DEGGX vs. JMSIX
Compare and contrast key facts about Delaware Strategic Income Fund (DEGGX) and JPMorgan Income Fund (JMSIX).
DEGGX is managed by Delaware Funds by Macquarie. It was launched on Aug 15, 1985. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
DEGGX vs. JMSIX - Performance Comparison
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DEGGX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEGGX Delaware Strategic Income Fund | -1.80% | 7.92% | 6.56% | 8.76% | -10.49% | 1.16% | 10.12% | 13.63% | -4.11% | 6.72% |
JMSIX JPMorgan Income Fund | -0.17% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Returns By Period
In the year-to-date period, DEGGX achieves a -1.80% return, which is significantly lower than JMSIX's -0.17% return. Over the past 10 years, DEGGX has underperformed JMSIX with an annualized return of 3.60%, while JMSIX has yielded a comparatively higher 3.95% annualized return.
DEGGX
- 1D
- 0.27%
- 1M
- -1.46%
- YTD
- -1.80%
- 6M
- -0.30%
- 1Y
- 5.26%
- 3Y*
- 6.18%
- 5Y*
- 2.27%
- 10Y*
- 3.60%
JMSIX
- 1D
- 0.12%
- 1M
- -1.05%
- YTD
- -0.17%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.40%
- 5Y*
- 2.78%
- 10Y*
- 3.95%
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DEGGX vs. JMSIX - Expense Ratio Comparison
DEGGX has a 0.90% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
DEGGX vs. JMSIX — Risk / Return Rank
DEGGX
JMSIX
DEGGX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Strategic Income Fund (DEGGX) 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.
| DEGGX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 2.03 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.07 | 3.57 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.50 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.47 | -1.24 |
Martin ratioReturn relative to average drawdown | 8.24 | 13.07 | -4.83 |
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
| DEGGX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.03 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.76 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 1.03 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.76 | -0.17 |
Correlation
The correlation between DEGGX and JMSIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DEGGX vs. JMSIX - Dividend Comparison
DEGGX's dividend yield for the trailing twelve months is around 5.76%, more than JMSIX's 5.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEGGX Delaware Strategic Income Fund | 5.76% | 6.09% | 5.91% | 4.46% | 4.60% | 3.78% | 4.14% | 5.41% | 5.32% | 4.91% | 2.54% | 2.77% |
JMSIX JPMorgan Income Fund | 5.52% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Drawdowns
DEGGX vs. JMSIX - Drawdown Comparison
The maximum DEGGX drawdown since its inception was -16.81%, smaller than the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for DEGGX and JMSIX.
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Drawdown Indicators
| DEGGX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.81% | -18.40% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -1.64% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.07% | -11.39% | -4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -16.81% | -18.40% | +1.59% |
Current DrawdownCurrent decline from peak | -2.03% | -1.28% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -2.60% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.43% | +0.26% |
Volatility
DEGGX vs. JMSIX - Volatility Comparison
Delaware Strategic Income Fund (DEGGX) has a higher volatility of 1.11% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that DEGGX'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.
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Volatility by Period
| DEGGX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 0.77% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.93% | 1.67% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.38% | 2.59% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.06% | 3.69% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.14% | 3.85% | +0.29% |