WTV vs. VGRIX
Compare and contrast key facts about WisdomTree US Value ETF (WTV) and JPMorgan U.S. Value Fund (VGRIX).
WTV is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. LargeCap Value Index. It was launched on Feb 23, 2007. VGRIX is managed by JPMorgan Chase. It was launched on Sep 23, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTV or VGRIX.
Key characteristics
| WTV | VGRIX | |
|---|---|---|
| YTD Return | 27.66% | 21.32% |
| 1Y Return | 45.26% | 33.16% |
| 3Y Return (Ann) | 13.17% | 8.21% |
| 5Y Return (Ann) | 15.47% | 11.05% |
| 10Y Return (Ann) | 12.52% | 7.56% |
| Sharpe Ratio | 3.28 | 3.04 |
| Sortino Ratio | 4.56 | 4.34 |
| Omega Ratio | 1.59 | 1.57 |
| Calmar Ratio | 6.36 | 4.49 |
| Martin Ratio | 19.23 | 21.92 |
| Ulcer Index | 2.29% | 1.46% |
| Daily Std Dev | 13.41% | 10.55% |
| Max Drawdown | -61.95% | -67.22% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between WTV and VGRIX is 0.81, 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.
Performance
WTV vs. VGRIX - Performance Comparison
In the year-to-date period, WTV achieves a 27.66% return, which is significantly higher than VGRIX's 21.32% return. Over the past 10 years, WTV has outperformed VGRIX with an annualized return of 12.52%, while VGRIX has yielded a comparatively lower 7.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WTV vs. VGRIX - Expense Ratio Comparison
WTV has a 0.12% expense ratio, which is lower than VGRIX's 0.94% expense ratio.
Risk-Adjusted Performance
WTV vs. VGRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and JPMorgan U.S. Value Fund (VGRIX). 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.
Dividends
WTV vs. VGRIX - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.52%, more than VGRIX's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTV WisdomTree US Value ETF | 1.52% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 1.38% | 1.30% | 1.57% | 1.20% | 1.17% |
VGRIX JPMorgan U.S. Value Fund | 1.16% | 1.39% | 1.25% | 0.94% | 1.29% | 1.44% | 1.80% | 1.16% | 1.29% | 1.31% | 1.20% | 1.04% |
Drawdowns
WTV vs. VGRIX - Drawdown Comparison
The maximum WTV drawdown since its inception was -61.95%, smaller than the maximum VGRIX drawdown of -67.22%. Use the drawdown chart below to compare losses from any high point for WTV and VGRIX. For additional features, visit the drawdowns tool.
Volatility
WTV vs. VGRIX - Volatility Comparison
WisdomTree US Value ETF (WTV) has a higher volatility of 4.93% compared to JPMorgan U.S. Value Fund (VGRIX) at 4.10%. This indicates that WTV's price experiences larger fluctuations and is considered to be riskier than VGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.