JPMorgan Global Allocation Fund (GAOSX)
The fund has significant flexibility to invest in a broad range of equity, fixed income and alternative asset classes in the U.S. and other markets throughout the world, both developed and emerging. The adviser uses a flexible asset allocation approach in constructing the fund's portfolio. Under normal circumstances, it will invest at least 40% of its total assets in countries other than the United States (Non-U.S. Countries) unless the adviser determines, in its sole discretion, that conditions are not favorable.
Fund Info
US48121L6920
48121L692
May 30, 2011
$1,000,000
Large-Cap
Blend
Expense Ratio
GAOSX has an expense ratio of 0.77%, placing it in the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan Global Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
JPMorgan Global Allocation Fund (GAOSX) returned 1.52% year-to-date (YTD) and 5.95% over the past 12 months. Over the past 10 years, GAOSX returned 4.13% annually, underperforming the S&P 500 benchmark at 10.43%.
GAOSX
1.52%
9.12%
-1.85%
5.95%
5.44%
4.13%
^GSPC (Benchmark)
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
Monthly Returns
The table below presents the monthly returns of GAOSX, 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 | 2.67% | 0.38% | -2.65% | 0.49% | 0.69% | 1.52% | |||||||
| 2024 | -0.16% | 2.88% | 2.39% | -3.64% | 3.26% | 1.84% | 1.44% | 2.24% | 1.81% | -3.03% | 2.93% | -3.45% | 8.44% |
| 2023 | 5.89% | -3.50% | 3.05% | 0.50% | -1.89% | 2.89% | 2.04% | -2.59% | -4.22% | -1.74% | 7.54% | 4.94% | 12.79% |
| 2022 | -3.98% | -2.52% | -0.41% | -6.68% | -0.11% | -6.39% | 3.79% | -3.70% | -6.24% | 3.02% | 6.22% | -2.40% | -18.59% |
| 2021 | -0.05% | 1.50% | 0.42% | 3.21% | 1.38% | -0.20% | 0.69% | 1.02% | -3.28% | 3.54% | -2.28% | -4.52% | 1.13% |
| 2020 | -0.57% | -4.20% | -11.27% | 6.30% | 3.80% | 2.62% | 4.64% | 3.92% | -2.41% | -1.32% | 10.06% | 4.07% | 14.79% |
| 2019 | 4.26% | 1.40% | 1.07% | 1.91% | -2.95% | 4.10% | 0.16% | -0.48% | 0.40% | 1.56% | 1.32% | 2.62% | 16.27% |
| 2018 | 4.71% | -3.17% | -0.90% | -0.80% | -0.32% | -0.47% | 1.47% | 0.81% | -0.30% | -4.56% | 0.96% | -3.07% | -5.81% |
| 2017 | 1.76% | 2.15% | 0.85% | 1.57% | 1.94% | 0.50% | 2.08% | 0.16% | 1.10% | 1.57% | 1.34% | -0.64% | 15.31% |
| 2016 | -3.36% | -0.97% | 4.22% | 1.38% | 0.37% | -0.08% | 3.10% | 0.60% | 0.37% | -1.44% | -0.12% | 1.51% | 5.51% |
| 2015 | 0.43% | 3.78% | 0.22% | -0.71% | 0.95% | -2.14% | 1.98% | -4.24% | -2.64% | 4.36% | -0.36% | -1.93% | -0.66% |
| 2014 | -2.24% | 3.28% | -0.04% | -0.12% | 1.68% | 1.98% | -1.51% | 2.13% | -2.31% | 1.90% | 1.22% | -4.56% | 1.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GAOSX is 56, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
JPMorgan Global Allocation Fund provided a 2.58% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.51 | $0.00 | $0.83 | $0.42 | $0.22 | $0.51 | $0.46 | $0.30 | $0.46 | $0.17 | $0.41 |
Dividend yield | 2.58% | 2.53% | 0.01% | 4.86% | 1.94% | 1.01% | 2.65% | 2.71% | 1.62% | 2.77% | 1.04% | 2.49% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Global Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | |||||||
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.06 | $0.51 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.68 | $0.83 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.26 | $0.42 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.26 | $0.51 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.26 | $0.46 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.30 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.20 | $0.46 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.17 |
| 2014 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.29 | $0.41 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Global Allocation Fund. 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 JPMorgan Global Allocation Fund was 30.74%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current JPMorgan Global Allocation Fund drawdown is 7.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.74% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -23.69% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -13.41% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -13.24% | Apr 13, 2015 | 212 | Feb 11, 2016 | 226 | Jan 4, 2017 | 438 |
| -6.64% | Nov 28, 2014 | 26 | Jan 6, 2015 | 51 | Mar 20, 2015 | 77 |
Volatility
Volatility Chart
The current JPMorgan Global Allocation Fund volatility is 5.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.