PortfoliosLab logoPortfoliosLab logo
JMSIX vs. LSYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMSIX vs. LSYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Fund (JMSIX) and Lord Abbett Short Duration High Yield Fund (LSYAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JMSIX vs. LSYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JMSIX
JPMorgan Income Fund
-0.29%7.68%7.78%6.14%-8.24%3.59%14.75%
LSYAX
Lord Abbett Short Duration High Yield Fund
-1.81%7.50%8.46%10.60%-7.21%4.50%14.22%

Returns By Period

In the year-to-date period, JMSIX achieves a -0.29% return, which is significantly higher than LSYAX's -1.81% return.


JMSIX

1D
0.24%
1M
-1.39%
YTD
-0.29%
6M
1.33%
1Y
5.02%
3Y*
6.36%
5Y*
2.78%
10Y*
3.93%

LSYAX

1D
0.00%
1M
-2.66%
YTD
-1.81%
6M
-0.62%
1Y
5.29%
3Y*
7.23%
5Y*
3.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JMSIX vs. LSYAX - Expense Ratio Comparison

JMSIX has a 0.40% expense ratio, which is lower than LSYAX's 0.65% expense ratio.


Return for Risk

JMSIX vs. LSYAX — Risk / Return Rank

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

JMSIX
JMSIX Risk / Return Rank: 9696
Overall Rank
JMSIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 9595
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 9595
Martin Ratio Rank

LSYAX
LSYAX Risk / Return Rank: 7070
Overall Rank
LSYAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LSYAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSYAX Omega Ratio Rank: 8383
Omega Ratio Rank
LSYAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
LSYAX Martin Ratio Rank: 5757
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.

JMSIX vs. LSYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Lord Abbett Short Duration High Yield Fund (LSYAX). 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.


JMSIXLSYAXDifference

Sharpe ratio

Return per unit of total volatility

2.15

1.36

+0.79

Sortino ratio

Return per unit of downside risk

3.84

1.89

+1.95

Omega ratio

Gain probability vs. loss probability

1.54

1.33

+0.20

Calmar ratio

Return relative to maximum drawdown

3.47

1.33

+2.14

Martin ratio

Return relative to average drawdown

13.30

5.48

+7.82

JMSIX vs. LSYAX - Sharpe Ratio Comparison

The current JMSIX Sharpe Ratio is 2.15, which is higher than the LSYAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JMSIX and LSYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JMSIXLSYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.36

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.95

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.41

-0.65

Correlation

The correlation between JMSIX and LSYAX is 0.62, 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

JMSIX vs. LSYAX - Dividend Comparison

JMSIX's dividend yield for the trailing twelve months is around 5.53%, less than LSYAX's 7.42% yield.


TTM2025202420232022202120202019201820172016
JMSIX
JPMorgan Income Fund
5.53%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%
LSYAX
Lord Abbett Short Duration High Yield Fund
7.42%7.91%8.01%6.38%4.86%5.77%4.64%0.00%0.00%0.00%0.00%

Drawdowns

JMSIX vs. LSYAX - Drawdown Comparison

The maximum JMSIX drawdown since its inception was -18.40%, which is greater than LSYAX's maximum drawdown of -10.79%. Use the drawdown chart below to compare losses from any high point for JMSIX and LSYAX.


Loading graphics...

Drawdown Indicators


JMSIXLSYAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-10.79%

-7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-4.12%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-11.39%

-10.79%

-0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

Current Drawdown

Current decline from peak

-1.39%

-2.84%

+1.45%

Average Drawdown

Average peak-to-trough decline

-2.60%

-1.91%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.00%

-0.57%

Volatility

JMSIX vs. LSYAX - Volatility Comparison

The current volatility for JPMorgan Income Fund (JMSIX) is 0.77%, while Lord Abbett Short Duration High Yield Fund (LSYAX) has a volatility of 1.29%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than LSYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JMSIXLSYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.29%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

2.42%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

4.28%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.70%

4.21%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

4.18%

-0.33%