BDKNX vs. JMSIX

Last updated Apr 1, 2026

Compare and contrast key facts about Braddock Multi-Strategy Income Fund (BDKNX) and JPMorgan Income Fund (JMSIX).

BDKNX is managed by Liberty Street. It was launched on Jul 30, 2009. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.

Performance

BDKNX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Braddock Multi-Strategy Income Fund (BDKNX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

BDKNX vs. JMSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BDKNX Braddock Multi-Strategy Income Fund	0.00%	8.63%	9.00%	12.00%	-11.64%	5.71%	-27.91%	6.60%	3.24%	7.50%
JMSIX JPMorgan Income Fund	-0.29%	7.68%	7.78%	6.14%	-8.24%	3.59%	3.07%	11.82%	1.03%	6.00%

Returns By Period

BDKNX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JMSIX

• 1D: 0.24%
• 1M: -1.39%
• YTD: -0.29%
• 6M: 1.33%
• 1Y: 5.02%
• 3Y*: 6.36%
• 5Y*: 2.78%
• 10Y*: 3.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BDKNX vs. JMSIX - Expense Ratio Comparison

BDKNX has a 1.53% expense ratio, which is higher than JMSIX's 0.40% expense ratio.

BDKNX

Braddock Multi-Strategy Income Fund

JMSIX

JPMorgan Income Fund

Return for Risk

BDKNX vs. JMSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMSIX

JMSIX Risk / Return Rank: 96
JMSIX Sharpe Ratio Rank: 94
JMSIX Sortino Ratio Rank: 97
JMSIX Omega Ratio Rank: 95
JMSIX Calmar Ratio Rank: 96
JMSIX Martin Ratio Rank: 95

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.

BDKNX vs. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Braddock Multi-Strategy Income Fund (BDKNX) and JPMorgan Income Fund (JMSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BDKNX	JMSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.15	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.76	—

Correlation

The correlation between BDKNX and JMSIX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BDKNX vs. JMSIX - Dividend Comparison

BDKNX's dividend yield for the trailing twelve months is around 6.46%, more than JMSIX's 5.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BDKNX Braddock Multi-Strategy Income Fund	6.46%	8.33%	6.45%	6.57%	5.46%	3.63%	4.32%	4.03%	4.42%	4.94%	5.67%
JMSIX JPMorgan Income Fund	5.53%	5.95%	5.78%	4.43%	4.78%	4.00%	4.95%	5.10%	5.43%	5.42%	0.46%

Drawdowns

Drawdown Indicators

	BDKNX	JMSIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-18.40%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.40%	—
Current Drawdown Current decline from peak	—	-1.39%	—
Average Drawdown Average peak-to-trough decline	—	-2.60%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.43%	—

Volatility

Volatility by Period

	BDKNX	JMSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.59%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	3.70%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	3.85%	—