Correlation
The correlation between GBOSX and AGG is -0.00. 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.
GBOSX vs. AGG
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and iShares Core U.S. Aggregate Bond ETF (AGG).
GBOSX is managed by JPMorgan Chase. It was launched on Sep 3, 2012. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBOSX or AGG.
Performance
GBOSX vs. AGG - Performance Comparison
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Key characteristics
GBOSX:
2.25
AGG:
1.11
GBOSX:
3.16
AGG:
1.61
GBOSX:
1.44
AGG:
1.19
GBOSX:
3.03
AGG:
0.49
GBOSX:
8.90
AGG:
2.78
GBOSX:
0.77%
AGG:
2.15%
GBOSX:
3.13%
AGG:
5.39%
GBOSX:
-11.48%
AGG:
-18.43%
GBOSX:
0.00%
AGG:
-6.61%
Returns By Period
In the year-to-date period, GBOSX achieves a 2.97% return, which is significantly higher than AGG's 2.55% return. Over the past 10 years, GBOSX has outperformed AGG with an annualized return of 3.63%, while AGG has yielded a comparatively lower 1.57% annualized return.
GBOSX
2.97%
0.64%
2.13%
6.97%
4.19%
3.41%
3.63%
AGG
2.55%
-0.61%
0.82%
5.90%
1.52%
-0.92%
1.57%
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GBOSX vs. AGG - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
GBOSX vs. AGG — Risk-Adjusted Performance Rank
GBOSX
AGG
GBOSX vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
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Dividends
GBOSX vs. AGG - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.76%, more than AGG's 3.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | 4.76% | 4.40% | 3.92% | 3.68% | 2.61% | 3.53% | 4.06% | 5.74% | 3.32% | 4.80% | 5.12% | 4.52% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.81% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
Drawdowns
GBOSX vs. AGG - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for GBOSX and AGG.
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Volatility
GBOSX vs. AGG - Volatility Comparison
The current volatility for JPMorgan Global Bond Opportunities Fund (GBOSX) is 0.79%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.53%. This indicates that GBOSX experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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