JP Morgan Moderate

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

JP Morgan Moderate

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ICSH iShares Ultra Short-Term Bond ETF	Money Market, Actively Managed	2%
JCMAX JPMorgan Mid Cap Equity Fund Class A	Mid Cap Blend Equities	4.10%
JEMSX JPMorgan Emerging Markets Equity Fund Class I	Emerging Markets Equities	3%
JMUEX JPMorgan U.S. Equity Fund	Large Cap Blend Equities	35.10%
VSEAX JPMorgan Small Cap Equity Fund	Small Cap Blend Equities	2.10%
VSIEX JPMorgan International Equity Fund	Foreign Large Cap Equities	14.70%
WOBDX JPMorgan Core Bond Fund	Intermediate Core Bond	39%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 13, 2013, corresponding to the inception date of ICSH

Returns By Period

As of May 11, 2025, the JP Morgan Moderate returned 1.48% Year-To-Date and 3.98% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
JP Morgan Moderate	1.48%	5.22%	-3.45%	4.27%	5.43%	3.98%
Portfolio components:
VSIEX JPMorgan International Equity Fund	14.00%	10.03%	9.84%	8.48%	9.76%	4.65%
JEMSX JPMorgan Emerging Markets Equity Fund Class I	8.07%	12.79%	2.85%	6.61%	4.79%	4.57%
ICSH iShares Ultra Short-Term Bond ETF	1.72%	0.43%	2.38%	5.38%	2.94%	2.37%
WOBDX JPMorgan Core Bond Fund	2.35%	0.89%	1.52%	5.83%	-0.48%	1.44%
VSEAX JPMorgan Small Cap Equity Fund	-6.74%	9.49%	-21.64%	-10.62%	-1.19%	-1.07%
JCMAX JPMorgan Mid Cap Equity Fund Class A	-2.95%	8.94%	-10.53%	-0.44%	6.86%	2.71%
JMUEX JPMorgan U.S. Equity Fund	-4.32%	7.20%	-12.68%	1.37%	10.02%	5.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JP Morgan Moderate, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.10%	0.53%	-2.20%	0.24%	0.85%								1.48%
2024	0.19%	2.58%	2.42%	-3.19%	3.31%	1.36%	2.05%	1.83%	1.61%	-2.14%	2.85%	-5.04%	7.69%
2023	5.66%	-2.30%	2.44%	0.97%	-0.71%	3.20%	1.72%	-1.77%	-3.60%	-1.91%	6.77%	4.09%	14.91%
2022	-4.10%	-2.07%	-0.17%	-6.09%	0.14%	-5.06%	5.22%	-3.47%	-6.67%	2.95%	6.49%	-4.79%	-17.19%
2021	-0.71%	1.11%	0.96%	3.50%	0.66%	0.66%	1.63%	1.42%	-3.13%	3.92%	-1.18%	-2.76%	5.97%
2020	0.66%	-3.50%	-8.03%	7.82%	3.25%	2.37%	4.19%	3.44%	-1.98%	-1.21%	7.61%	-0.20%	14.10%
2019	5.55%	1.81%	1.66%	2.52%	-2.82%	4.52%	0.23%	-0.01%	0.67%	1.42%	1.81%	-1.51%	16.73%
2018	3.17%	-3.16%	-0.97%	-0.05%	0.78%	-0.26%	2.03%	1.00%	0.18%	-5.18%	1.55%	-8.30%	-9.40%
2017	2.01%	1.87%	0.76%	1.30%	1.47%	0.01%	1.70%	0.33%	1.20%	1.48%	1.40%	-2.05%	12.03%
2016	-3.25%	-0.59%	4.49%	0.80%	0.94%	-0.14%	2.95%	0.41%	0.37%	-1.25%	0.85%	-0.95%	4.51%
2015	-0.19%	3.04%	-0.45%	0.47%	0.92%	-1.52%	0.74%	-3.96%	-1.81%	4.45%	-0.15%	-3.49%	-2.25%
2014	-1.82%	3.14%	0.05%	0.28%	1.78%	1.23%	-0.93%	2.12%	-1.74%	1.50%	1.31%	-3.92%	2.82%

Expense Ratio

JP Morgan Moderate has an expense ratio of 0.60%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VSEAX

