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ISIN
US46641Q6561
CUSIP
46641Q656
Issuer
JPMorgan
Inception Date
Dec 31, 1991
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JBALX Performance Chart

JPMorgan Global Allocation Fund Class A (JBALX) is up 4.0% since the beginning of the year. JBALX is currently trading at $50 per share. Investors who bought $1,000 worth of JBALX shares 5 years ago would now be looking at an investment worth $1,534.


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S&P 500 Index

Returns By Period

JPMorgan Global Allocation Fund Class A (JBALX) has returned 3.95% so far this year and 14.87% over the past 12 months. Over the last ten years, JBALX has returned 11.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


JPMorgan Global Allocation Fund Class A

1D
0.91%
1M
1.52%
YTD
3.95%
6M
3.91%
1Y
14.87%
3Y*
15.37%
5Y*
8.94%
10Y*
11.14%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBALX Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2005, JBALX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2011 with a return of +8.0%, while the worst month was Dec 2007 at -9.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JBALX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Dec 18, 2007 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.58%-0.82%-4.65%6.34%2.45%0.32%3.95%
20252.03%0.09%-4.08%0.49%4.77%4.54%1.31%1.21%2.33%1.68%0.19%-0.21%15.00%
20241.91%2.87%2.11%-3.59%3.65%3.19%0.35%2.32%1.73%-1.62%3.84%2.53%20.78%
20234.65%-2.29%2.94%1.55%-0.83%2.88%1.93%-1.26%-3.93%-1.64%7.05%3.97%15.45%
2022-4.57%-2.12%0.32%-7.02%-0.08%-4.93%6.28%-3.35%-7.00%3.94%4.99%-3.31%-16.56%
2021-1.53%1.48%1.74%4.06%0.25%2.40%2.53%1.61%-3.67%4.77%-0.06%2.77%17.28%

Benchmark Metrics

JPMorgan Global Allocation Fund Class A has an annualized alpha of 2.30%, beta of 0.51, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 30, 2005.

  • This fund participated in 64.70% of S&P 500 Index downside but only 62.50% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.51 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
2.30%
Beta
0.51
0.81
Upside Capture
62.50%
Downside Capture
64.70%

Expense Ratio

JBALX has a high expense ratio of 0.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JBALX ranks 34 for risk / return — below 34% 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.


JBALX Risk / Return Rank: 3434
Overall Rank
JBALX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JBALX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JBALX Omega Ratio Rank: 3434
Omega Ratio Rank
JBALX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JBALX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Global Allocation Fund Class A (JBALX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JBALXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.81

2.78

-0.98

Martin ratioReturn relative to average drawdown

7.72

12.44

-4.72

Dividends

Dividend History

JPMorgan Global Allocation Fund Class A provided a 8.51% dividend yield over the last twelve months, with an annual payout of $4.25 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.25$4.25$5.42$0.97$0.75$2.09$1.04$0.86$2.21$1.55$1.33$1.70

Dividend yield

8.51%8.80%11.84%2.28%2.00%4.54%2.54%2.33%7.14%4.69%4.55%5.87%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Global Allocation Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.22$0.00$0.00$0.00$0.22
2025$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$3.59$4.25
2024$0.00$0.00$0.24$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$4.71$5.42
2023$0.00$0.00$0.33$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.22$0.97
2022$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.41$0.75
2021$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$1.77$2.09

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 Class A. 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 Class A was 33.98%, occurring on Mar 9, 2009. Recovery took 747 trading sessions.

The current JPMorgan Global Allocation Fund Class A drawdown is 0.16%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-33.98%Mar 2009
1y 4mo2y 11mo
4y 3moNov 2007 - Feb 2012
COVID crash2020
-22.49%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-21.50%Oct 2022
9mo 20d1y 3mo
2y 1moDec 2021 - Feb 2024
2025 selloff2025
-11.93%Apr 2025
1mo 17d1mo 26d
3mo 13dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-10.93%Dec 2018
3mo 1d2mo 24d
5mo 25dSep 2018 - Mar 2019

Drawdown Indicators


JBALXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.98%

-56.78%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-9.10%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-11.93%

-18.90%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-25.43%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.49%

-33.92%

+11.43%

Current Drawdown

Current decline from peak

-0.16%

-1.80%

+1.64%

Average Drawdown

Average peak-to-trough decline

-5.42%

-10.71%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.03%

-0.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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