FJTDX vs. JSOSX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Flex Conservative Income Bond Fund (FJTDX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).

FJTDX is managed by Fidelity. It was launched on May 31, 2018. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.

Performance

FJTDX vs. JSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Conservative Income Bond Fund (FJTDX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). The values are adjusted to include any dividend payments, if applicable.

FJTDX vs. JSOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FJTDX Fidelity Flex Conservative Income Bond Fund	0.55%	4.75%	5.69%	5.48%	1.00%	0.16%	1.57%	3.20%	0.50%
JSOSX JPMorgan Strategic Income Opportunities Fund Class I	0.41%	3.70%	5.45%	5.25%	0.46%	0.64%	1.55%	3.97%	-1.02%

Returns By Period

In the year-to-date period, FJTDX achieves a 0.55% return, which is significantly higher than JSOSX's 0.41% return.

FJTDX

• 1D: 0.00%
• 1M: -0.10%
• YTD: 0.55%
• 6M: 1.62%
• 1Y: 4.10%
• 3Y*: 5.05%
• 5Y*: 3.52%
• 10Y*: —

JSOSX

• 1D: 0.00%
• 1M: -0.26%
• YTD: 0.41%
• 6M: 1.32%
• 1Y: 3.43%
• 3Y*: 4.66%
• 5Y*: 3.10%
• 10Y*: 3.32%

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

FJTDX vs. JSOSX - Expense Ratio Comparison

FJTDX has a 0.00% expense ratio, which is lower than JSOSX's 0.77% expense ratio.

JSOSX

JPMorgan Strategic Income Opportunities Fund Class I

FJTDX

Fidelity Flex Conservative Income Bond Fund

Return for Risk

FJTDX vs. JSOSX — Risk / Return Rank

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

FJTDX

FJTDX Risk / Return Rank: 100
FJTDX Sharpe Ratio Rank: 99
FJTDX Sortino Ratio Rank: 100
FJTDX Omega Ratio Rank: 100
FJTDX Calmar Ratio Rank: 100
FJTDX Martin Ratio Rank: 100

JSOSX

JSOSX Risk / Return Rank: 100
JSOSX Sharpe Ratio Rank: 100
JSOSX Sortino Ratio Rank: 100
JSOSX Omega Ratio Rank: 100
JSOSX Calmar Ratio Rank: 100
JSOSX Martin Ratio Rank: 100

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.

FJTDX vs. JSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Conservative Income Bond Fund (FJTDX) 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.

	FJTDX	JSOSX	Difference
Sharpe ratio Return per unit of total volatility	3.38	5.06	-1.68
Sortino ratio Return per unit of downside risk	12.87	9.95	+2.92
Omega ratio Gain probability vs. loss probability	5.36	3.85	+1.51
Calmar ratio Return relative to maximum drawdown	15.13	13.42	+1.72
Martin ratio Return relative to average drawdown	67.90	93.93	-26.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FJTDX vs. JSOSX - Sharpe Ratio Comparison

The current FJTDX Sharpe Ratio is 3.38, which is lower than the JSOSX Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of FJTDX and JSOSX, 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

	FJTDX	JSOSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.38	5.06	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.50	3.99	-1.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	2.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.37	1.98	+0.39

Correlation

The correlation between FJTDX and JSOSX is 0.04, 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

FJTDX vs. JSOSX - Dividend Comparison

FJTDX's dividend yield for the trailing twelve months is around 4.11%, more than JSOSX's 3.74% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FJTDX Fidelity Flex Conservative Income Bond Fund	4.11%	4.63%	5.42%	4.70%	1.39%	0.36%	1.45%	2.65%	1.17%	0.00%	0.00%	0.00%
JSOSX JPMorgan Strategic Income Opportunities Fund Class I	3.74%	3.82%	5.05%	4.77%	1.69%	0.55%	1.26%	2.85%	3.00%	3.21%	4.30%	3.44%

Drawdowns

FJTDX vs. JSOSX - Drawdown Comparison

The maximum FJTDX drawdown since its inception was -1.90%, smaller than the maximum JSOSX drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for FJTDX and JSOSX.

Drawdown Indicators

	FJTDX	JSOSX	Difference
Max Drawdown Largest peak-to-trough decline	-1.90%	-6.40%	+4.50%
Max Drawdown (1Y) Largest decline over 1 year	-0.30%	-0.26%	-0.04%
Max Drawdown (5Y) Largest decline over 5 years	-0.90%	-0.98%	+0.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-6.19%	—
Current Drawdown Current decline from peak	-0.10%	-0.26%	+0.16%
Average Drawdown Average peak-to-trough decline	-0.08%	-0.47%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.07%	0.04%	+0.03%

Volatility

FJTDX vs. JSOSX - Volatility Comparison

The current volatility for Fidelity Flex Conservative Income Bond Fund (FJTDX) is 0.10%, while JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a volatility of 0.34%. This indicates that FJTDX experiences smaller price fluctuations and is considered to be less risky than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJTDX	JSOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.10%	0.34%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	0.87%	0.50%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	1.35%	0.68%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.41%	0.78%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.27%	1.29%	-0.02%