WMFFX vs. JAVA

Last updated Apr 1, 2026

Compare and contrast key facts about Washington Mutual Investors Fund Class F-2 (WMFFX) and JPMorgan Active Value ETF (JAVA).

WMFFX is a passively managed fund by American Funds that tracks the performance of the S&P 500. It was launched on Aug 5, 2008. JAVA is an actively managed fund by JPMorgan. It was launched on Oct 4, 2021.

Performance

WMFFX vs. JAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Mutual Investors Fund Class F-2 (WMFFX) and JPMorgan Active Value ETF (JAVA). The values are adjusted to include any dividend payments, if applicable.

WMFFX vs. JAVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WMFFX Washington Mutual Investors Fund Class F-2	-5.23%	17.42%	19.24%	16.96%	-8.27%	10.50%
JAVA JPMorgan Active Value ETF	0.29%	14.92%	15.52%	10.46%	-0.88%	5.23%

Returns By Period

In the year-to-date period, WMFFX achieves a -5.23% return, which is significantly lower than JAVA's 0.29% return.

WMFFX

• 1D: -0.03%
• 1M: -7.89%
• YTD: -5.23%
• 6M: -3.05%
• 1Y: 10.90%
• 3Y*: 15.34%
• 5Y*: 11.03%
• 10Y*: 11.98%

JAVA

• 1D: 2.08%
• 1M: -5.23%
• YTD: 0.29%
• 6M: 4.74%
• 1Y: 14.52%
• 3Y*: 13.42%
• 5Y*: —
• 10Y*: —

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

WMFFX vs. JAVA - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is lower than JAVA's 0.44% expense ratio.

JAVA

JPMorgan Active Value ETF

WMFFX

Washington Mutual Investors Fund Class F-2

Return for Risk

WMFFX vs. JAVA — Risk / Return Rank

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

WMFFX

WMFFX Risk / Return Rank: 38
WMFFX Sharpe Ratio Rank: 35
WMFFX Sortino Ratio Rank: 38
WMFFX Omega Ratio Rank: 38
WMFFX Calmar Ratio Rank: 37
WMFFX Martin Ratio Rank: 44

JAVA

JAVA Risk / Return Rank: 55
JAVA Sharpe Ratio Rank: 54
JAVA Sortino Ratio Rank: 53
JAVA Omega Ratio Rank: 54
JAVA Calmar Ratio Rank: 57
JAVA Martin Ratio Rank: 58

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.

WMFFX vs. JAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Mutual Investors Fund Class F-2 (WMFFX) and JPMorgan Active Value ETF (JAVA). 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.

	WMFFX	JAVA	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.93	-0.16
Sortino ratio Return per unit of downside risk	1.21	1.37	-0.16
Omega ratio Gain probability vs. loss probability	1.18	1.20	-0.02
Calmar ratio Return relative to maximum drawdown	0.98	1.39	-0.41
Martin ratio Return relative to average drawdown	4.45	5.49	-1.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMFFX vs. JAVA - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 0.77, which is comparable to the JAVA Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of WMFFX and JAVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WMFFX	JAVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	0.93	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.67	-0.11

Correlation

The correlation between WMFFX and JAVA 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

WMFFX vs. JAVA - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 10.88%, more than JAVA's 1.35% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WMFFX Washington Mutual Investors Fund Class F-2	10.88%	10.28%	10.27%	5.92%	6.53%	6.24%	3.26%	6.33%	4.59%	7.43%	6.56%	6.44%
JAVA JPMorgan Active Value ETF	1.35%	1.34%	1.45%	1.65%	1.25%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WMFFX vs. JAVA - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, which is greater than JAVA's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for WMFFX and JAVA.

Drawdown Indicators

	WMFFX	JAVA	Difference
Max Drawdown Largest peak-to-trough decline	-47.21%	-16.54%	-30.67%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-11.12%	+0.75%
Max Drawdown (5Y) Largest decline over 5 years	-18.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.63%	—	—
Current Drawdown Current decline from peak	-8.36%	-6.39%	-1.97%
Average Drawdown Average peak-to-trough decline	-5.40%	-3.71%	-1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.82%	-0.53%

Volatility

WMFFX vs. JAVA - Volatility Comparison

The current volatility for Washington Mutual Investors Fund Class F-2 (WMFFX) is 3.59%, while JPMorgan Active Value ETF (JAVA) has a volatility of 4.57%. This indicates that WMFFX experiences smaller price fluctuations and is considered to be less risky than JAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMFFX	JAVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	4.57%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	8.85%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	15.19%	15.65%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.10%	14.95%	-0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	14.95%	+1.37%