FTSM vs. JSOSX
Compare and contrast key facts about First Trust Enhanced Short Maturity ETF (FTSM) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
FTSM is an actively managed fund by First Trust. It was launched on Aug 5, 2014. JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSM or JSOSX.
Key characteristics
| FTSM | JSOSX | |
|---|---|---|
| YTD Return | 4.57% | 4.68% |
| 1Y Return | 5.53% | 5.42% |
| 3Y Return (Ann) | 3.54% | 3.44% |
| 5Y Return (Ann) | 2.41% | 2.59% |
| 10Y Return (Ann) | 1.94% | 2.70% |
| Sharpe Ratio | 11.00 | 6.02 |
| Sortino Ratio | 28.15 | 12.64 |
| Omega Ratio | 6.20 | 3.56 |
| Calmar Ratio | 83.73 | 29.11 |
| Martin Ratio | 338.10 | 110.53 |
| Ulcer Index | 0.02% | 0.05% |
| Daily Std Dev | 0.51% | 0.88% |
| Max Drawdown | -4.12% | -6.40% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FTSM and JSOSX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FTSM vs. JSOSX - Performance Comparison
The year-to-date returns for both investments are quite close, with FTSM having a 4.57% return and JSOSX slightly higher at 4.68%. Over the past 10 years, FTSM has underperformed JSOSX with an annualized return of 1.94%, while JSOSX has yielded a comparatively higher 2.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTSM vs. JSOSX - Expense Ratio Comparison
FTSM has a 0.25% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Risk-Adjusted Performance
FTSM vs. JSOSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) 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.
Dividends
FTSM vs. JSOSX - Dividend Comparison
FTSM's dividend yield for the trailing twelve months is around 4.95%, less than JSOSX's 5.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSM First Trust Enhanced Short Maturity ETF | 4.95% | 4.62% | 1.62% | 0.39% | 1.20% | 2.38% | 2.15% | 1.38% | 1.03% | 0.48% | 0.19% | 0.00% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 5.10% | 4.78% | 1.69% | 0.56% | 1.26% | 2.84% | 3.00% | 3.23% | 4.30% | 3.44% | 1.59% | 2.48% |
Drawdowns
FTSM vs. JSOSX - Drawdown Comparison
The maximum FTSM drawdown since its inception was -4.12%, smaller than the maximum JSOSX drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for FTSM and JSOSX. For additional features, visit the drawdowns tool.
Volatility
FTSM vs. JSOSX - Volatility Comparison
The current volatility for First Trust Enhanced Short Maturity ETF (FTSM) is 0.13%, while JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a volatility of 0.30%. This indicates that FTSM 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.