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ISIN
US4812A31717
CUSIP
4812A3171
Issuer
JPMorgan
Inception Date
Jul 30, 2007
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

JNSSX Performance Chart

JPMorgan SmartRetirement 2025 Fund (JNSSX) is up 4.9% since the beginning of the year. JNSSX is currently trading at $18 per share. Investors who bought $1,000 worth of JNSSX shares 5 years ago would now be looking at an investment worth $1,254.


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S&P 500 Index

Returns By Period

JPMorgan SmartRetirement 2025 Fund (JNSSX) has returned 4.93% so far this year and 14.04% over the past 12 months. Over the last ten years, JNSSX has returned 8.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


JPMorgan SmartRetirement 2025 Fund

1D
0.05%
1M
1.55%
YTD
4.93%
6M
5.47%
1Y
14.04%
3Y*
10.89%
5Y*
4.63%
10Y*
8.19%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNSSX Monthly Returns History

Based on dividend-adjusted daily data since Aug 1, 2007, JNSSX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Dec 2019 with a return of +14.1%, while the worst month was Oct 2008 at -15.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JNSSX closed higher 52% of trading days. The best single day was Dec 16, 2019 with a return of +12.3%, while the worst single day was Oct 15, 2008 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.49%1.41%-3.73%4.22%1.55%0.05%4.93%
20251.80%0.88%-1.75%0.06%2.32%2.85%0.40%1.86%1.77%0.92%0.48%0.25%12.40%
2024-3.02%1.74%2.02%-2.76%2.90%1.26%2.07%1.68%1.60%-2.08%2.23%-2.33%5.15%
20235.35%-2.15%1.99%0.98%-1.03%2.61%1.53%-1.50%-3.18%-1.97%6.03%7.72%16.88%
2022-3.51%-2.18%-0.69%-5.41%0.06%-5.23%4.75%-3.00%-6.32%2.43%5.53%-2.64%-15.77%
2021-0.42%0.94%0.91%2.72%1.00%0.23%0.69%1.03%-2.45%2.71%-1.71%2.64%8.48%

Benchmark Metrics

JPMorgan SmartRetirement 2025 Fund has an annualized alpha of 0.62%, beta of 0.62, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 02, 2007.

  • This fund participated in 73.35% of S&P 500 Index downside but only 65.66% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.62 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
0.62%
Beta
0.62
0.85
Upside Capture
65.66%
Downside Capture
73.35%

Expense Ratio

JNSSX has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

JNSSX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JNSSX Risk / Return Rank: 5858
Overall Rank
JNSSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JNSSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
JNSSX Omega Ratio Rank: 6161
Omega Ratio Rank
JNSSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
JNSSX Martin Ratio Rank: 5959
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 SmartRetirement 2025 Fund (JNSSX) and compare them to S&P 500 Index.


JNSSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.39

-0.12

Sortino ratio

Return per unit of downside risk

3.28

3.25

+0.02

Omega ratio

Gain probability vs. loss probability

1.44

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

2.67

3.11

-0.45

Martin ratio

Return relative to average drawdown

11.70

14.38

-2.68

Dividends

Dividend History

JPMorgan SmartRetirement 2025 Fund provided a 6.91% dividend yield over the last twelve months, with an annual payout of $1.27 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.27$1.27$0.77$0.47$1.04$2.30$0.88$4.32$0.99$0.77$0.51$0.55

Dividend yield

6.91%7.25%4.61%2.83%7.11%12.43%4.59%23.92%5.71%3.96%2.92%3.22%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan SmartRetirement 2025 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$1.27$1.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.04$1.04
2021$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$2.10$2.30

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 SmartRetirement 2025 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 SmartRetirement 2025 Fund was 46.46%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.46%Mar 2009
1y 4mo1y 10mo
3y 2moNov 2007 - Jan 2011
COVID crash2020
-22.07%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-20.88%Oct 2022
11mo 10d1y 8mo
2y 7moNov 2021 - Jun 2024
2011 correction2011
-17.51%Oct 2011
5mo 4d5mo
10mo 4dMay 2011 - Mar 2012
2016 correction2016
-13.29%Feb 2016
9mo 20d6mo
1y 3moApr 2015 - Aug 2016

Drawdown Indicators


JNSSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.46%

-56.78%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-9.10%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-7.42%

-18.90%

+11.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

-25.43%

+4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-22.07%

-33.92%

+11.85%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.90%

-10.72%

+4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.97%

-0.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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