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JBALX vs. AICFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JBALX vs. AICFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Allocation Fund Class A (JBALX) and The Investment Company of America Class F-1 (AICFX). The values are adjusted to include any dividend payments, if applicable.

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JBALX vs. AICFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JBALX
JPMorgan Global Allocation Fund Class A
-5.36%15.00%20.78%15.45%-16.56%17.28%14.40%22.60%0.71%17.83%
AICFX
The Investment Company of America Class F-1
-4.89%20.40%24.82%28.47%-15.55%25.02%14.41%23.99%-7.03%19.40%

Returns By Period

In the year-to-date period, JBALX achieves a -5.36% return, which is significantly lower than AICFX's -4.89% return. Over the past 10 years, JBALX has underperformed AICFX with an annualized return of 10.14%, while AICFX has yielded a comparatively higher 12.95% annualized return.


JBALX

1D
1.58%
1M
-4.89%
YTD
-5.36%
6M
-4.13%
1Y
10.65%
3Y*
12.97%
5Y*
7.67%
10Y*
10.14%

AICFX

1D
3.06%
1M
-5.90%
YTD
-4.89%
6M
-3.23%
1Y
17.57%
3Y*
19.97%
5Y*
12.38%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JBALX vs. AICFX - Expense Ratio Comparison

JBALX has a 0.96% expense ratio, which is higher than AICFX's 0.63% expense ratio.


Return for Risk

JBALX vs. AICFX — Risk / Return Rank

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

JBALX
JBALX Risk / Return Rank: 4040
Overall Rank
JBALX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JBALX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JBALX Omega Ratio Rank: 3737
Omega Ratio Rank
JBALX Calmar Ratio Rank: 4444
Calmar Ratio Rank
JBALX Martin Ratio Rank: 4646
Martin Ratio Rank

AICFX
AICFX Risk / Return Rank: 6060
Overall Rank
AICFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AICFX Sortino Ratio Rank: 5656
Sortino Ratio Rank
AICFX Omega Ratio Rank: 5555
Omega Ratio Rank
AICFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
AICFX Martin Ratio Rank: 7070
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.

JBALX vs. AICFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund Class A (JBALX) and The Investment Company of America Class F-1 (AICFX). 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.


JBALXAICFXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.03

-0.11

Sortino ratio

Return per unit of downside risk

1.41

1.58

-0.17

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.41

1.71

-0.31

Martin ratio

Return relative to average drawdown

5.59

7.11

-1.53

JBALX vs. AICFX - Sharpe Ratio Comparison

The current JBALX Sharpe Ratio is 0.92, which is comparable to the AICFX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of JBALX and AICFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JBALXAICFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.03

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.78

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.79

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.08

Correlation

The correlation between JBALX and AICFX is 0.93, 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

JBALX vs. AICFX - Dividend Comparison

JBALX's dividend yield for the trailing twelve months is around 8.81%, less than AICFX's 11.14% yield.


TTM20252024202320222021202020192018201720162015
JBALX
JPMorgan Global Allocation Fund Class A
8.81%8.80%11.84%2.28%2.00%4.54%2.54%2.91%7.14%4.69%4.55%5.87%
AICFX
The Investment Company of America Class F-1
11.14%10.58%9.26%4.92%6.06%6.89%1.60%6.10%11.19%7.00%5.40%8.90%

Drawdowns

JBALX vs. AICFX - Drawdown Comparison

The maximum JBALX drawdown since its inception was -33.98%, smaller than the maximum AICFX drawdown of -50.91%. Use the drawdown chart below to compare losses from any high point for JBALX and AICFX.


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Drawdown Indicators


JBALXAICFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.98%

-50.91%

+16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-10.76%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-24.36%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-22.49%

-31.09%

+8.60%

Current Drawdown

Current decline from peak

-6.67%

-7.34%

+0.67%

Average Drawdown

Average peak-to-trough decline

-5.47%

-7.14%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.59%

-0.55%

Volatility

JBALX vs. AICFX - Volatility Comparison

The current volatility for JPMorgan Global Allocation Fund Class A (JBALX) is 3.80%, while The Investment Company of America Class F-1 (AICFX) has a volatility of 5.75%. This indicates that JBALX experiences smaller price fluctuations and is considered to be less risky than AICFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBALXAICFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.75%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

9.93%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

17.57%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

15.97%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

16.54%

-5.34%