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JCPUX vs. AAIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JCPUX vs. AAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Plus Bond Fund Class R6 (JCPUX) and Ancora Income Fund (AAIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JCPUX achieves a 1.17% return, which is significantly lower than AAIIX's 1.96% return. Over the past 10 years, JCPUX has underperformed AAIIX with an annualized return of 2.45%, while AAIIX has yielded a comparatively higher 3.06% annualized return.


JCPUX

1D
0.28%
1M
0.84%
YTD
1.17%
6M
1.32%
1Y
6.03%
3Y*
5.21%
5Y*
0.92%
10Y*
2.45%

AAIIX

1D
0.14%
1M
-0.07%
YTD
1.96%
6M
1.75%
1Y
5.89%
3Y*
6.78%
5Y*
1.94%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JCPUX vs. AAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCPUX
JPMorgan Core Plus Bond Fund Class R6
1.17%8.07%2.87%6.46%-12.73%-0.10%7.87%8.93%-0.05%4.32%
AAIIX
Ancora Income Fund
1.96%2.28%9.23%9.46%-14.32%9.21%3.72%11.08%-5.60%6.57%

Correlation

The correlation between JCPUX and AAIIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2005

0.21

Over the past year, JCPUX and AAIIX have become more correlated (0.44) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

JCPUX vs. AAIIX — Risk / Return Rank

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

JCPUX
JCPUX Risk / Return Rank: 3737
Overall Rank
JCPUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JCPUX Sortino Ratio Rank: 3939
Sortino Ratio Rank
JCPUX Omega Ratio Rank: 3838
Omega Ratio Rank
JCPUX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JCPUX Martin Ratio Rank: 3131
Martin Ratio Rank

AAIIX
AAIIX Risk / Return Rank: 2323
Overall Rank
AAIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AAIIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
AAIIX Omega Ratio Rank: 2727
Omega Ratio Rank
AAIIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
AAIIX Martin Ratio Rank: 1919
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.

JCPUX vs. AAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund Class R6 (JCPUX) and Ancora Income Fund (AAIIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JCPUXAAIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.30

1.48

+0.81

Martin ratioReturn relative to average drawdown

6.63

4.55

+2.09

JCPUX vs. AAIIX - Sharpe Ratio Comparison

The current JCPUX Sharpe Ratio is 1.64, which is comparable to the AAIIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JCPUX and AAIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JCPUX vs. AAIIX - Drawdown Comparison

The maximum JCPUX drawdown since its inception was -16.81%, smaller than the maximum AAIIX drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for JCPUX and AAIIX.


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Drawdown Indicators


JCPUXAAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-98.01%

+81.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-4.19%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-98.01%

+91.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-98.01%

+81.20%

Max Drawdown (10Y)

Largest decline over 10 years

-16.81%

-98.01%

+81.20%

Current Drawdown

Current decline from peak

-0.99%

-97.79%

+96.80%

Average Drawdown

Average peak-to-trough decline

-2.30%

-12.52%

+10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.36%

-0.45%

Volatility

JCPUX vs. AAIIX - Volatility Comparison

JPMorgan Core Plus Bond Fund Class R6 (JCPUX) and Ancora Income Fund (AAIIX) have volatilities of 1.18% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCPUXAAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.22%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.35%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

4.56%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

2,045.26%

-2,039.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

1,445.35%

-1,440.71%

JCPUX vs. AAIIX - Expense Ratio Comparison

JCPUX has a 0.38% expense ratio, which is lower than AAIIX's 2.20% expense ratio.


Dividends

JCPUX vs. AAIIX - Dividend Comparison

JCPUX's dividend yield for the trailing twelve months is around 5.06%, less than AAIIX's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
AAIIX
Ancora Income Fund
5.22%4.09%4.57%4.77%4.52%4.46%5.68%3.96%4.36%5.69%6.40%6.99%
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%

Frequently Asked Questions


JCPUX and AAIIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAIIX has higher volatility (1.22%) compared to JCPUX (1.18%). In terms of maximum drawdown, JCPUX dropped -16.81% vs AAIIX's -98.01%.

JCPUX currently has the higher Sharpe Ratio (1.64 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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