JPMorgan Small Cap Equity Fund

JCMAX

JPMorgan Mid Cap Equity Fund Class A

JEMSX

JPMorgan Emerging Markets Equity Fund Class I

VSIEX

JPMorgan International Equity Fund

JMUEX

JPMorgan U.S. Equity Fund

WOBDX

JPMorgan Core Bond Fund

ICSH

iShares Ultra Short-Term Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JP Morgan Moderate is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VSIEX JPMorgan International Equity Fund	0.52	0.86	1.11	0.73	1.82
JEMSX JPMorgan Emerging Markets Equity Fund Class I	0.38	0.63	1.08	0.17	1.36
ICSH iShares Ultra Short-Term Bond ETF	11.73	27.29	6.12	65.44	356.73
WOBDX JPMorgan Core Bond Fund	1.09	1.61	1.19	0.47	2.73
VSEAX JPMorgan Small Cap Equity Fund	-0.45	-0.45	0.93	-0.21	-0.77
JCMAX JPMorgan Mid Cap Equity Fund Class A	-0.01	0.17	1.02	0.02	0.06
JMUEX JPMorgan U.S. Equity Fund	0.08	0.28	1.04	0.09	0.26

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JP Morgan Moderate Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.40
5-Year: 0.49
10-Year: 0.37
All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of JP Morgan Moderate compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

JP Morgan Moderate provided a 2.34% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.34%	2.39%	2.20%	1.90%	1.36%	1.42%	1.98%	2.01%	1.67%	1.66%	1.63%	1.87%
Portfolio components:
VSIEX JPMorgan International Equity Fund	2.68%	3.06%	2.23%	2.66%	2.02%	1.16%	3.03%	2.55%	1.63%	1.78%	1.94%	2.66%
JEMSX JPMorgan Emerging Markets Equity Fund Class I	1.30%	1.41%	1.45%	0.37%	0.46%	0.09%	0.76%	0.87%	0.39%	0.66%	0.68%	1.06%
ICSH iShares Ultra Short-Term Bond ETF	4.97%	5.24%	4.78%	1.66%	0.42%	1.21%	2.61%	2.20%	1.36%	0.88%	0.54%	0.46%
WOBDX JPMorgan Core Bond Fund	4.00%	3.96%	3.49%	2.68%	2.07%	2.36%	2.77%	2.80%	2.66%	2.47%	2.34%	2.53%
VSEAX JPMorgan Small Cap Equity Fund	0.23%	0.22%	0.78%	0.00%	0.00%	0.11%	0.30%	0.15%	0.21%	0.26%	0.36%	0.19%
JCMAX JPMorgan Mid Cap Equity Fund Class A	0.24%	0.24%	0.31%	0.24%	0.00%	0.14%	0.60%	0.31%	0.00%	0.10%	0.07%	0.11%
JMUEX JPMorgan U.S. Equity Fund	0.67%	0.67%	0.96%	1.16%	0.68%	0.83%	0.99%	1.29%	0.99%	1.11%	1.12%	1.26%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the JP Morgan Moderate. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JP Morgan Moderate was 25.58%, occurring on Oct 14, 2022. Recovery took 480 trading sessions.

The current JP Morgan Moderate drawdown is 4.27%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.58%	Nov 8, 2021	236	Oct 14, 2022	480	Sep 13, 2024	716
-20.97%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-15.69%	Jan 29, 2018	229	Dec 24, 2018	185	Sep 19, 2019	414
-12.67%	Apr 27, 2015	202	Feb 11, 2016	208	Dec 7, 2016	410
-11.5%	Dec 9, 2024	82	Apr 8, 2025	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 3.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	ICSH	WOBDX	JEMSX	VSIEX	VSEAX	JCMAX	JMUEX	Portfolio
^GSPC	1.00	0.05	-0.12	0.69	0.78	0.84	0.91	0.98	0.94
ICSH	0.05	1.00	0.23	0.05	0.07	0.04	0.04	0.04	0.09
WOBDX	-0.12	0.23	1.00	-0.07	-0.05	-0.12	-0.11	-0.13	0.06
JEMSX	0.69	0.05	-0.07	1.00	0.78	0.61	0.66	0.68	0.76
VSIEX	0.78	0.07	-0.05	0.78	1.00	0.70	0.74	0.76	0.87
VSEAX	0.84	0.04	-0.12	0.61	0.70	1.00	0.94	0.84	0.84
JCMAX	0.91	0.04	-0.11	0.66	0.74	0.94	1.00	0.91	0.90
JMUEX	0.98	0.04	-0.13	0.68	0.76	0.84	0.91	1.00	0.95
Portfolio	0.94	0.09	0.06	0.76	0.87	0.84	0.90	0.95	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

JP Morgan Moderate

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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