IIBAX vs. JMSIX
Compare and contrast key facts about Voya Intermediate Bond Fund (IIBAX) and JPMorgan Income Fund (JMSIX).
IIBAX is managed by Voya. It was launched on Dec 15, 1998. JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IIBAX or JMSIX.
Performance
IIBAX vs. JMSIX - Performance Comparison
Returns By Period
In the year-to-date period, IIBAX achieves a 2.43% return, which is significantly lower than JMSIX's 7.17% return. Over the past 10 years, IIBAX has underperformed JMSIX with an annualized return of 1.51%, while JMSIX has yielded a comparatively higher 3.72% annualized return.
IIBAX
2.43%
-0.39%
3.48%
7.57%
-0.46%
1.51%
JMSIX
7.17%
0.15%
4.70%
10.84%
2.51%
3.72%
Key characteristics
| IIBAX | JMSIX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 3.78 |
| Sortino Ratio | 2.07 | 6.67 |
| Omega Ratio | 1.25 | 2.01 |
| Calmar Ratio | 0.52 | 1.99 |
| Martin Ratio | 4.89 | 24.92 |
| Ulcer Index | 1.63% | 0.44% |
| Daily Std Dev | 5.72% | 2.90% |
| Max Drawdown | -20.39% | -18.41% |
| Current Drawdown | -9.09% | -0.67% |
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IIBAX vs. JMSIX - Expense Ratio Comparison
IIBAX has a 0.69% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Correlation
The correlation between IIBAX and JMSIX is 0.59, 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.
Risk-Adjusted Performance
IIBAX vs. JMSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Intermediate Bond Fund (IIBAX) and JPMorgan Income Fund (JMSIX). 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.
Dividends
IIBAX vs. JMSIX - Dividend Comparison
IIBAX's dividend yield for the trailing twelve months is around 4.38%, less than JMSIX's 5.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIBAX Voya Intermediate Bond Fund | 4.38% | 3.57% | 2.72% | 2.51% | 3.12% | 3.16% | 2.95% | 2.90% | 2.99% | 2.44% | 2.83% | 2.94% |
JMSIX JPMorgan Income Fund | 5.65% | 5.31% | 4.80% | 4.04% | 4.84% | 5.07% | 5.42% | 5.42% | 5.47% | 5.72% | 0.92% | 0.00% |
Drawdowns
IIBAX vs. JMSIX - Drawdown Comparison
The maximum IIBAX drawdown since its inception was -20.39%, which is greater than JMSIX's maximum drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for IIBAX and JMSIX. For additional features, visit the drawdowns tool.
Volatility
IIBAX vs. JMSIX - Volatility Comparison
Voya Intermediate Bond Fund (IIBAX) has a higher volatility of 1.42% compared to JPMorgan Income Fund (JMSIX) at 0.55%. This indicates that IIBAX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.