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Easterly Income Opportunities Fund (JSVIX) Sharpe Ratio: 2.86

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The investment seeks to provide a high level of risk-adjusted current income and capital appreciation; capital preservation is a secondary objective. The fund seeks to achieve its investment objectives, under normal conditions, by investing in structured credit securities and other fixed income securities. The fund may also invest in corporate bonds and other fixed income securities. It seeks to outperform the Bloomberg U.S. Aggregate Bond Index with lower volatility than that index.

JSVIX's Sharpe Ratio of 2.86 indicates that for each unit of volatility, it generates 2.86 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JSVIX Sharpe Ratio Rank

JSVIX Sharpe Ratio Rank: 92.192
Exceptional

JSVIX ranks above 92.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

JSVIX Sharpe Ratio Market Positioning

The chart shows JSVIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.33+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Easterly Income Opportunities Fund's Sharpe Ratio with other mutual funds in the Multisector Bonds category across multiple time periods, showing how JSVIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NWXHXNationwide Amundi Strategic Income Fund5.65
NWXEXNationwide Strategic Income A5.34
BWDTXBoyd Watterson Limited Duration Enhanced Income Fund4.57
ICMUXIntrepid Income Fund4.09
CBLDXCrossingBridge Low Duration High Yield Fund3.56
RFXIXRational Special Situations Income Fund3.55
ESIIXEaton Vance Strategic Income Fund Class I3.47
ETSIXEaton Vance Strategic Income Fund Class I3.40
RGCYXRussell Investments Opportunistic Credit Fund3.29
MZLSXMuzinich Low Duration Fund3.24
JSVIXEasterly Income Opportunities Fund2.86

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JSVIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JSVIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JSVIX fit in your portfolio?

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