VTV vs. JPRE

Last updated Jun 16, 2026

VTV (Vanguard Value ETF) and JPRE (JPMorgan Realty Income ETF) are both exchange-traded funds - VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while JPRE is a REIT fund actively managed by JPMorgan. VTV is passively managed, while JPRE is actively managed. Over the past 3 years, VTV returned 18.04%/yr vs 10.20%/yr for JPRE. A 0.69 correlation means they provide meaningful diversification when combined. VTV charges 0.04%/yr vs 0.50%/yr for JPRE.

Performance

VTV vs. JPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and JPMorgan Realty Income ETF (JPRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTV achieves a 14.90% return, which is significantly higher than JPRE's 13.29% return.

VTV

• 1D: 0.53%
• 1M: 5.60%
• YTD: 14.90%
• 6M: 14.16%
• 1Y: 28.57%
• 3Y*: 18.04%
• 5Y*: 12.12%
• 10Y*: 12.81%

JPRE

• 1D: -0.70%
• 1M: 3.63%
• YTD: 13.29%
• 6M: 12.69%
• 1Y: 12.70%
• 3Y*: 10.20%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. JPRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VTV Vanguard Value ETF	14.90%	15.27%	15.95%	9.32%	4.52%
JPRE JPMorgan Realty Income ETF	13.29%	1.36%	7.43%	13.41%	-9.60%

Correlation

The correlation between VTV and JPRE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since May 23, 2022	0.69

The correlation between VTV and JPRE shifts across timeframes, from 0.57 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTV vs. JPRE — Risk / Return Rank

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

VTV

VTV Risk / Return Rank: 89
VTV Sharpe Ratio Rank: 91
VTV Sortino Ratio Rank: 92
VTV Omega Ratio Rank: 89
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 88

JPRE

JPRE Risk / Return Rank: 30
JPRE Sharpe Ratio Rank: 28
JPRE Sortino Ratio Rank: 26
JPRE Omega Ratio Rank: 27
JPRE Calmar Ratio Rank: 35
JPRE Martin Ratio Rank: 33

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.

VTV vs. JPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and JPMorgan Realty Income ETF (JPRE). 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.

	VTV	JPRE	Difference
Sharpe ratio: Return per unit of total volatility	2.78	0.95	+1.83
Sortino ratio: Return per unit of downside risk	3.94	1.34	+2.59
Omega ratio: Gain probability vs. loss probability	1.50	1.17	+0.33
Calmar ratio: Return relative to maximum drawdown	4.52	1.66	+2.86
Martin ratio: Return relative to average drawdown	17.04	4.55	+12.49

VTV vs. JPRE - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.78, which is higher than the JPRE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VTV and JPRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTV vs. JPRE - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for VTV and JPRE.

Drawdown Indicators

	VTV	JPRE	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-23.84%	-35.43%
Max Drawdown (1Y) Largest decline over 1 year	-6.35%	-7.70%	+1.35%
Max Drawdown (3Y) Largest decline over 3 years	-14.52%	-16.27%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	-17.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.78%	—	—
Current Drawdown Current decline from peak	0.00%	-0.70%	+0.70%
Average Drawdown Average peak-to-trough decline	-7.86%	-8.10%	+0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	2.80%	-1.12%

Volatility

VTV vs. JPRE - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.35%, while JPMorgan Realty Income ETF (JPRE) has a volatility of 5.15%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTV	JPRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.35%	5.15%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	7.80%	10.07%	-2.27%
Volatility (1Y) Calculated over the trailing 1-year period	10.36%	13.47%	-3.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.93%	18.29%	-4.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.69%	18.29%	-1.60%

VTV vs. JPRE - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than JPRE's 0.50% expense ratio.

Dividends

VTV vs. JPRE - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.82%, less than JPRE's 2.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPRE JPMorgan Realty Income ETF	2.20%	2.62%	2.21%	3.26%	10.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.82%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both VTV and JPRE in my portfolio?

VTV and JPRE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTV or JPRE?

JPRE has higher volatility (5.15%) compared to VTV (3.35%). In terms of maximum drawdown, VTV dropped -59.27% vs JPRE's -23.84%.

Which ETF is better, VTV or JPRE?

On 3-year performance, VTV leads with 18.04% vs 10.20% for JPRE. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VTV or JPRE?

Over the 3-year period, VTV has performed better with a 18.04% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VTV or JPRE?

VTV is cheaper with a 0.04% expense ratio, compared with 0.50% for JPRE.

Which ETF pays a higher dividend yield, VTV or JPRE?

JPRE has the higher dividend yield at 2.20%, compared with 1.82% for VTV.

What is the main difference between VTV and JPRE?

VTV is categorized as Large Cap Value Equities, while JPRE is REIT. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.04% for VTV and 0.50% for JPRE.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.78 vs 0.95), 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.