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ISIN
US4812A13087
CUSIP
4812A1308
Issuer
JPMorgan
Inception Date
Feb 28, 2003
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

JIISX Performance Chart

JPMorgan U.S. Sustainable Leaders Fund (JIISX) is up 5.7% since the beginning of the year. JIISX is currently trading at $85 per share. Investors who bought $1,000 worth of JIISX shares 5 years ago would now be looking at an investment worth $1,741.


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S&P 500 Index

Returns By Period

JPMorgan U.S. Sustainable Leaders Fund (JIISX) has returned 5.67% so far this year and 20.74% over the past 12 months. Over the last decade, JIISX has posted an annualized return of 14.53%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


JPMorgan U.S. Sustainable Leaders Fund

1D
1.18%
1M
1.08%
YTD
5.67%
6M
5.34%
1Y
20.74%
3Y*
18.67%
5Y*
11.73%
10Y*
14.53%

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)

JIISX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2003, JIISX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2011 with a return of +12.2%, while the worst month was Oct 2008 at -18.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JIISX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.24%-1.84%-5.81%11.07%3.83%-0.65%5.67%
20252.25%-1.77%-6.04%-1.52%6.71%5.13%1.98%2.16%2.79%2.25%-0.33%0.48%14.34%
20241.96%5.44%3.47%-3.70%5.38%3.95%0.92%2.16%2.01%-1.13%6.24%-3.12%25.57%
20237.11%-2.24%2.23%0.45%0.46%6.39%2.74%-0.71%-5.12%-1.56%9.35%4.65%25.31%
2022-6.65%-4.11%1.68%-8.09%-0.71%-7.82%10.23%-4.99%-8.82%7.44%6.86%-6.13%-21.20%
2021-0.72%4.20%5.13%3.85%0.85%2.58%2.83%3.13%-5.21%8.36%-1.20%4.15%30.95%

Benchmark Metrics

JPMorgan U.S. Sustainable Leaders Fund has an annualized alpha of 1.35%, beta of 1.01, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since February 28, 2003.

  • This fund captured 108.34% of S&P 500 Index gains and 101.60% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.01 and R2 of 0.97, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.35%
Beta
1.01
0.97
Upside Capture
108.34%
Downside Capture
101.60%

Expense Ratio

JIISX has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JIISX ranks 32 for risk / return — below 32% 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.


JIISX Risk / Return Rank: 3232
Overall Rank
JIISX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JIISX Sortino Ratio Rank: 3333
Sortino Ratio Rank
JIISX Omega Ratio Rank: 3535
Omega Ratio Rank
JIISX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JIISX Martin Ratio Rank: 3232
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 U.S. Sustainable Leaders Fund (JIISX) 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.


JIISXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.70

2.78

-1.08

Martin ratioReturn relative to average drawdown

6.78

12.44

-5.65

Dividends

Dividend History

JPMorgan U.S. Sustainable Leaders Fund provided a 9.34% dividend yield over the last twelve months, with an annual payout of $7.96 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.96$7.96$0.58$0.61$0.61$2.55$0.90$3.18$3.24$2.80$0.44$0.64

Dividend yield

9.34%9.87%0.75%0.98%1.21%3.96%1.76%7.31%9.03%6.83%1.22%1.94%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan U.S. Sustainable Leaders Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.96$7.96
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.55$2.55

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 U.S. Sustainable Leaders 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 U.S. Sustainable Leaders Fund was 59.25%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.

The current JPMorgan U.S. Sustainable Leaders Fund drawdown is 1.16%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.25%Mar 2009
1y 7mo3y 11mo
5y 7moJul 2007 - Feb 2013
COVID crash2020
-32.26%Mar 2020
1mo 4d4mo 15d
5mo 19dFeb 2020 - Aug 2020
Bear market2022
-27.83%Oct 2022
9mo 18d1y 3mo
2y 20dDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-20.23%Dec 2018
3mo 1d4mo 6d
7mo 7dSep 2018 - Apr 2019
2025 selloff2025
-19.57%Apr 2025
4mo 4d2mo 24d
6mo 28dDec 2024 - Jul 2025

Drawdown Indicators


JIISXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.25%

-56.78%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-9.10%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.57%

-18.90%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-25.43%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.26%

-33.92%

+1.66%

Current Drawdown

Current decline from peak

-1.16%

-1.80%

+0.64%

Average Drawdown

Average peak-to-trough decline

-8.73%

-10.71%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.03%

+0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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