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
| ISIN | US48121L6920 |
|---|---|
| CUSIP | 48121L692 |
| Issuer | JPMorgan Chase |
| Inception Date | May 30, 2011 |
| Category | Global Allocation |
| Min. Investment | $1,000,000 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
GAOSX has a high expense ratio of 0.77%, indicating higher-than-average management fees.
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 had a return of 3.91% year-to-date (YTD) and 11.42% in the last 12 months. Over the past 10 years, JPMorgan Global Allocation Fund had an annualized return of 5.37%, while the S&P 500 had an annualized return of 10.71%, indicating that JPMorgan Global Allocation Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.91% | 8.76% |
| 1 month | -0.45% | -0.28% |
| 6 months | 13.26% | 18.36% |
| 1 year | 11.42% | 25.94% |
| 5 years (annualized) | 5.50% | 12.51% |
| 10 years (annualized) | 5.37% | 10.71% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.16% | 2.88% | 2.39% | -3.64% | ||||||||
| 2023 | -1.74% | 7.54% | 4.94% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GAOSX is 43, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
GAOSX (JPMorgan Global Allocation Fund)
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 granted a 0.51% dividend yield in the last twelve months. The annual payout for that period amounted to $0.10 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.00 | $0.83 | $2.22 | $0.37 | $0.51 | $0.46 | $0.59 | $0.46 | $0.19 | $0.97 | $0.60 |
Dividend yield | 0.51% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% | 5.92% | 3.63% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | ||||||||
| 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 |
| 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 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $2.06 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 |
| 2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.26 |
| 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 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 |
| 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 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2014 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.84 |
| 2013 | $0.14 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.43 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 24.98%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current JPMorgan Global Allocation Fund drawdown is 5.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.98% | 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 |
| -13.14% | Apr 13, 2015 | 212 | Feb 11, 2016 | 212 | Dec 13, 2016 | 424 |
| -6.15% | Sep 8, 2014 | 29 | Oct 16, 2014 | 26 | Nov 21, 2014 | 55 |
Volatility
Volatility Chart
The current JPMorgan Global Allocation Fund volatility is 3.07%, 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.