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WTV vs. VGRIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WTV vs. VGRIX

Last updated Jun 23, 2026

WTV (WisdomTree U.S. Value Fund) and VGRIX (JPMorgan U.S. Value Fund) are both funds - WTV is a Mid Cap Value Equities fund actively managed by WisdomTree, while VGRIX is a Large Cap Value Equities fund managed by JPMorgan. Over the past 5 years, WTV returned 13.53%/yr vs 11.65%/yr for VGRIX. Their correlation of 0.89 suggests significant overlap in exposure. WTV charges 0.12%/yr vs 0.94%/yr for VGRIX.

Performance

WTV vs. VGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Value Fund (WTV) and JPMorgan U.S. Value Fund (VGRIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTV achieves a 9.70% return, which is significantly lower than VGRIX's 11.89% return.

WTV

1D
0.22%
1M
-0.07%
YTD
9.70%
6M
8.81%
1Y
23.03%
3Y*
21.15%
5Y*
13.53%
10Y*
—

VGRIX

1D
0.35%
1M
3.19%
YTD
11.89%
6M
11.14%
1Y
24.61%
3Y*
16.17%
5Y*
11.65%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTV vs. VGRIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WTV
WisdomTree U.S. Value Fund		9.70%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.58%
VGRIX
JPMorgan U.S. Value Fund		11.89%13.64%16.17%9.18%-2.56%26.83%4.27%27.84%-7.71%1.15%

Correlation

The correlation between WTV and VGRIX is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

0.89

The correlation between WTV and VGRIX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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WisdomTree U.S. Value Fund

JPMorgan U.S. Value Fund

Often compared with WTV:
WTV vs. VTVWTV vs. VOOWTV vs. SCHDWTV vs. IUSVWTV vs. VLUWTV vs. OMFLWTV vs. SPYV
Often compared with VGRIX:
VGRIX vs. VIVIXVGRIX vs. PEYAXVGRIX vs. VEIPXVGRIX vs. QQQVGRIX vs. VTVVGRIX vs. DGROVGRIX vs. SCHD

Return for Risk

WTV vs. VGRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTV
WTV Risk / Return Rank: 6262
Overall Rank
WTV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 6363
Sortino Ratio Rank
WTV Omega Ratio Rank: 5858
Omega Ratio Rank
WTV Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTV Martin Ratio Rank: 6161
Martin Ratio Rank
VGRIX
VGRIX Risk / Return Rank: 7373
Overall Rank
VGRIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VGRIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VGRIX Omega Ratio Rank: 6666
Omega Ratio Rank
VGRIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VGRIX Martin Ratio Rank: 7373
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.

WTV vs. VGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Value Fund (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.

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.

WTVVGRIXDifference
Sharpe ratioReturn per unit of total volatility
1.94
2.31

-0.36

Sortino ratioReturn per unit of downside risk
2.83
3.29

-0.47

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

3.24

3.33

-0.09

Martin ratioReturn relative to average drawdown

10.49

12.98

-2.49

WTV vs. VGRIX - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 1.94, which is comparable to the VGRIX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of WTV and VGRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WTV vs. VGRIX - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, smaller than the maximum VGRIX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for WTV and VGRIX.

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Drawdown Indicators

WTVVGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-58.30%

+16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-7.48%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-14.47%

-4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-15.36%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.59%

—

Current Drawdown

Current decline from peak

-1.87%

-0.56%

-1.31%

Average Drawdown

Average peak-to-trough decline

-5.03%

-7.82%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.91%

+0.29%

Volatility

WTV vs. VGRIX - Volatility Comparison

WisdomTree U.S. Value Fund (WTV) has a higher volatility of 3.64% compared to JPMorgan U.S. Value Fund (VGRIX) at 3.30%. 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.

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Volatility by Period

WTVVGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.30%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

8.25%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

10.78%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

14.42%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

17.34%

+2.83%

WTV vs. VGRIX - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is lower than VGRIX's 0.94% expense ratio.

Dividends

WTV vs. VGRIX - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.66%, less than VGRIX's 4.65% yield.

PositionTTM20252024202320222021202020192018201720162015
VGRIX
JPMorgan U.S. Value Fund		4.65%5.20%4.20%1.39%1.49%2.74%2.46%3.43%6.70%5.30%6.18%7.23%
WTV
WisdomTree U.S. Value Fund		1.66%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%0.00%

Frequently Asked Questions

WTV and VGRIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTV has higher volatility (3.64%) compared to VGRIX (3.30%). In terms of maximum drawdown, WTV dropped -42.18% vs VGRIX's -58.30%.

VGRIX currently has the higher Sharpe Ratio (2.31 vs 1.94), 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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