PortfoliosLab logoPortfoliosLab logo
GSBFX vs. JNBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSBFX vs. JNBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Income Builder Fund (GSBFX) and JPMorgan Income Builder Fund Class A (JNBAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSBFX vs. JNBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSBFX
Goldman Sachs Income Builder Fund
-0.56%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%
JNBAX
JPMorgan Income Builder Fund Class A
-1.82%12.74%7.22%9.20%-12.97%8.82%6.09%14.81%-4.46%11.85%

Returns By Period

In the year-to-date period, GSBFX achieves a -0.56% return, which is significantly higher than JNBAX's -1.82% return. Over the past 10 years, GSBFX has outperformed JNBAX with an annualized return of 6.69%, while JNBAX has yielded a comparatively lower 5.48% annualized return.


GSBFX

1D
0.20%
1M
-4.25%
YTD
-0.56%
6M
1.15%
1Y
9.11%
3Y*
8.84%
5Y*
5.15%
10Y*
6.69%

JNBAX

1D
-0.10%
1M
-5.74%
YTD
-1.82%
6M
0.49%
1Y
9.64%
3Y*
7.95%
5Y*
3.70%
10Y*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSBFX vs. JNBAX - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is higher than JNBAX's 0.75% expense ratio.


Return for Risk

GSBFX vs. JNBAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSBFX
GSBFX Risk / Return Rank: 6767
Overall Rank
GSBFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7272
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 6565
Martin Ratio Rank

JNBAX
JNBAX Risk / Return Rank: 6868
Overall Rank
JNBAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JNBAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JNBAX Omega Ratio Rank: 6969
Omega Ratio Rank
JNBAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
JNBAX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSBFX vs. JNBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and JPMorgan Income Builder Fund Class A (JNBAX). 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.


GSBFXJNBAXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.26

+0.01

Sortino ratio

Return per unit of downside risk

1.74

1.71

+0.03

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.32

1.48

-0.17

Martin ratio

Return relative to average drawdown

6.14

6.76

-0.62

GSBFX vs. JNBAX - Sharpe Ratio Comparison

The current GSBFX Sharpe Ratio is 1.28, which is comparable to the JNBAX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GSBFX and JNBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSBFXJNBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.26

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.48

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.70

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.55

+0.14

Correlation

The correlation between GSBFX and JNBAX is 0.89, 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

GSBFX vs. JNBAX - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 5.39%, more than JNBAX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
GSBFX
Goldman Sachs Income Builder Fund
5.39%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%
JNBAX
JPMorgan Income Builder Fund Class A
5.26%5.04%5.77%4.94%4.46%8.18%3.34%4.03%4.41%3.74%4.27%4.06%

Drawdowns

GSBFX vs. JNBAX - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -37.04%, roughly equal to the maximum JNBAX drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for GSBFX and JNBAX.


Loading graphics...

Drawdown Indicators


GSBFXJNBAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-37.41%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-6.20%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-19.26%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-23.42%

-23.56%

+0.14%

Current Drawdown

Current decline from peak

-4.25%

-5.74%

+1.49%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.92%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.36%

+0.01%

Volatility

GSBFX vs. JNBAX - Volatility Comparison

The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 2.36%, while JPMorgan Income Builder Fund Class A (JNBAX) has a volatility of 3.18%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky than JNBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSBFXJNBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

3.18%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

4.89%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.47%

7.76%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.36%

7.72%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

7.83%

+0.13%