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JPMorgan Core Bond Fund (WOBDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS4812C03811
CUSIP4812C0381
IssuerJPMorgan Chase
Inception DateMay 31, 1991
CategoryIntermediate Core Bond
Min. Investment$1,000,000
Asset ClassBond

Expense Ratio

WOBDX features an expense ratio of 0.50%, falling within the medium range.


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

Share Price Chart


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Compare to other instruments

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


Popular comparisons: WOBDX vs. HLIPX, WOBDX vs. HAFIX, WOBDX vs. AGG, WOBDX vs. TSBIX, WOBDX vs. UCON, WOBDX vs. LALDX, WOBDX vs. DBLTX, WOBDX vs. DODIX, WOBDX vs. BSCN, WOBDX vs. GSY

Performance

Performance Chart

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


200.00%300.00%400.00%500.00%600.00%700.00%800.00%JuneJulyAugustSeptemberOctoberNovember
231.20%
799.69%
WOBDX (JPMorgan Core Bond Fund)
Benchmark (^GSPC)

Returns By Period

JPMorgan Core Bond Fund had a return of 2.82% year-to-date (YTD) and 9.32% in the last 12 months. Over the past 10 years, JPMorgan Core Bond Fund had an annualized return of 1.39%, while the S&P 500 had an annualized return of 11.41%, indicating that JPMorgan Core Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.82%25.70%
1 month-0.72%3.51%
6 months4.25%14.80%
1 year9.32%37.91%
5 years (annualized)-0.05%14.18%
10 years (annualized)1.39%11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.10%-1.35%0.91%-2.30%1.66%0.93%2.42%1.40%1.38%-2.52%2.82%
20233.44%-2.24%2.43%0.61%-1.16%-0.39%-0.10%-0.58%-2.38%-1.64%4.30%3.64%5.78%
2022-1.71%-1.07%-2.63%-3.30%0.20%-1.28%1.92%-2.36%-3.86%-1.45%3.21%-0.53%-12.35%
2021-0.58%-1.15%-1.16%0.79%0.34%0.76%1.00%-0.16%-0.83%-0.01%0.24%-1.10%-1.85%
20202.32%1.77%-1.66%1.56%0.70%1.10%1.65%-0.85%0.26%-0.45%1.23%-1.34%6.38%
20190.85%0.04%2.01%-0.07%1.99%1.10%0.32%2.77%-0.60%0.14%-0.03%-0.86%7.85%
2018-1.01%-0.84%0.58%-0.70%0.59%-0.04%-0.04%0.59%-0.56%-0.65%0.61%1.60%0.09%
20170.36%0.64%-0.03%0.86%0.74%-0.03%0.40%0.99%-0.63%0.14%-0.12%0.23%3.59%
20161.40%0.69%0.72%0.29%0.03%1.87%0.62%-0.29%0.12%-0.80%-2.32%-0.38%1.90%
20151.97%-0.93%0.51%-0.41%-0.07%-0.81%0.62%-0.06%0.80%-0.28%-0.22%-0.58%0.50%
20141.41%0.46%-0.21%0.71%0.99%-0.02%-0.11%0.98%-0.65%0.81%0.71%-0.09%5.07%
2013-0.46%0.46%0.12%0.79%-1.45%-1.47%-0.03%-0.38%0.74%0.69%-0.12%-1.19%-2.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WOBDX is 16, indicating that it is in the bottom 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of WOBDX is 1616
Combined Rank
The Sharpe Ratio Rank of WOBDX is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of WOBDX is 2121Sortino Ratio Rank
The Omega Ratio Rank of WOBDX is 1717Omega Ratio Rank
The Calmar Ratio Rank of WOBDX is 1313Calmar Ratio Rank
The Martin Ratio Rank of WOBDX is 1414Martin 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 Core Bond Fund (WOBDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


WOBDX
Sharpe ratio
The chart of Sharpe ratio for WOBDX, currently valued at 1.47, compared to the broader market0.002.004.001.47
Sortino ratio
The chart of Sortino ratio for WOBDX, currently valued at 2.18, compared to the broader market0.005.0010.002.18
Omega ratio
The chart of Omega ratio for WOBDX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for WOBDX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.0025.000.54
Martin ratio
The chart of Martin ratio for WOBDX, currently valued at 5.60, compared to the broader market0.0020.0040.0060.0080.00100.005.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current JPMorgan Core Bond Fund Sharpe ratio is 1.47. 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 Core Bond 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.47
2.97
WOBDX (JPMorgan Core Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Core Bond Fund provided a 3.89% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.40$0.36$0.27$0.24$0.29$0.33$0.32$0.31$0.28$0.27$0.30$0.32

Dividend yield

3.89%3.49%2.68%2.07%2.36%2.77%2.80%2.66%2.47%2.34%2.53%2.76%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Core Bond 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$0.04$0.03$0.03$0.03$0.03$0.03$0.04$0.00$0.33
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.03$0.27
2021$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
2020$0.02$0.02$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.29
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2018$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2017$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.03$0.03$0.28
2015$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.03$0.02$0.02$0.27
2014$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.03$0.30
2013$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.75%
0
WOBDX (JPMorgan Core Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Core Bond 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 Core Bond Fund was 18.25%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current JPMorgan Core Bond Fund drawdown is 7.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.25%Aug 5, 2020560Oct 24, 2022
-6.58%Mar 10, 20208Mar 19, 202069Jun 26, 202077
-4.65%Jul 11, 2016112Dec 15, 2016180Sep 5, 2017292
-4.43%Mar 18, 200440May 13, 200475Aug 31, 2004115
-4.41%Jun 16, 200332Jul 31, 2003112Jan 9, 2004144

Volatility

Volatility Chart

The current JPMorgan Core Bond Fund volatility is 1.51%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.51%
3.92%
WOBDX (JPMorgan Core Bond Fund)
Benchmark (^GSPC)