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JMGIX vs. BUSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMGIX vs. BUSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Managed Income Fund (JMGIX) and Sterling Capital Ultra Short Bond Fund (BUSIX). The values are adjusted to include any dividend payments, if applicable.

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JMGIX vs. BUSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMGIX
JPMorgan Managed Income Fund
0.35%4.87%5.36%4.18%1.13%0.05%1.32%3.02%2.07%1.30%
BUSIX
Sterling Capital Ultra Short Bond Fund
0.83%4.93%5.87%5.09%0.32%0.31%2.16%3.27%1.66%1.37%

Returns By Period

In the year-to-date period, JMGIX achieves a 0.35% return, which is significantly lower than BUSIX's 0.83% return. Over the past 10 years, JMGIX has underperformed BUSIX with an annualized return of 2.37%, while BUSIX has yielded a comparatively higher 2.68% annualized return.


JMGIX

1D
0.10%
1M
-0.30%
YTD
0.35%
6M
1.50%
1Y
3.95%
3Y*
4.60%
5Y*
3.16%
10Y*
2.37%

BUSIX

1D
0.04%
1M
0.05%
YTD
0.83%
6M
1.93%
1Y
4.56%
3Y*
5.24%
5Y*
3.45%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMGIX vs. BUSIX - Expense Ratio Comparison

JMGIX has a 0.25% expense ratio, which is lower than BUSIX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JMGIX vs. BUSIX — Risk / Return Rank

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

JMGIX
JMGIX Risk / Return Rank: 9999
Overall Rank
JMGIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JMGIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
JMGIX Omega Ratio Rank: 9999
Omega Ratio Rank
JMGIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
JMGIX Martin Ratio Rank: 9999
Martin Ratio Rank

BUSIX
BUSIX Risk / Return Rank: 100100
Overall Rank
BUSIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BUSIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
BUSIX Omega Ratio Rank: 100100
Omega Ratio Rank
BUSIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BUSIX Martin Ratio Rank: 100100
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.

JMGIX vs. BUSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Income Fund (JMGIX) and Sterling Capital Ultra Short Bond Fund (BUSIX). 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.


JMGIXBUSIXDifference

Sharpe ratio

Return per unit of total volatility

3.03

3.78

-0.75

Sortino ratio

Return per unit of downside risk

7.99

13.61

-5.62

Omega ratio

Gain probability vs. loss probability

2.48

5.42

-2.94

Calmar ratio

Return relative to maximum drawdown

10.96

16.23

-5.27

Martin ratio

Return relative to average drawdown

41.70

104.01

-62.31

JMGIX vs. BUSIX - Sharpe Ratio Comparison

The current JMGIX Sharpe Ratio is 3.03, which is comparable to the BUSIX Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of JMGIX and BUSIX, 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


JMGIXBUSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

3.78

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.53

2.81

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.28

2.42

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

2.10

-0.13

Correlation

The correlation between JMGIX and BUSIX is 0.43, 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.


Dividends

JMGIX vs. BUSIX - Dividend Comparison

JMGIX's dividend yield for the trailing twelve months is around 3.88%, which matches BUSIX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
JMGIX
JPMorgan Managed Income Fund
3.88%4.34%5.11%3.77%1.32%0.45%1.31%2.58%2.15%1.39%0.11%0.01%
BUSIX
Sterling Capital Ultra Short Bond Fund
3.89%4.29%4.65%3.48%1.87%1.24%1.72%2.60%2.05%1.57%1.74%1.36%

Drawdowns

JMGIX vs. BUSIX - Drawdown Comparison

The maximum JMGIX drawdown since its inception was -2.18%, smaller than the maximum BUSIX drawdown of -3.16%. Use the drawdown chart below to compare losses from any high point for JMGIX and BUSIX.


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Drawdown Indicators


JMGIXBUSIXDifference

Max Drawdown

Largest peak-to-trough decline

-2.18%

-3.16%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-0.30%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.70%

-1.46%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-2.18%

-3.16%

+0.98%

Current Drawdown

Current decline from peak

-0.30%

0.00%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.11%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.05%

+0.05%

Volatility

JMGIX vs. BUSIX - Volatility Comparison

The current volatility for JPMorgan Managed Income Fund (JMGIX) is 0.33%, while Sterling Capital Ultra Short Bond Fund (BUSIX) has a volatility of 0.36%. This indicates that JMGIX experiences smaller price fluctuations and is considered to be less risky than BUSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMGIXBUSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.36%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

0.89%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

1.32%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.26%

1.23%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.04%

1.11%

-0.07%