GUGAX vs. JCPUX
Compare and contrast key facts about GMO Multi-Sector Fixed Income Fund (GUGAX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX).
GUGAX is managed by GMO. It was launched on Apr 30, 1997. JCPUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 23, 2005.
Performance
GUGAX vs. JCPUX - Performance Comparison
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GUGAX vs. JCPUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GUGAX GMO Multi-Sector Fixed Income Fund | 0.96% | 7.29% | 0.96% | 6.02% | -14.52% | -3.17% | 4.91% | 9.66% | 2.13% | 4.44% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | -0.02% | 8.07% | 2.87% | 6.46% | -12.73% | -0.10% | 7.87% | 8.93% | -0.05% | 4.32% |
Returns By Period
In the year-to-date period, GUGAX achieves a 0.96% return, which is significantly higher than JCPUX's -0.02% return. Over the past 10 years, GUGAX has underperformed JCPUX with an annualized return of 1.60%, while JCPUX has yielded a comparatively higher 2.52% annualized return.
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.96%
- 6M
- 1.90%
- 1Y
- 5.20%
- 3Y*
- 4.05%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
JCPUX
- 1D
- 0.42%
- 1M
- -2.16%
- YTD
- -0.02%
- 6M
- 1.23%
- 1Y
- 5.00%
- 3Y*
- 4.52%
- 5Y*
- 1.11%
- 10Y*
- 2.52%
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GUGAX vs. JCPUX - Expense Ratio Comparison
GUGAX has a 0.45% expense ratio, which is higher than JCPUX's 0.38% expense ratio.
Return for Risk
GUGAX vs. JCPUX — Risk / Return Rank
GUGAX
JCPUX
GUGAX vs. JCPUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Multi-Sector Fixed Income Fund (GUGAX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX). 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.
| GUGAX | JCPUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.23 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.75 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.20 | -0.40 |
Martin ratioReturn relative to average drawdown | 6.66 | 6.59 | +0.07 |
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
| GUGAX | JCPUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.23 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.20 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.55 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.94 | -0.86 |
Correlation
The correlation between GUGAX and JCPUX is 0.78, 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
GUGAX vs. JCPUX - Dividend Comparison
GUGAX's dividend yield for the trailing twelve months is around 4.52%, less than JCPUX's 5.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GUGAX GMO Multi-Sector Fixed Income Fund | 4.52% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 5.06% | 4.94% | 4.96% | 4.10% | 3.45% | 3.32% | 4.43% | 3.30% | 3.15% | 2.89% | 2.84% | 3.49% |
Drawdowns
GUGAX vs. JCPUX - Drawdown Comparison
The maximum GUGAX drawdown since its inception was -38.57%, which is greater than JCPUX's maximum drawdown of -16.81%. Use the drawdown chart below to compare losses from any high point for GUGAX and JCPUX.
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Drawdown Indicators
| GUGAX | JCPUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.57% | -16.81% | -21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -2.61% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -16.81% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -23.06% | -16.81% | -6.25% |
Current DrawdownCurrent decline from peak | -6.72% | -2.16% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -2.31% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.87% | -0.03% |
Volatility
GUGAX vs. JCPUX - Volatility Comparison
The current volatility for GMO Multi-Sector Fixed Income Fund (GUGAX) is 0.00%, while JPMorgan Core Plus Bond Fund Class R6 (JCPUX) has a volatility of 1.59%. This indicates that GUGAX experiences smaller price fluctuations and is considered to be less risky than JCPUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GUGAX | JCPUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.59% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 2.46% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 4.22% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.57% | 5.66% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 4.62% | +0.82% |