PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPMorgan Tax Aware Real Return Fund (TXRIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4812A25388

CUSIP

4812A2538

Issuer

JPMorgan Chase

Inception Date

Aug 30, 2005

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

TXRIX features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for TXRIX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TXRIX vs. BSNSX
Popular comparisons:
TXRIX vs. BSNSX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Tax Aware Real Return Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.21%
9.66%
TXRIX (JPMorgan Tax Aware Real Return Fund)
Benchmark (^GSPC)

Returns By Period

JPMorgan Tax Aware Real Return Fund had a return of 1.93% year-to-date (YTD) and 1.93% in the last 12 months. Over the past 10 years, JPMorgan Tax Aware Real Return Fund had an annualized return of 2.19%, while the S&P 500 had an annualized return of 11.11%, indicating that JPMorgan Tax Aware Real Return Fund did not perform as well as the benchmark.


TXRIX

YTD

1.93%

1M

-1.16%

6M

0.21%

1Y

1.93%

5Y*

2.38%

10Y*

2.19%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of TXRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.16%0.50%0.48%-0.24%-0.15%1.14%0.16%0.40%0.80%-0.89%0.85%1.93%
20232.08%-1.33%1.74%-0.38%-1.13%1.35%0.47%-1.12%-1.89%-0.61%3.99%1.83%4.94%
2022-2.48%0.95%-1.90%-1.32%0.77%-2.86%4.05%-1.57%-5.05%1.10%2.98%-0.19%-5.74%
20211.66%-1.30%1.52%1.79%0.66%0.23%2.06%-0.19%-0.39%1.02%0.51%0.71%8.53%
20200.63%0.00%-8.61%0.10%3.22%1.43%2.19%1.05%-0.48%-0.02%1.72%1.81%2.55%
20191.19%0.56%0.66%0.55%0.10%0.22%1.08%-0.21%-0.76%0.20%0.65%1.17%5.53%
2018-0.21%-0.22%0.06%0.12%0.56%0.34%0.33%0.13%-0.41%-1.17%0.35%-0.60%-0.74%
20170.75%0.44%0.12%0.12%0.22%-0.51%0.55%0.53%-0.00%0.10%-0.60%1.01%2.75%
20160.02%-0.30%1.32%0.73%-0.38%0.84%-0.19%0.32%0.33%-0.09%-2.06%1.12%1.63%
20151.07%-0.20%-0.97%0.44%-0.68%0.34%-0.26%-0.18%-0.68%1.02%0.66%0.58%1.12%
20141.14%0.93%-0.63%1.05%1.13%0.43%0.15%0.24%-1.04%-0.26%-0.97%-1.26%0.85%
20130.27%0.09%-0.30%0.17%-1.70%-2.31%0.23%-0.99%1.74%0.74%-0.46%-0.25%-2.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TXRIX is 54, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TXRIX is 5454
Overall Rank
The Sharpe Ratio Rank of TXRIX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of TXRIX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of TXRIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TXRIX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TXRIX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Tax Aware Real Return Fund (TXRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TXRIX, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.000.812.07
The chart of Sortino ratio for TXRIX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.76
The chart of Omega ratio for TXRIX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.39
The chart of Calmar ratio for TXRIX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.0014.000.933.05
The chart of Martin ratio for TXRIX, currently valued at 4.05, compared to the broader market0.0020.0040.0060.004.0513.27
TXRIX
^GSPC

The current JPMorgan Tax Aware Real Return Fund Sharpe ratio is 0.81. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Tax Aware Real Return Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.81
2.07
TXRIX (JPMorgan Tax Aware Real Return Fund)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Tax Aware Real Return Fund provided a 3.09% dividend yield over the last twelve months, with an annual payout of $0.29 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.29$0.30$0.19$0.15$0.21$0.24$0.26$0.26$0.27$0.29$0.29$0.26

Dividend yield

3.09%3.17%2.06%1.47%2.23%2.55%2.87%2.72%2.80%2.99%2.97%2.59%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.26
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.30
2022$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.19
2021$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.15
2020$0.02$0.02$0.03$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2018$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2016$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.27
2015$0.02$0.02$0.03$0.02$0.02$0.02$0.03$0.02$0.03$0.03$0.02$0.03$0.29
2014$0.02$0.02$0.03$0.03$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.03$0.29
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.62%
-1.91%
TXRIX (JPMorgan Tax Aware Real Return Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Tax Aware Real Return 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 Tax Aware Real Return Fund was 16.51%, occurring on Mar 20, 2020. Recovery took 178 trading sessions.

The current JPMorgan Tax Aware Real Return Fund drawdown is 1.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.51%Feb 25, 202019Mar 20, 2020178Dec 2, 2020197
-15.63%Jul 16, 2008107Dec 15, 2008182Sep 4, 2009289
-9.73%Nov 17, 2021219Sep 30, 2022407May 15, 2024626
-6.6%Dec 10, 2012136Jun 25, 2013254Jun 27, 2014390
-4.93%Aug 18, 2014281Sep 28, 2015192Jul 1, 2016473

Volatility

Volatility Chart

The current JPMorgan Tax Aware Real Return Fund volatility is 1.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.06%
3.82%
TXRIX (JPMorgan Tax Aware Real Return Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab