91% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.33% | -35.51% | -2.82% |
Current DrawdownCurrent decline from peak | -0.84% | -7.62% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -15.65% | +8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 4.31% | -2.10% |
Volatility
VSNGX vs. VLIFX - Volatility Comparison
JPMorgan Mid Cap Equity Fund (VSNGX) has a higher volatility of 3.93% compared to Value Line Mid Cap Focused Fund (VLIFX) at 3.65%. This indicates that VSNGX's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSNGX | VLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.65% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 10.21% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 13.54% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 16.88% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 17.84% | +1.73% |
VSNGX vs. VLIFX - Expense Ratio Comparison
VSNGX has a 0.89% expense ratio, which is lower than VLIFX's 1.07% expense ratio.
Dividends
VSNGX vs. VLIFX - Dividend Comparison
VSNGX's dividend yield for the trailing twelve months is around 5.70%, more than VLIFX's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 2.16% | 2.16% | 0.99% | 0.03% | 7.22% | 8.23% | 7.81% | 1.42% | 5.12% | 1.61% | 2.24% | 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 VLIFX have a correlation of 0.82, 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 VLIFX (3.65%). In terms of maximum drawdown, VSNGX dropped -54.50% vs VLIFX's -61.48%.
VSNGX currently has the higher Sharpe Ratio (1.07 vs -0.19), 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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