GBOSX vs. MZLSX
Compare and contrast key facts about JPMorgan Global Bond Opportunities Fund (GBOSX) and Muzinich Low Duration Fund (MZLSX).
GBOSX is managed by JPMorgan. It was launched on Sep 3, 2012. MZLSX is managed by Muzinich. It was launched on Jun 29, 2016.
Performance
GBOSX vs. MZLSX - Performance Comparison
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GBOSX vs. MZLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBOSX JPMorgan Global Bond Opportunities Fund | -1.68% | 7.90% | 3.53% | 6.96% | -6.04% | 1.37% | 7.77% | 10.57% | -1.89% | 6.72% |
MZLSX Muzinich Low Duration Fund | -0.78% | 6.38% | 6.30% | 7.63% | -3.41% | 2.50% | 2.64% | 7.86% | 0.80% | 4.26% |
Returns By Period
In the year-to-date period, GBOSX achieves a -1.68% return, which is significantly lower than MZLSX's -0.78% 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%
MZLSX
- 1D
- -0.22%
- 1M
- -1.38%
- YTD
- -0.78%
- 6M
- 0.41%
- 1Y
- 4.08%
- 3Y*
- 6.03%
- 5Y*
- 3.42%
- 10Y*
- —
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GBOSX vs. MZLSX - Expense Ratio Comparison
GBOSX has a 0.65% expense ratio, which is higher than MZLSX's 0.50% expense ratio.
Return for Risk
GBOSX vs. MZLSX — Risk / Return Rank
GBOSX
MZLSX
GBOSX vs. MZLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Bond Opportunities Fund (GBOSX) and Muzinich Low Duration Fund (MZLSX). 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 | MZLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.65 | -1.18 |
Sortino ratioReturn per unit of downside risk | 2.02 | 3.75 | -1.73 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.66 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.58 | -1.27 |
Martin ratioReturn relative to average drawdown | 6.14 | 12.66 | -6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBOSX | MZLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.65 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 2.16 | -1.52 |
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 | 1.67 | -0.57 |
Correlation
The correlation between GBOSX and MZLSX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GBOSX vs. MZLSX - Dividend Comparison
GBOSX's dividend yield for the trailing twelve months is around 4.90%, less than MZLSX's 7.03% 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% |
MZLSX Muzinich Low Duration Fund | 7.03% | 7.03% | 4.77% | 4.88% | 3.85% | 6.36% | 2.08% | 2.24% | 8.62% | 1.86% | 0.79% | 0.00% |
Drawdowns
GBOSX vs. MZLSX - Drawdown Comparison
The maximum GBOSX drawdown since its inception was -11.48%, smaller than the maximum MZLSX drawdown of -12.66%. Use the drawdown chart below to compare losses from any high point for GBOSX and MZLSX.
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Drawdown Indicators
| GBOSX | MZLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.48% | -12.66% | +1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -1.61% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -10.86% | -6.09% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -11.48% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | -1.61% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -0.86% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.33% | +0.51% |
Volatility
GBOSX vs. MZLSX - Volatility Comparison
JPMorgan Global Bond Opportunities Fund (GBOSX) has a higher volatility of 2.17% compared to Muzinich Low Duration Fund (MZLSX) at 0.81%. This indicates that GBOSX's price experiences larger fluctuations and is considered to be riskier than MZLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBOSX | MZLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 0.81% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 1.15% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 1.59% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 1.59% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 2.13% | +1.29% |