CRMVX vs. JMSIX
Compare and contrast key facts about Conquer Risk Managed Volatility Fund (CRMVX) and JPMorgan Income Fund (JMSIX).
CRMVX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
CRMVX vs. JMSIX - Performance Comparison
Loading graphics...
CRMVX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRMVX Conquer Risk Managed Volatility Fund | 1.11% | 4.91% | 1.22% | 0.25% | 4.76% | 0.61% | 3.98% |
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 6.73% |
Returns By Period
In the year-to-date period, CRMVX achieves a 1.11% return, which is significantly higher than JMSIX's -0.29% return.
CRMVX
- 1D
- 0.30%
- 1M
- 0.40%
- YTD
- 1.11%
- 6M
- 1.61%
- 1Y
- 6.93%
- 3Y*
- 4.09%
- 5Y*
- 2.72%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRMVX vs. JMSIX - Expense Ratio Comparison
CRMVX has a 1.62% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
CRMVX vs. JMSIX — Risk / Return Rank
CRMVX
JMSIX
CRMVX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Managed Volatility Fund (CRMVX) 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.
| CRMVX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.15 | -0.46 |
Sortino ratioReturn per unit of downside risk | 2.31 | 3.84 | -1.53 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 3.47 | -1.01 |
Martin ratioReturn relative to average drawdown | 8.01 | 13.30 | -5.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CRMVX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.15 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.76 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.76 | -0.76 |
Correlation
The correlation between CRMVX and JMSIX is 0.25, 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
CRMVX vs. JMSIX - Dividend Comparison
CRMVX's dividend yield for the trailing twelve months is around 5.69%, more than JMSIX's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CRMVX Conquer Risk Managed Volatility Fund | 5.69% | 5.75% | 3.75% | 2.74% | 0.57% | 2.59% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CRMVX vs. JMSIX - Drawdown Comparison
The maximum CRMVX drawdown since its inception was -97.39%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for CRMVX and JMSIX.
Loading graphics...
Drawdown Indicators
| CRMVX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.39% | -18.40% | -78.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -1.64% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -97.39% | -11.39% | -86.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | -97.13% | -1.39% | -95.74% |
Average DrawdownAverage peak-to-trough decline | -22.00% | -2.60% | -19.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.43% | +0.43% |
Volatility
CRMVX vs. JMSIX - Volatility Comparison
Conquer Risk Managed Volatility Fund (CRMVX) has a higher volatility of 1.80% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that CRMVX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CRMVX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.77% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 1.67% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 2.59% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,708.90% | 3.70% | +1,705.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,594.48% | 3.85% | +1,590.63% |