FLMVX vs. WOBDX
FLMVX (JPMorgan Mid Cap Value Fund) and WOBDX (JPMorgan Core Bond Fund) are both mutual funds - FLMVX is a Mid Cap Value Equities fund managed by JPMorgan, while WOBDX is a Intermediate Core Bond fund managed by JPMorgan. Over the past 10 years, FLMVX returned 10.45%/yr vs 1.88%/yr for WOBDX. At a correlation of -0.17, they often move in opposite directions. FLMVX charges 0.75%/yr vs 0.50%/yr for WOBDX.
Performance
FLMVX vs. WOBDX - Performance Comparison
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Returns By Period
In the year-to-date period, FLMVX achieves a 8.24% return, which is significantly higher than WOBDX's 0.55% return. Over the past 10 years, FLMVX has outperformed WOBDX with an annualized return of 10.45%, while WOBDX has yielded a comparatively lower 1.88% annualized return.
FLMVX
- 1D
- 1.35%
- 1M
- 3.72%
- YTD
- 8.24%
- 6M
- 7.45%
- 1Y
- 16.21%
- 3Y*
- 17.23%
- 5Y*
- 9.29%
- 10Y*
- 10.45%
WOBDX
- 1D
- 0.59%
- 1M
- 1.13%
- YTD
- 0.55%
- 6M
- 0.89%
- 1Y
- 4.92%
- 3Y*
- 4.28%
- 5Y*
- 0.41%
- 10Y*
- 1.88%
FLMVX vs. WOBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 8.24% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
WOBDX JPMorgan Core Bond Fund | 0.55% | 7.38% | 1.97% | 5.79% | -12.35% | -1.11% | 8.13% | 8.34% | 0.20% | 3.81% |
Correlation
The correlation between FLMVX and WOBDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 1997 | -0.17 |
The correlation between FLMVX and WOBDX shifts across timeframes, from -0.17 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FLMVX vs. WOBDX — Risk / Return Rank
FLMVX
WOBDX
FLMVX vs. WOBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and JPMorgan Core Bond Fund (WOBDX). 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.
| FLMVX | WOBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.65 | +0.43 |
| Martin ratioReturn relative to average drawdown | 7.04 | 4.73 | +2.30 |
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Drawdowns
FLMVX vs. WOBDX - Drawdown Comparison
The maximum FLMVX drawdown since its inception was -54.72%, which is greater than WOBDX's maximum drawdown of -16.65%. Use the drawdown chart below to compare losses from any high point for FLMVX and WOBDX.
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Drawdown Indicators
| FLMVX | WOBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.72% | -16.65% | -38.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -2.99% | -4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.91% | -5.96% | -9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -16.65% | -8.94% |
Max Drawdown (10Y)Largest decline over 10 years | -43.06% | -16.65% | -26.41% |
Current DrawdownCurrent decline from peak | 0.00% | -1.51% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -1.90% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.04% | +1.09% |
Volatility
FLMVX vs. WOBDX - Volatility Comparison
JPMorgan Mid Cap Value Fund (FLMVX) has a higher volatility of 3.42% compared to JPMorgan Core Bond Fund (WOBDX) at 1.27%. This indicates that FLMVX's price experiences larger fluctuations and is considered to be riskier than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMVX | WOBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 1.27% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 2.82% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 3.84% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 5.70% | +13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 4.71% | +15.73% |
FLMVX vs. WOBDX - Expense Ratio Comparison
FLMVX has a 0.75% expense ratio, which is higher than WOBDX's 0.50% expense ratio.
Dividends
FLMVX vs. WOBDX - Dividend Comparison
FLMVX's dividend yield for the trailing twelve months is around 19.55%, more than WOBDX's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 19.55% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
WOBDX JPMorgan Core Bond Fund | 4.06% | 3.97% | 3.95% | 3.51% | 2.68% | 2.82% | 4.00% | 3.23% | 2.91% | 2.88% | 2.84% | 2.54% |
Frequently Asked Questions
FLMVX and WOBDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLMVX has higher volatility (3.42%) compared to WOBDX (1.27%). In terms of maximum drawdown, FLMVX dropped -54.72% vs WOBDX's -16.65%.
WOBDX currently has the higher Sharpe Ratio (1.29 vs 1.23), 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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