GBOSX vs. MOFIX
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and Mercer Opportunistic Fixed Income Fund (MOFIX).
GBOSX is managed by JPMorgan. It was launched on Sep 3, 2012. MOFIX is managed by Mercer Funds. It was launched on Aug 20, 2013.
Performance
GBOSX vs. MOFIX - Performance Comparison
Loading graphics...
GBOSX vs. MOFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | -1.68% | 7.90% | 3.53% | 6.96% | -6.04% | 1.37% | 7.77% | 5.00% |
MOFIX Mercer Opportunistic Fixed Income Fund | -2.59% | 8.60% | 2.23% | 12.22% | -11.57% | -1.15% | 5.31% | 3.18% |
Returns By Period
In the year-to-date period, GBOSX achieves a -1.68% return, which is significantly higher than MOFIX's -2.59% return.
GBOSX
- 1D
- 0.52%
- 1M
- -3.01%
- YTD
- -1.68%
- 6M
- -0.69%
- 1Y
- 4.91%
- 3Y*
- 4.74%
- 5Y*
- 2.31%
- 10Y*
- 3.94%
MOFIX
- 1D
- 0.36%
- 1M
- -2.13%
- YTD
- -2.59%
- 6M
- -1.99%
- 1Y
- 3.35%
- 3Y*
- 5.19%
- 5Y*
- 1.73%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GBOSX vs. MOFIX - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than MOFIX's 0.44% expense ratio.
Return for Risk
GBOSX vs. MOFIX — Risk / Return Rank
GBOSX
MOFIX
GBOSX vs. MOFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) and Mercer Opportunistic Fixed Income Fund (MOFIX). 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.
| GBOSX | MOFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.06 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.40 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.17 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.14 | 4.67 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GBOSX | MOFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.06 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.25 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.30 | +0.81 |
Correlation
The correlation between GBOSX and MOFIX 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
GBOSX vs. MOFIX - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.90%, more than MOFIX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | 4.90% | 4.79% | 4.41% | 3.92% | 3.68% | 2.61% | 3.29% | 4.06% | 5.74% | 3.32% | 4.80% | 5.12% |
MOFIX Mercer Opportunistic Fixed Income Fund | 3.41% | 3.32% | 6.91% | 6.44% | 3.81% | 4.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GBOSX vs. MOFIX - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum MOFIX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for GBOSX and MOFIX.
Loading graphics...
Drawdown Indicators
| GBOSX | MOFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.48% | -19.96% | +8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -3.52% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -19.00% | +8.14% |
Max Drawdown (10Y)Largest decline over 10 years | -11.48% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | -3.05% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -5.26% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.88% | -0.04% |
Volatility
GBOSX vs. MOFIX - Volatility Comparison
JPMorgan Global Bond Opportunities Fund (GBOSX) has a higher volatility of 2.17% compared to Mercer Opportunistic Fixed Income Fund (MOFIX) at 1.48%. This indicates that GBOSX's price experiences larger fluctuations and is considered to be riskier than MOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GBOSX | MOFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 1.48% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 2.12% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 3.87% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 7.25% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 7.25% | -3.83% |