CBFSX vs. MGHYX
Compare and contrast key facts about JPMorgan Corporate Bond Fund (CBFSX) and DWS Global High Income Fund (MGHYX).
CBFSX is managed by JPMorgan. It was launched on Mar 1, 2013. MGHYX is managed by DWS. It was launched on Mar 16, 1998.
Performance
CBFSX vs. MGHYX - Performance Comparison
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CBFSX vs. MGHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | -1.27% | 7.45% | 2.71% | 9.20% | -16.06% | -0.77% | 10.23% | 15.05% | -2.31% | 6.89% |
MGHYX DWS Global High Income Fund | -0.82% | 9.82% | 6.99% | 11.17% | -11.67% | 3.22% | 6.83% | 16.36% | -1.85% | 6.49% |
Returns By Period
In the year-to-date period, CBFSX achieves a -1.27% return, which is significantly lower than MGHYX's -0.82% return. Over the past 10 years, CBFSX has underperformed MGHYX with an annualized return of 2.93%, while MGHYX has yielded a comparatively higher 5.02% annualized return.
CBFSX
- 1D
- 0.48%
- 1M
- -3.03%
- YTD
- -1.27%
- 6M
- -0.51%
- 1Y
- 4.00%
- 3Y*
- 4.55%
- 5Y*
- 0.78%
- 10Y*
- 2.93%
MGHYX
- 1D
- 0.16%
- 1M
- -1.72%
- YTD
- -0.82%
- 6M
- 0.88%
- 1Y
- 8.46%
- 3Y*
- 7.61%
- 5Y*
- 3.38%
- 10Y*
- 5.02%
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CBFSX vs. MGHYX - Expense Ratio Comparison
CBFSX has a 0.50% expense ratio, which is lower than MGHYX's 0.60% expense ratio.
Return for Risk
CBFSX vs. MGHYX — Risk / Return Rank
CBFSX
MGHYX
CBFSX vs. MGHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Fund (CBFSX) and DWS Global High Income Fund (MGHYX). 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.
| CBFSX | MGHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.94 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.55 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.53 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.51 | -1.15 |
Martin ratioReturn relative to average drawdown | 4.75 | 10.62 | -5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBFSX | MGHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.94 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.67 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.85 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.02 | +0.50 |
Correlation
The correlation between CBFSX and MGHYX is 0.30, 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
CBFSX vs. MGHYX - Dividend Comparison
CBFSX's dividend yield for the trailing twelve months is around 4.59%, less than MGHYX's 7.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | 4.59% | 4.54% | 4.99% | 4.18% | 4.06% | 7.96% | 3.74% | 3.14% | 4.55% | 6.78% | 3.11% | 3.11% |
MGHYX DWS Global High Income Fund | 7.37% | 7.17% | 5.58% | 4.35% | 5.81% | 4.20% | 5.81% | 5.63% | 6.96% | 3.76% | 0.00% | 0.00% |
Drawdowns
CBFSX vs. MGHYX - Drawdown Comparison
The maximum CBFSX drawdown since its inception was -22.42%, smaller than the maximum MGHYX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for CBFSX and MGHYX.
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Drawdown Indicators
| CBFSX | MGHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -53.47% | +31.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -2.93% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -15.93% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -21.84% | -0.58% |
Current DrawdownCurrent decline from peak | -3.03% | -2.03% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -24.27% | +19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.73% | +0.27% |
Volatility
CBFSX vs. MGHYX - Volatility Comparison
JPMorgan Corporate Bond Fund (CBFSX) has a higher volatility of 1.85% compared to DWS Global High Income Fund (MGHYX) at 1.34%. This indicates that CBFSX's price experiences larger fluctuations and is considered to be riskier than MGHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBFSX | MGHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 1.34% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 2.29% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 4.32% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.63% | 5.07% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.99% | 5.90% | +0.09% |