ENTIX vs. GAOAX
ENTIX (ERShares Global Entrepreneurs™) and GAOAX (JPMorgan Global Allocation Fund A) are both Global Equities funds. Over the past 10 years, ENTIX returned 9.53%/yr vs 5.98%/yr for GAOAX. Their correlation of 0.81 means they have usually moved in the same direction. ENTIX charges 1.29%/yr vs 1.04%/yr for GAOAX.
Performance
ENTIX vs. GAOAX - Performance Comparison
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Returns By Period
In the year-to-date period, ENTIX achieves a -5.56% return, which is significantly lower than GAOAX's 2.81% return. Over the past 10 years, ENTIX has outperformed GAOAX with an annualized return of 9.53%, while GAOAX has yielded a comparatively lower 5.98% annualized return.
ENTIX
- 1D
- 0.70%
- 1M
- -2.04%
- 6M
- -1.48%
- YTD
- -5.56%
- 1Y
- -3.32%
- 3Y*
- 15.99%
- 5Y*
- 3.56%
- 10Y*
- 9.53%
- ALL TIME*
- 8.76%
GAOAX
- 1D
- 1.67%
- 1M
- -0.70%
- 6M
- 0.44%
- YTD
- 2.81%
- 1Y
- 9.76%
- 3Y*
- 9.62%
- 5Y*
- 2.44%
- 10Y*
- 5.98%
- ALL TIME*
- 5.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ENTIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | -5.56% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 27.65% | -11.04% | 30.17% |
GAOAX JPMorgan Global Allocation Fund A | 2.81% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Correlation
The correlation between ENTIX and GAOAX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013 | 0.81 |
The correlation between ENTIX and GAOAX has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
ENTIX vs. GAOAX — Risk / Return Rank
ENTIX
GAOAX
ENTIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENTIX | GAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.01 | -1.26 |
| Martin ratioReturn relative to average drawdown | -0.50 | 3.79 | -4.30 |
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Drawdowns
ENTIX vs. GAOAX - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -54.84%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for ENTIX and GAOAX.
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Drawdown Indicators
| ENTIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.84% | -29.02% | -25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -8.95% | -16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -10.87% | -14.48% |
Max Drawdown (5Y)Largest decline over 5 years | -44.18% | -29.02% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -54.84% | -29.02% | -25.82% |
Current DrawdownCurrent decline from peak | -13.03% | -2.53% | -10.50% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -5.91% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.08% | 2.39% | +9.69% |
Volatility
ENTIX vs. GAOAX - Volatility Comparison
ERShares Global Entrepreneurs™ (ENTIX) has a higher volatility of 4.67% compared to JPMorgan Global Allocation Fund A (GAOAX) at 3.45%. This indicates that ENTIX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENTIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.45% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 9.20% | +6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 10.75% | +9.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 11.27% | +10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 10.93% | +10.00% |
ENTIX vs. GAOAX - Expense Ratio Comparison
ENTIX has a 1.29% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Dividends
ENTIX vs. GAOAX - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than GAOAX's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
GAOAX JPMorgan Global Allocation Fund A | 9.06% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Frequently Asked Questions
ENTIX and GAOAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTIX has higher volatility (4.67%) compared to GAOAX (3.45%). In terms of maximum drawdown, ENTIX dropped -54.84% vs GAOAX's -29.02%.
GAOAX currently has the higher Sharpe Ratio (0.85 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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