JMSIX vs. DINDX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX).
JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014. DINDX is managed by Morgan Stanley. It was launched on Jul 27, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMSIX or DINDX.
Performance
JMSIX vs. DINDX - Performance Comparison
Returns By Period
In the year-to-date period, JMSIX achieves a 7.17% return, which is significantly higher than DINDX's 6.11% return. Over the past 10 years, JMSIX has outperformed DINDX with an annualized return of 3.72%, while DINDX has yielded a comparatively lower 3.36% annualized return.
JMSIX
7.17%
0.15%
4.70%
10.84%
2.51%
3.72%
DINDX
6.11%
0.30%
4.45%
9.91%
2.55%
3.36%
Key characteristics
| JMSIX | DINDX | |
|---|---|---|
| Sharpe Ratio | 3.78 | 3.42 |
| Sortino Ratio | 6.67 | 5.30 |
| Omega Ratio | 2.01 | 1.77 |
| Calmar Ratio | 1.99 | 2.98 |
| Martin Ratio | 24.92 | 20.86 |
| Ulcer Index | 0.44% | 0.48% |
| Daily Std Dev | 2.90% | 2.90% |
| Max Drawdown | -18.41% | -23.00% |
| Current Drawdown | -0.67% | -0.73% |
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JMSIX vs. DINDX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is lower than DINDX's 0.56% expense ratio.
Correlation
The correlation between JMSIX and DINDX is 0.58, 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.
Risk-Adjusted Performance
JMSIX vs. DINDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.
Dividends
JMSIX vs. DINDX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.65%, more than DINDX's 5.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund | 5.65% | 5.31% | 4.80% | 4.04% | 4.84% | 5.07% | 5.42% | 5.42% | 5.47% | 5.72% | 0.92% | 0.00% |
DINDX Morgan Stanley Global Fixed Income Opportunities Fund | 5.32% | 4.70% | 5.88% | 3.59% | 2.90% | 3.84% | 5.22% | 3.16% | 3.75% | 4.82% | 4.62% | 5.99% |
Drawdowns
JMSIX vs. DINDX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.41%, smaller than the maximum DINDX drawdown of -23.00%. Use the drawdown chart below to compare losses from any high point for JMSIX and DINDX. For additional features, visit the drawdowns tool.
Volatility
JMSIX vs. DINDX - Volatility Comparison
JPMorgan Income Fund (JMSIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX) have volatilities of 0.55% and 0.53%, 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.