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JFFSX vs. PDDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JFFSX vs. PDDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement 2055 Fund (JFFSX) and Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

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JFFSX vs. PDDDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JFFSX
JPMorgan SmartRetirement 2055 Fund
-2.09%17.86%12.29%22.28%-18.52%17.50%15.35%32.68%-9.82%20.89%
PDDDX
Prudential Day One 2020 Fund
0.77%10.40%15.97%9.52%-12.63%36.80%8.13%14.99%-4.65%10.17%

Returns By Period

In the year-to-date period, JFFSX achieves a -2.09% return, which is significantly lower than PDDDX's 0.77% return.


JFFSX

1D
2.77%
1M
-5.56%
YTD
-2.09%
6M
-0.32%
1Y
15.61%
3Y*
14.20%
5Y*
7.25%
10Y*
10.57%

PDDDX

1D
1.16%
1M
-2.33%
YTD
0.77%
6M
1.81%
1Y
9.25%
3Y*
10.93%
5Y*
10.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JFFSX vs. PDDDX - Expense Ratio Comparison

JFFSX has a 0.25% expense ratio, which is lower than PDDDX's 0.76% expense ratio.


Return for Risk

JFFSX vs. PDDDX — Risk / Return Rank

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

JFFSX
JFFSX Risk / Return Rank: 5454
Overall Rank
JFFSX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JFFSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
JFFSX Omega Ratio Rank: 5252
Omega Ratio Rank
JFFSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
JFFSX Martin Ratio Rank: 6363
Martin Ratio Rank

PDDDX
PDDDX Risk / Return Rank: 7676
Overall Rank
PDDDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7676
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 8282
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.

JFFSX vs. PDDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2055 Fund (JFFSX) and Prudential Day One 2020 Fund (PDDDX). 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.


JFFSXPDDDXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.43

-0.40

Sortino ratio

Return per unit of downside risk

1.53

2.03

-0.50

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.44

1.83

-0.39

Martin ratio

Return relative to average drawdown

6.47

8.88

-2.41

JFFSX vs. PDDDX - Sharpe Ratio Comparison

The current JFFSX Sharpe Ratio is 1.02, which is comparable to the PDDDX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of JFFSX and PDDDX, 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


JFFSXPDDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.43

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.77

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.78

-0.10

Correlation

The correlation between JFFSX and PDDDX is 0.88, 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

JFFSX vs. PDDDX - Dividend Comparison

JFFSX's dividend yield for the trailing twelve months is around 4.82%, more than PDDDX's 4.02% yield.


TTM20252024202320222021202020192018201720162015
JFFSX
JPMorgan SmartRetirement 2055 Fund
4.82%4.72%2.29%1.57%9.97%12.22%3.88%13.57%4.21%3.43%2.77%2.63%
PDDDX
Prudential Day One 2020 Fund
4.02%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%0.00%0.00%

Drawdowns

JFFSX vs. PDDDX - Drawdown Comparison

The maximum JFFSX drawdown since its inception was -33.20%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for JFFSX and PDDDX.


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Drawdown Indicators


JFFSXPDDDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.20%

-18.88%

-14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-5.29%

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.78%

-16.64%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.20%

Current Drawdown

Current decline from peak

-6.62%

-2.60%

-4.02%

Average Drawdown

Average peak-to-trough decline

-4.51%

-3.06%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.09%

+1.38%

Volatility

JFFSX vs. PDDDX - Volatility Comparison

JPMorgan SmartRetirement 2055 Fund (JFFSX) has a higher volatility of 5.78% compared to Prudential Day One 2020 Fund (PDDDX) at 2.43%. This indicates that JFFSX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFFSXPDDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

2.43%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

3.72%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

6.65%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

13.75%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

11.45%

+4.34%