WTV vs. VGRIX

Last updated Jun 3, 2026

WTV (WisdomTree US Value ETF) and VGRIX (JPMorgan U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, WTV returned 13.53%/yr vs 9.97%/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 US Value ETF (WTV) and JPMorgan U.S. Value Fund (VGRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTV achieves a 11.58% return, which is significantly higher than VGRIX's 8.56% return.

WTV

• 1D: 0.00%
• 1M: 4.73%
• YTD: 11.58%
• 6M: 13.73%
• 1Y: 25.80%
• 3Y*: 22.74%
• 5Y*: 13.53%
• 10Y*: —

VGRIX

• 1D: -0.32%
• 1M: 0.74%
• YTD: 8.56%
• 6M: 10.55%
• 1Y: 22.14%
• 3Y*: 15.93%
• 5Y*: 9.97%
• 10Y*: 11.96%

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

WTV vs. VGRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTV WisdomTree US Value ETF	11.58%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-8.29%	1.14%
VGRIX JPMorgan U.S. Value Fund	8.56%	13.64%	16.17%	9.18%	-2.56%	26.83%	4.27%	27.84%	-7.71%	0.41%

Correlation

The correlation between WTV and VGRIX is 0.85, 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	0.85
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 18, 2017	0.89

The correlation between WTV and VGRIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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: 67
WTV Sharpe Ratio Rank: 65
WTV Sortino Ratio Rank: 70
WTV Omega Ratio Rank: 64
WTV Calmar Ratio Rank: 71
WTV Martin Ratio Rank: 64

VGRIX

VGRIX Risk / Return Rank: 55
VGRIX Sharpe Ratio Rank: 52
VGRIX Sortino Ratio Rank: 53
VGRIX Omega Ratio Rank: 49
VGRIX Calmar Ratio Rank: 61
VGRIX 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.

WTV vs. VGRIX - Risk-Adjusted Trends 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.

	WTV	VGRIX	Difference
Sharpe ratio Return per unit of total volatility	2.20	2.14	+0.06
Sortino ratio Return per unit of downside risk	3.22	3.07	+0.15
Omega ratio Gain probability vs. loss probability	1.39	1.38	+0.01
Calmar ratio Return relative to maximum drawdown	3.63	3.01	+0.62
Martin ratio Return relative to average drawdown	11.86	11.78	+0.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTV vs. VGRIX - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 2.20, which is comparable to the VGRIX Sharpe Ratio of 2.14. 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.

Sharpe Ratios by Period

	WTV	VGRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	2.14	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.70	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.65	+0.03

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.

Drawdown Indicators

	WTV	VGRIX	Difference
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	0.00%	-0.49%	+0.49%
Average Drawdown Average peak-to-trough decline	-5.06%	-7.83%	+2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	1.91%	+0.28%

Volatility

WTV vs. VGRIX - Volatility Comparison

WisdomTree US Value ETF (WTV) has a higher volatility of 2.95% compared to JPMorgan U.S. Value Fund (VGRIX) at 2.43%. 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.

Volatility by Period

	WTV	VGRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.43%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	7.83%	7.99%	-0.16%
Volatility (1Y) Calculated over the trailing 1-year period	11.78%	10.50%	+1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.08%	14.40%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	17.33%	+2.87%

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 1.63%, less than VGRIX's 4.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGRIX JPMorgan U.S. Value Fund	4.79%	5.20%	4.20%	1.39%	1.49%	2.74%	2.46%	3.43%	6.70%	5.30%	6.18%	7.23%
WTV WisdomTree US Value ETF	1.63%	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

Can I hold both WTV and VGRIX in my portfolio?

WTV and VGRIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTV or VGRIX?

WTV has higher volatility (2.95%) compared to VGRIX (2.43%). In terms of maximum drawdown, WTV dropped -42.18% vs VGRIX's -58.30%.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (2.20 vs 2.14), 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.