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WOOPX vs. FTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WOOPX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SMID Cap Equity Fund (WOOPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

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WOOPX vs. FTSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WOOPX
JPMorgan SMID Cap Equity Fund
-2.26%-2.61%11.33%13.31%-18.98%23.19%10.20%26.22%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
6.17%6.04%11.86%18.52%-17.63%25.29%19.19%26.72%

Returns By Period

In the year-to-date period, WOOPX achieves a -2.26% return, which is significantly lower than FTSIX's 6.17% return.


WOOPX

1D
2.89%
1M
-7.13%
YTD
-2.26%
6M
-2.33%
1Y
-0.22%
3Y*
5.28%
5Y*
1.94%
10Y*
6.59%

FTSIX

1D
2.47%
1M
-4.31%
YTD
6.17%
6M
8.46%
1Y
18.00%
3Y*
11.65%
5Y*
5.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WOOPX vs. FTSIX - Expense Ratio Comparison

WOOPX has a 0.84% expense ratio, which is lower than FTSIX's 2.69% expense ratio.


Return for Risk

WOOPX vs. FTSIX — Risk / Return Rank

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

WOOPX
WOOPX Risk / Return Rank: 44
Overall Rank
WOOPX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WOOPX Sortino Ratio Rank: 44
Sortino Ratio Rank
WOOPX Omega Ratio Rank: 44
Omega Ratio Rank
WOOPX Calmar Ratio Rank: 44
Calmar Ratio Rank
WOOPX Martin Ratio Rank: 44
Martin Ratio Rank

FTSIX
FTSIX Risk / Return Rank: 4545
Overall Rank
FTSIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FTSIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTSIX Omega Ratio Rank: 3636
Omega Ratio Rank
FTSIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FTSIX Martin Ratio Rank: 5454
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.

WOOPX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SMID Cap Equity Fund (WOOPX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.


WOOPXFTSIXDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.91

-0.90

Sortino ratio

Return per unit of downside risk

0.17

1.41

-1.25

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

0.04

1.42

-1.38

Martin ratio

Return relative to average drawdown

0.11

5.73

-5.62

WOOPX vs. FTSIX - Sharpe Ratio Comparison

The current WOOPX Sharpe Ratio is 0.01, which is lower than the FTSIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WOOPX and FTSIX, 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


WOOPXFTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.91

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.28

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Correlation

The correlation between WOOPX and FTSIX is 0.94, 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

WOOPX vs. FTSIX - Dividend Comparison

WOOPX's dividend yield for the trailing twelve months is around 7.15%, more than FTSIX's 0.61% yield.


TTM20252024202320222021202020192018201720162015
WOOPX
JPMorgan SMID Cap Equity Fund
7.15%6.98%1.62%0.49%12.28%20.40%3.88%11.31%26.09%7.74%0.72%9.47%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
0.61%0.64%0.84%0.85%0.95%5.50%0.35%2.16%0.00%0.00%0.00%0.00%

Drawdowns

WOOPX vs. FTSIX - Drawdown Comparison

The maximum WOOPX drawdown since its inception was -58.15%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for WOOPX and FTSIX.


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Drawdown Indicators


WOOPXFTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-42.12%

-16.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-13.29%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-27.57%

+2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

Current Drawdown

Current decline from peak

-12.30%

-4.50%

-7.80%

Average Drawdown

Average peak-to-trough decline

-8.22%

-7.80%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

3.29%

+1.61%

Volatility

WOOPX vs. FTSIX - Volatility Comparison

JPMorgan SMID Cap Equity Fund (WOOPX) has a higher volatility of 6.32% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that WOOPX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WOOPXFTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

5.75%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

11.27%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

20.15%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

19.14%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

23.49%

-3.34%