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BSIIX vs. JSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSIIX vs. JSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). The values are adjusted to include any dividend payments, if applicable.

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BSIIX vs. JSOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
-0.96%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.89%
JSOSX
JPMorgan Strategic Income Opportunities Fund Class I
0.41%3.70%5.45%5.25%0.46%0.64%1.55%3.97%0.77%3.34%

Returns By Period

In the year-to-date period, BSIIX achieves a -0.96% return, which is significantly lower than JSOSX's 0.41% return. Over the past 10 years, BSIIX has outperformed JSOSX with an annualized return of 3.62%, while JSOSX has yielded a comparatively lower 3.32% annualized return.


BSIIX

1D
0.21%
1M
-2.64%
YTD
-0.96%
6M
0.50%
1Y
5.73%
3Y*
5.74%
5Y*
2.54%
10Y*
3.62%

JSOSX

1D
0.00%
1M
-0.26%
YTD
0.41%
6M
1.32%
1Y
3.43%
3Y*
4.66%
5Y*
3.10%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSIIX vs. JSOSX - Expense Ratio Comparison

BSIIX has a 0.69% expense ratio, which is lower than JSOSX's 0.77% expense ratio.


Return for Risk

BSIIX vs. JSOSX — Risk / Return Rank

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

BSIIX
BSIIX Risk / Return Rank: 9191
Overall Rank
BSIIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 9292
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 8888
Martin Ratio Rank

JSOSX
JSOSX Risk / Return Rank: 100100
Overall Rank
JSOSX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
JSOSX Sortino Ratio Rank: 100100
Sortino Ratio Rank
JSOSX Omega Ratio Rank: 100100
Omega Ratio Rank
JSOSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
JSOSX Martin Ratio Rank: 100100
Martin Ratio Rank
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.

BSIIX vs. JSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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.


BSIIXJSOSXDifference

Sharpe ratio

Return per unit of total volatility

2.10

5.06

-2.97

Sortino ratio

Return per unit of downside risk

3.06

9.95

-6.89

Omega ratio

Gain probability vs. loss probability

1.43

3.85

-2.43

Calmar ratio

Return relative to maximum drawdown

2.20

13.42

-11.21

Martin ratio

Return relative to average drawdown

9.63

93.93

-84.31

BSIIX vs. JSOSX - Sharpe Ratio Comparison

The current BSIIX Sharpe Ratio is 2.10, which is lower than the JSOSX Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of BSIIX and JSOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSIIXJSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

5.06

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

3.99

-3.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

2.59

-1.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.98

-0.70

Correlation

The correlation between BSIIX and JSOSX is 0.22, 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

BSIIX vs. JSOSX - Dividend Comparison

BSIIX's dividend yield for the trailing twelve months is around 4.79%, more than JSOSX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.79%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%
JSOSX
JPMorgan Strategic Income Opportunities Fund Class I
3.74%3.82%5.05%4.77%1.69%0.55%1.26%2.85%3.00%3.21%4.30%3.44%

Drawdowns

BSIIX vs. JSOSX - Drawdown Comparison

The maximum BSIIX drawdown since its inception was -18.76%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for BSIIX and JSOSX.


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Drawdown Indicators


BSIIXJSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-6.40%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-0.26%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-9.13%

-0.98%

-8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-9.91%

-6.19%

-3.72%

Current Drawdown

Current decline from peak

-2.64%

-0.26%

-2.38%

Average Drawdown

Average peak-to-trough decline

-1.82%

-0.47%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.04%

+0.61%

Volatility

BSIIX vs. JSOSX - Volatility Comparison

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has a higher volatility of 1.21% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.34%. This indicates that BSIIX's price experiences larger fluctuations and is considered to be riskier than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSIIXJSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.34%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

0.50%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

0.68%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

0.78%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.11%

1.29%

+1.82%