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ISIN
US46637K2244
CUSIP
46637K224
Issuer
JPMorgan
Inception Date
Jun 2, 2014
Region
Global (Broad)
Min. Investment
$1,000,000
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

JMSIX Performance Chart

JPMorgan Income Fund Class I (JMSIX) is up 1.1% since the beginning of the year. JMSIX is currently trading at $8 per share. Investors who bought $1,000 worth of JMSIX shares 5 years ago would now be looking at an investment worth $1,143.


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Benchmark

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Returns By Period

JPMorgan Income Fund Class I (JMSIX) has returned 1.12% so far this year and 4.27% over the past 12 months. Over the last ten years, JMSIX has returned 3.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


JPMorgan Income Fund Class I

1D
0.00%
1M
-0.47%
6M
0.74%
YTD
1.12%
1Y
4.27%
3Y*
6.81%
5Y*
2.71%
10Y*
3.76%
ALL TIME*
2.90%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMSIX Monthly Returns History

Based on dividend-adjusted daily data since Nov 7, 2014, JMSIX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2020 with a return of +3.1%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JMSIX closed higher 34% of trading days. The best single day was Mar 26, 2020 with a return of +1.9%, while the worst single day was Mar 19, 2020 at -2.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.38%0.73%-0.78%0.74%0.27%0.25%-0.47%1.12%
20250.98%0.97%0.27%0.39%0.50%1.09%0.15%1.44%0.03%0.38%0.73%0.50%7.68%
20241.04%-0.39%1.05%-0.39%1.24%0.76%1.47%1.22%1.21%-0.55%0.74%0.15%7.78%
20233.00%-1.81%0.94%0.24%-0.76%-0.28%0.95%0.21%-0.89%-0.99%2.97%2.53%6.14%
2022-0.96%-0.86%-0.66%-1.88%-0.34%-3.63%2.84%-1.53%-3.21%0.08%2.05%-0.28%-8.24%
20211.01%0.65%0.12%0.97%0.54%0.12%0.12%0.23%0.00%-0.32%-0.74%0.85%3.59%

Benchmark Metrics

JPMorgan Income Fund Class I has an annualized alpha of 2.37%, beta of 0.05, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since November 07, 2014.

  • This fund participated in 22.73% of S&P 500 Index downside but only 18.73% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.05 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.05 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.37%
Beta
0.05
0.05
Upside Capture
18.73%
Downside Capture
22.73%

Expense Ratio

JMSIX has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JMSIX ranks 87 for risk / return — above 87% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


JMSIX Risk / Return Rank: 8787
Overall Rank
JMSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 9090
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for JPMorgan Income Fund Class I (JMSIX) 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.


JMSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.49

1.25

+0.23

Calmar ratioReturn relative to maximum drawdown

2.89

2.00

+0.89

Martin ratioReturn relative to average drawdown

11.55

8.49

+3.06

Dividends

Dividend History

JPMorgan Income Fund Class I provided a 5.54% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.47$0.51$0.49$0.37$0.39$0.38$0.47$0.49$0.49$0.51$0.04

Dividend yield

5.54%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.04$0.04$0.04$0.00$0.25
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.51
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.49
2023$0.04$0.04$0.04$0.00$0.04$0.04$0.04$0.04$0.04$0.00$0.04$0.04$0.37
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.39
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38

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 Income Fund Class I. 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 Income Fund Class I was 18.40%, occurring on Mar 25, 2020. Recovery took 186 trading sessions.

The current JPMorgan Income Fund Class I drawdown is 0.59%.


Drawdown

Fall

Recovery

Underwater

Related event

-18.40%Mar 2020
20d8mo 27d
9mo 17dMar 2020 - Dec 2020
COVID crash2020
-11.39%Oct 2022
1y 1mo1y 8mo
2y 9moSep 2021 - Jun 2024
Bear market2022
-9.60%Feb 2016
1y 3mo1y 6mo
2y 9moNov 2014 - Aug 2017
-1.64%Apr 2025
7d19d
26dApr 2025 - Apr 2025
2025 selloff2025
-1.62%Mar 2026
24d1mo 11d
2mo 5dMar 2026 - May 2026

Drawdown Indicators


JMSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-56.78%

+38.38%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-9.10%

+7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-2.25%

-18.90%

+16.65%

Max Drawdown (5Y)

Largest decline over 5 years

-11.39%

-25.43%

+14.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

-33.92%

+15.52%

Current Drawdown

Current decline from peak

-0.59%

-1.58%

+0.99%

Average Drawdown

Average peak-to-trough decline

-2.54%

-10.70%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.14%

-1.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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