FCIT.L vs. JAM.L

Last updated Apr 1, 2026

Compare and contrast key facts about F&C Investment Trust plc (FCIT.L) and JPMorgan American Investment Trust (JAM.L).

Performance

FCIT.L vs. JAM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in F&C Investment Trust plc (FCIT.L) and JPMorgan American Investment Trust (JAM.L). The values are adjusted to include any dividend payments, if applicable.

FCIT.L vs. JAM.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCIT.L F&C Investment Trust plc	-3.62%	14.68%	16.94%	8.10%	-0.89%	19.40%	4.62%	22.88%	-0.57%	21.04%
JAM.L JPMorgan American Investment Trust	-4.81%	0.44%	32.65%	26.63%	-9.87%	34.31%	21.19%	22.82%	-0.20%	11.26%

Fundamentals

Market Cap FCIT.L : £5.80B JAM.L : £1.91B
EPS FCIT.L : £3.45 JAM.L : £2.81
PE Ratio FCIT.L : 3.49 JAM.L : 3.80
PEG Ratio FCIT.L : 0.13 JAM.L : 0.12
PS Ratio FCIT.L : 3.26 JAM.L : 3.67
PB Ratio FCIT.L : 0.94 JAM.L : 1.03
Total Revenue (TTM) FCIT.L : £1.78B JAM.L : £520.80M
Gross Profit (TTM) FCIT.L : £1.77B JAM.L : £515.89M
EBITDA (TTM) FCIT.L : £1.04B JAM.L : £477.99M

Returns By Period

In the year-to-date period, FCIT.L achieves a -3.62% return, which is significantly higher than JAM.L's -4.81% return. Over the past 10 years, FCIT.L has underperformed JAM.L with an annualized return of 12.50%, while JAM.L has yielded a comparatively higher 15.15% annualized return.

FCIT.L

• 1D: 0.17%
• 1M: -6.67%
• YTD: -3.62%
• 6M: 0.62%
• 1Y: 13.02%
• 3Y*: 11.42%
• 5Y*: 10.19%
• 10Y*: 12.50%

JAM.L

• 1D: 0.75%
• 1M: -5.15%
• YTD: -4.81%
• 6M: -2.55%
• 1Y: 10.12%
• 3Y*: 15.71%
• 5Y*: 13.07%
• 10Y*: 15.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FCIT.L vs. JAM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCIT.L

FCIT.L Risk / Return Rank: 69
FCIT.L Sharpe Ratio Rank: 72
FCIT.L Sortino Ratio Rank: 63
FCIT.L Omega Ratio Rank: 63
FCIT.L Calmar Ratio Rank: 68
FCIT.L Martin Ratio Rank: 77

JAM.L

JAM.L Risk / Return Rank: 59
JAM.L Sharpe Ratio Rank: 62
JAM.L Sortino Ratio Rank: 53
JAM.L Omega Ratio Rank: 55
JAM.L Calmar Ratio Rank: 58
JAM.L Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCIT.L vs. JAM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F&C Investment Trust plc (FCIT.L) and JPMorgan American Investment Trust (JAM.L). 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.

	FCIT.L	JAM.L	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.55	+0.31
Sortino ratio Return per unit of downside risk	1.27	0.88	+0.39
Omega ratio Gain probability vs. loss probability	1.17	1.12	+0.05
Calmar ratio Return relative to maximum drawdown	1.20	0.69	+0.51
Martin ratio Return relative to average drawdown	4.88	2.88	+2.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCIT.L vs. JAM.L - Sharpe Ratio Comparison

The current FCIT.L Sharpe Ratio is 0.86, which is higher than the JAM.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FCIT.L and JAM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FCIT.L	JAM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.55	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.72	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.79	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.55	-0.07

Correlation

The correlation between FCIT.L and JAM.L is 0.59, 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

FCIT.L vs. JAM.L - Dividend Comparison

FCIT.L's dividend yield for the trailing twelve months is around 1.35%, more than JAM.L's 1.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCIT.L F&C Investment Trust plc	1.35%	1.28%	1.36%	1.44%	1.46%	1.33%	1.47%	1.49%	1.71%	1.57%	1.78%	2.11%
JAM.L JPMorgan American Investment Trust	1.03%	0.98%	0.71%	0.84%	1.02%	0.88%	1.13%	1.35%	1.44%	1.23%	1.29%	1.35%

Drawdowns

FCIT.L vs. JAM.L - Drawdown Comparison

The maximum FCIT.L drawdown since its inception was -68.22%, which is greater than JAM.L's maximum drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for FCIT.L and JAM.L.

Drawdown Indicators

	FCIT.L	JAM.L	Difference
Max Drawdown Largest peak-to-trough decline	-68.22%	-58.93%	-9.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-12.66%	+1.32%
Max Drawdown (5Y) Largest decline over 5 years	-19.70%	-26.73%	+7.03%
Max Drawdown (10Y) Largest decline over 10 years	-39.19%	-35.50%	-3.69%
Current Drawdown Current decline from peak	-6.67%	-8.91%	+2.24%
Average Drawdown Average peak-to-trough decline	-10.39%	-13.38%	+2.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	3.01%	-0.45%

Volatility

FCIT.L vs. JAM.L - Volatility Comparison

F&C Investment Trust plc (FCIT.L) has a higher volatility of 5.56% compared to JPMorgan American Investment Trust (JAM.L) at 5.03%. This indicates that FCIT.L's price experiences larger fluctuations and is considered to be riskier than JAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCIT.L	JAM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	5.03%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	10.25%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	15.16%	18.44%	-3.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	18.19%	-2.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.28%	19.12%	-1.84%

Financials