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FRSTX vs. JMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRSTX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Strategic Income Fund (FRSTX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

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FRSTX vs. JMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRSTX
Franklin Strategic Income Fund
-0.74%5.97%3.28%8.44%-10.72%2.13%3.49%8.17%-1.87%4.50%
JMSIX
JPMorgan Income Fund
-0.29%7.68%7.78%6.14%-8.24%3.59%3.07%11.82%1.03%6.00%

Returns By Period

In the year-to-date period, FRSTX achieves a -0.74% return, which is significantly lower than JMSIX's -0.29% return. Over the past 10 years, FRSTX has underperformed JMSIX with an annualized return of 2.76%, while JMSIX has yielded a comparatively higher 3.93% annualized return.


FRSTX

1D
0.49%
1M
-2.48%
YTD
-0.74%
6M
0.35%
1Y
4.04%
3Y*
4.43%
5Y*
1.59%
10Y*
2.76%

JMSIX

1D
0.24%
1M
-1.39%
YTD
-0.29%
6M
1.33%
1Y
5.02%
3Y*
6.36%
5Y*
2.78%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRSTX vs. JMSIX - Expense Ratio Comparison

FRSTX has a 0.89% expense ratio, which is higher than JMSIX's 0.40% expense ratio.


Return for Risk

FRSTX vs. JMSIX — Risk / Return Rank

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

FRSTX
FRSTX Risk / Return Rank: 5353
Overall Rank
FRSTX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FRSTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FRSTX Omega Ratio Rank: 3838
Omega Ratio Rank
FRSTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FRSTX Martin Ratio Rank: 5959
Martin Ratio Rank

JMSIX
JMSIX Risk / Return Rank: 9696
Overall Rank
JMSIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 9595
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FRSTX vs. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Strategic Income Fund (FRSTX) and JPMorgan Income Fund (JMSIX). 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.


FRSTXJMSIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.15

-1.15

Sortino ratio

Return per unit of downside risk

1.42

3.84

-2.42

Omega ratio

Gain probability vs. loss probability

1.18

1.54

-0.35

Calmar ratio

Return relative to maximum drawdown

1.54

3.47

-1.92

Martin ratio

Return relative to average drawdown

5.66

13.30

-7.64

FRSTX vs. JMSIX - Sharpe Ratio Comparison

The current FRSTX Sharpe Ratio is 1.00, which is lower than the JMSIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FRSTX and JMSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRSTXJMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.15

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.76

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

1.02

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.76

+0.61

Correlation

The correlation between FRSTX and JMSIX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FRSTX vs. JMSIX - Dividend Comparison

FRSTX's dividend yield for the trailing twelve months is around 4.12%, less than JMSIX's 5.53% yield.


TTM20252024202320222021202020192018201720162015
FRSTX
Franklin Strategic Income Fund
4.12%3.36%4.74%4.56%4.36%3.62%3.93%4.47%4.32%2.25%2.48%4.81%
JMSIX
JPMorgan Income Fund
5.53%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%0.00%

Drawdowns

FRSTX vs. JMSIX - Drawdown Comparison

The maximum FRSTX drawdown since its inception was -19.09%, roughly equal to the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for FRSTX and JMSIX.


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Drawdown Indicators


FRSTXJMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-18.40%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-1.64%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

-11.39%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-17.63%

-18.40%

+0.77%

Current Drawdown

Current decline from peak

-2.48%

-1.39%

-1.09%

Average Drawdown

Average peak-to-trough decline

-2.05%

-2.60%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.43%

+0.37%

Volatility

FRSTX vs. JMSIX - Volatility Comparison

Franklin Strategic Income Fund (FRSTX) has a higher volatility of 1.70% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that FRSTX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRSTXJMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

0.77%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

1.67%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

2.59%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

3.70%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

3.85%

+0.27%