JPMorgan Diversified Fund (JPDVX)

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JPMorgan Diversified Fund (JPDVX) is up 4.4% since the beginning of the year. JPDVX is currently trading at $16 per share. Investors who bought $1,000 worth of JPDVX shares 5 years ago would now be looking at an investment worth $1,199.

JPMorgan Diversified Fund (JPDVX) has returned 4.44% so far this year and 14.31% over the past 12 months. Over the last ten years, JPDVX has returned 8.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Sep 10, 1993, JPDVX's average daily return is +0.06%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2008 with a return of +283.5%, while the worst month was Oct 2008 at -12.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JPDVX closed higher 52% of trading days. The best single day was Nov 6, 2008 with a return of +286.4%, while the worst single day was Dec 15, 2021 at -9.1%.

JPMorgan Diversified Fund has an annualized alpha of 12.02%, beta of 0.46, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 13, 1993.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (64.20%) than losses (43.82%) - typical of diversified or defensive assets.
• Beta of 0.46 may look defensive, but with R2 of 0.03 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 0.03 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.

JPDVX has an expense ratio of 0.60%, placing it in the medium range.

JPDVX 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.

The table below present risk-adjusted performance metrics for JPMorgan Diversified Fund (JPDVX) and compare them to S&P 500 Index.

JPMorgan Diversified Fund provided a 13.54% 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.

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

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.

The table below displays the maximum drawdowns of the JPMorgan Diversified 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 Diversified Fund was 32.29%, occurring on Oct 27, 2008. Recovery took 8 trading sessions.

The chart below shows the rolling one-month volatility.