EGRIX vs. JSOSX
Compare and contrast key facts about Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
EGRIX is managed by Eaton Vance. It was launched on Aug 30, 2010. JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGRIX or JSOSX.
Correlation
The correlation between EGRIX and JSOSX is 0.23, 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.
Performance
EGRIX vs. JSOSX - Performance Comparison
Key characteristics
EGRIX:
3.08
JSOSX:
4.79
EGRIX:
4.45
JSOSX:
8.88
EGRIX:
1.66
JSOSX:
2.68
EGRIX:
5.20
JSOSX:
23.66
EGRIX:
17.84
JSOSX:
71.97
EGRIX:
0.59%
JSOSX:
0.06%
EGRIX:
3.41%
JSOSX:
0.91%
EGRIX:
-14.17%
JSOSX:
-6.40%
EGRIX:
-0.64%
JSOSX:
0.00%
Returns By Period
In the year-to-date period, EGRIX achieves a 4.44% return, which is significantly higher than JSOSX's 1.02% return. Over the past 10 years, EGRIX has outperformed JSOSX with an annualized return of 4.88%, while JSOSX has yielded a comparatively lower 2.78% annualized return.
EGRIX
4.44%
-0.28%
6.90%
9.87%
7.23%
4.88%
JSOSX
1.02%
0.17%
2.16%
4.36%
3.33%
2.78%
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EGRIX vs. JSOSX - Expense Ratio Comparison
EGRIX has a 1.05% expense ratio, which is higher than JSOSX's 0.77% expense ratio.
Risk-Adjusted Performance
EGRIX vs. JSOSX — Risk-Adjusted Performance Rank
EGRIX
JSOSX
EGRIX vs. JSOSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) 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.
Dividends
EGRIX vs. JSOSX - Dividend Comparison
EGRIX's dividend yield for the trailing twelve months is around 5.74%, more than JSOSX's 4.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 5.74% | 6.00% | 3.40% | 4.82% | 4.89% | 5.82% | 7.02% | 0.06% | 3.22% | 1.78% | 6.67% | 3.69% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 4.80% | 5.04% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 2.99% | 3.21% | 4.30% | 3.44% | 1.59% |
Drawdowns
EGRIX vs. JSOSX - Drawdown Comparison
The maximum EGRIX drawdown since its inception was -14.17%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for EGRIX and JSOSX. For additional features, visit the drawdowns tool.
Volatility
EGRIX vs. JSOSX - Volatility Comparison
Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) has a higher volatility of 1.60% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.25%. This indicates that EGRIX'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.