JMGIX vs. NASDX
Compare and contrast key facts about JPMorgan Managed Income Fund (JMGIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
JMGIX is managed by BlackRock. It was launched on Sep 30, 2010. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
JMGIX vs. NASDX - Performance Comparison
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JMGIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, JMGIX achieves a 0.35% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, JMGIX has underperformed NASDX with an annualized return of 2.37%, while NASDX has yielded a comparatively higher 19.08% 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%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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JMGIX vs. NASDX - Expense Ratio Comparison
JMGIX has a 0.25% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
JMGIX vs. NASDX — Risk / Return Rank
JMGIX
NASDX
JMGIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Income Fund (JMGIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| JMGIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.03 | 0.88 | +2.15 |
Sortino ratioReturn per unit of downside risk | 7.99 | 1.40 | +6.59 |
Omega ratioGain probability vs. loss probability | 2.48 | 1.20 | +1.28 |
Calmar ratioReturn relative to maximum drawdown | 10.96 | 1.31 | +9.65 |
Martin ratioReturn relative to average drawdown | 41.70 | 5.01 | +36.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMGIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.03 | 0.88 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.53 | 0.63 | +1.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.28 | 0.85 | +1.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.97 | 0.29 | +1.68 |
Correlation
The correlation between JMGIX and NASDX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JMGIX vs. NASDX - Dividend Comparison
JMGIX's dividend yield for the trailing twelve months is around 3.88%, less than NASDX's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
JMGIX vs. NASDX - Drawdown Comparison
The maximum JMGIX drawdown since its inception was -2.18%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for JMGIX and NASDX.
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Drawdown Indicators
| JMGIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.18% | -83.16% | +80.98% |
Max Drawdown (1Y)Largest decline over 1 year | -0.40% | -12.70% | +12.30% |
Max Drawdown (5Y)Largest decline over 5 years | -0.70% | -35.33% | +34.63% |
Max Drawdown (10Y)Largest decline over 10 years | -2.18% | -35.33% | +33.15% |
Current DrawdownCurrent decline from peak | -0.30% | -11.90% | +11.60% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -34.59% | +34.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 3.32% | -3.22% |
Volatility
JMGIX vs. NASDX - Volatility Comparison
The current volatility for JPMorgan Managed Income Fund (JMGIX) is 0.33%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that JMGIX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMGIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 5.38% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 12.45% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.45% | 22.55% | -21.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.26% | 23.03% | -21.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.04% | 22.61% | -21.57% |