GAOSX vs. IPIRX

Last updated Aug 1, 2026

GAOSX (JPMorgan Global Allocation Fund) and IPIRX (Voya Global Perspectives Portfolio) are both Global Allocation funds. Their correlation of 0.91 means they have usually moved in the same direction. GAOSX charges 0.77%/yr vs 0.20%/yr for IPIRX.

Performance

GAOSX vs. IPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Allocation Fund (GAOSX) and Voya Global Perspectives Portfolio (IPIRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GAOSX

• 1D: 1.65%
• 1M: -0.69%
• 6M: 1.22%
• YTD: 3.57%
• 1Y: 10.68%
• 3Y*: 10.13%
• 5Y*: 3.92%
• 10Y*: 6.88%
• ALL TIME*: 6.70%

IPIRX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GAOSX JPMorgan Global Allocation Fund	$0.00	$0.00	$0.00

GAOSX vs. IPIRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GAOSX JPMorgan Global Allocation Fund	3.57%	14.96%	8.21%	13.02%	-18.59%	9.54%	15.55%	16.27%	-5.81%	17.12%
IPIRX Voya Global Perspectives Portfolio	6.84%	14.21%	7.31%	10.65%	-17.52%	6.06%	16.10%	18.35%	-9.87%	15.00%

Correlation

The correlation between GAOSX and IPIRX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.70
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.91

Over the past year, the correlation between GAOSX and IPIRX has dropped to 0.70 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

Return for Risk

GAOSX vs. IPIRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAOSX

GAOSX Risk / Return Rank: 27
GAOSX Sharpe Ratio Rank: 27
GAOSX Sortino Ratio Rank: 26
GAOSX Omega Ratio Rank: 27
GAOSX Calmar Ratio Rank: 24
GAOSX Martin Ratio Rank: 30

IPIRX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAOSX vs. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and Voya Global Perspectives Portfolio (IPIRX). 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.

	GAOSX	IPIRX	Difference
Sharpe ratio: Return per unit of total volatility	0.92	—	—
Sortino ratio: Return per unit of downside risk	1.34	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	1.12	—	—
Martin ratio: Return relative to average drawdown	4.34	—	—

Drawdowns

Drawdown Indicators

	GAOSX	IPIRX	Difference
Max Drawdown Largest peak-to-trough decline	-24.98%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.98%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-24.98%	—	—
Current Drawdown Current decline from peak	-2.48%	—	—
Average Drawdown Average peak-to-trough decline	-4.66%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	—	—

Volatility

Volatility by Period

	GAOSX	IPIRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.11%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.84%	—	—

GAOSX vs. IPIRX - Expense Ratio Comparison

GAOSX has a 0.77% expense ratio, which is higher than IPIRX's 0.20% expense ratio.

Dividends

GAOSX vs. IPIRX - Dividend Comparison

GAOSX's dividend yield for the trailing twelve months is around 9.71%, less than IPIRX's 39.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GAOSX JPMorgan Global Allocation Fund	9.71%	10.23%	2.52%	0.00%	4.86%	10.17%	1.67%	2.65%	2.71%	3.18%	2.76%	1.16%
IPIRX Voya Global Perspectives Portfolio	39.58%	5.64%	3.25%	14.65%	13.55%	6.34%	6.25%	7.80%	1.30%	2.78%	2.78%	7.16%

Frequently Asked Questions

Can I hold both GAOSX and IPIRX in my portfolio?

GAOSX and IPIRX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.