See what your fund actually adds
VY® JPMorgan Mid Cap Value Portfolio Class A IJMAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IJMAX | Replication |
|---|---|---|
| Annualized growth | 6.1% | 8.7% |
| Annualized volatility | 15.8% | 15.8% |
| Sharpe ratio | 0.45 | 0.60 |
| Maximum drawdown | 19.2% | 19.3% |
| Replication fit (R²) | 0.98 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model IJMAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOE | Mid-Cap · Value | 48.9% |
| VBR | Small-Cap · Value | 21.4% |
| XLF | Sector · Financials | 12.7% |
| IJH | US Mid Cap | 10.1% |
| XLP | Sector · Cons Staples | 7.0% |