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JCPUX vs. GUGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCPUX vs. GUGAX - Performance Comparison

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

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JCPUX vs. GUGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, JCPUX achieves a -0.02% return, which is significantly lower than GUGAX's 0.96% return. Over the past 10 years, JCPUX has outperformed GUGAX with an annualized return of 2.52%, while GUGAX has yielded a comparatively lower 1.60% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCPUX vs. GUGAX - Expense Ratio Comparison

JCPUX has a 0.38% expense ratio, which is lower than GUGAX's 0.45% expense ratio.


Return for Risk

JCPUX vs. GUGAX — Risk / Return Rank

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

JCPUX
JCPUX Risk / Return Rank: 7070
Overall Rank
JCPUX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
JCPUX Sortino Ratio Rank: 6969
Sortino Ratio Rank
JCPUX Omega Ratio Rank: 5757
Omega Ratio Rank
JCPUX Calmar Ratio Rank: 8686
Calmar Ratio Rank
JCPUX Martin Ratio Rank: 6969
Martin Ratio Rank

GUGAX
GUGAX Risk / Return Rank: 7474
Overall Rank
GUGAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6969
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GUGAX 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.

JCPUX vs. GUGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund Class R6 (JCPUX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.


JCPUXGUGAXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.36

-0.13

Sortino ratio

Return per unit of downside risk

1.75

1.98

-0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

2.20

1.80

+0.40

Martin ratio

Return relative to average drawdown

6.59

6.66

-0.07

JCPUX vs. GUGAX - Sharpe Ratio Comparison

The current JCPUX Sharpe Ratio is 1.23, which is comparable to the GUGAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JCPUX and GUGAX, 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


JCPUXGUGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.36

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.02

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.30

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.08

+0.86

Correlation

The correlation between JCPUX and GUGAX 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

JCPUX vs. GUGAX - Dividend Comparison

JCPUX's dividend yield for the trailing twelve months is around 5.06%, more than GUGAX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

JCPUX vs. GUGAX - Drawdown Comparison

The maximum JCPUX drawdown since its inception was -16.81%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for JCPUX and GUGAX.


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Drawdown Indicators


JCPUXGUGAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-38.57%

+21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-3.08%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-20.53%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-16.81%

-23.06%

+6.25%

Current Drawdown

Current decline from peak

-2.16%

-6.72%

+4.56%

Average Drawdown

Average peak-to-trough decline

-2.31%

-11.29%

+8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.84%

+0.03%

Volatility

JCPUX vs. GUGAX - Volatility Comparison

JPMorgan Core Plus Bond Fund Class R6 (JCPUX) has a higher volatility of 1.59% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that JCPUX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCPUXGUGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

0.00%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

1.84%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

4.03%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

6.57%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

5.44%

-0.82%