- ISIN
- US48121L6920
- CUSIP
- 48121L692
- Issuer
- JPMorgan
- Inception Date
- May 30, 2011
- Category
- Global Allocation
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GAOSX Performance Chart
JPMorgan Global Allocation Fund (GAOSX) is up 6.2% since the beginning of the year. GAOSX is currently trading at $22 per share. Investors who bought $1,000 worth of GAOSX shares 5 years ago would now be looking at an investment worth $1,251.
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Returns By Period
JPMorgan Global Allocation Fund (GAOSX) has returned 6.21% so far this year and 16.62% over the past 12 months. Over the last ten years, GAOSX has returned 7.40% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
JPMorgan Global Allocation Fund
- 1D
- 0.41%
- 1M
- 3.44%
- YTD
- 6.21%
- 6M
- 6.81%
- 1Y
- 16.62%
- 3Y*
- 12.33%
- 5Y*
- 4.58%
- 10Y*
- 7.40%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
GAOSX Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2013, GAOSX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +10.1%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GAOSX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Mar 16, 2020 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.32% | 1.25% | -6.61% | 6.41% | 2.55% | 0.59% | 6.21% | ||||||
| 2025 | 2.67% | 0.38% | -2.65% | 0.49% | 3.30% | 4.10% | -0.46% | 2.60% | 2.23% | 0.76% | -0.00% | 0.79% | 14.96% |
| 2024 | -0.36% | 2.88% | 2.39% | -3.64% | 3.26% | 1.84% | 1.44% | 2.24% | 1.81% | -3.03% | 2.93% | -3.45% | 8.21% |
| 2023 | 5.89% | -3.50% | 3.05% | 0.50% | -1.89% | 2.89% | 2.04% | -2.59% | -4.22% | -1.74% | 7.54% | 5.16% | 13.02% |
| 2022 | -3.98% | -2.52% | -0.41% | -6.68% | -0.11% | -6.39% | 3.79% | -3.70% | -6.24% | 3.02% | 6.22% | -2.41% | -18.59% |
| 2021 | -0.05% | 1.50% | 0.43% | 3.21% | 1.38% | -0.20% | 0.69% | 1.02% | -3.28% | 3.54% | -2.28% | 3.43% | 9.54% |
Benchmark Metrics
JPMorgan Global Allocation Fund has an annualized alpha of -0.17%, beta of 0.55, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 02, 2013.
- This fund participated in 73.80% of S&P 500 Index downside but only 58.81% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.17%
- Beta
- 0.55
- R²
- 0.86
- Upside Capture
- 58.81%
- Downside Capture
- 73.80%
Expense Ratio
GAOSX has an expense ratio of 0.77%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GAOSX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and compare them to S&P 500 Index.
| GAOSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.24 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.07 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.93 | -1.07 |
Martin ratioReturn relative to average drawdown | 7.72 | 13.52 | -5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
JPMorgan Global Allocation Fund provided a 9.77% dividend yield over the last twelve months, with an annual payout of $2.17 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.17 | $2.16 | $0.51 | $0.00 | $0.83 | $2.22 | $0.37 | $0.51 | $0.46 | $0.59 | $0.46 | $0.19 |
Dividend yield | 9.77% | 10.23% | 2.52% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.13 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.69 | $2.16 |
| 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 | $2.06 | $2.22 |
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 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. Recovery took 438 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.98%Oct 2022 | 11mo 9d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
COVID crash2020 | -23.69%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -13.42%Dec 2018 | 10mo 29d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 |
2016 correction2016 | -13.14%Feb 2016 | 10mo 4d | 10mo 6d | 1y 8moApr 2015 - Dec 2016 |
2025 selloff2025 | -10.84%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 |
Drawdown Indicators
| GAOSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -56.78% | +31.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.10% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -10.84% | -18.90% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -25.43% | +0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | -33.92% | +8.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -10.72% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.97% | +0.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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