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JMSIX vs. MZLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMSIX vs. MZLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Fund (JMSIX) and Muzinich Low Duration Fund (MZLSX). The values are adjusted to include any dividend payments, if applicable.

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JMSIX vs. MZLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMSIX
JPMorgan Income Fund
-0.29%7.68%7.78%6.14%-8.24%3.59%3.07%11.82%1.03%6.00%
MZLSX
Muzinich Low Duration Fund
-0.57%6.38%6.30%7.63%-3.41%2.50%2.64%7.86%0.80%4.26%

Returns By Period

In the year-to-date period, JMSIX achieves a -0.29% return, which is significantly higher than MZLSX's -0.57% 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%

MZLSX

1D
0.11%
1M
-1.38%
YTD
-0.57%
6M
0.72%
1Y
4.41%
3Y*
6.11%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMSIX vs. MZLSX - Expense Ratio Comparison

JMSIX has a 0.40% expense ratio, which is lower than MZLSX's 0.50% expense ratio.


Return for Risk

JMSIX vs. MZLSX — 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

MZLSX
MZLSX Risk / Return Rank: 9696
Overall Rank
MZLSX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MZLSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MZLSX Omega Ratio Rank: 9797
Omega Ratio Rank
MZLSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MZLSX Martin Ratio Rank: 9696
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. MZLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Muzinich Low Duration Fund (MZLSX). 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.


JMSIXMZLSXDifference

Sharpe ratio

Return per unit of total volatility

2.15

2.80

-0.65

Sortino ratio

Return per unit of downside risk

3.84

4.00

-0.16

Omega ratio

Gain probability vs. loss probability

1.54

1.71

-0.18

Calmar ratio

Return relative to maximum drawdown

3.47

2.99

+0.48

Martin ratio

Return relative to average drawdown

13.30

14.39

-1.09

JMSIX vs. MZLSX - Sharpe Ratio Comparison

The current JMSIX Sharpe Ratio is 2.15, which is comparable to the MZLSX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of JMSIX and MZLSX, 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


JMSIXMZLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.80

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

2.19

-1.44

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

1.69

-0.92

Correlation

The correlation between JMSIX and MZLSX is 0.47, 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. MZLSX - Dividend Comparison

JMSIX's dividend yield for the trailing twelve months is around 5.53%, less than MZLSX's 7.01% 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%
MZLSX
Muzinich Low Duration Fund
7.01%7.03%4.77%4.88%3.85%6.36%2.08%2.24%8.62%1.86%0.79%

Drawdowns

JMSIX vs. MZLSX - Drawdown Comparison

The maximum JMSIX drawdown since its inception was -18.40%, which is greater than MZLSX's maximum drawdown of -12.66%. Use the drawdown chart below to compare losses from any high point for JMSIX and MZLSX.


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Drawdown Indicators


JMSIXMZLSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-12.66%

-5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-1.50%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-11.39%

-6.09%

-5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

Current Drawdown

Current decline from peak

-1.39%

-1.40%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.60%

-0.86%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.31%

+0.12%

Volatility

JMSIX vs. MZLSX - Volatility Comparison

JPMorgan Income Fund (JMSIX) and Muzinich Low Duration Fund (MZLSX) have volatilities of 0.77% and 0.81%, 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.


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Volatility by Period


JMSIXMZLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.81%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

1.13%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

1.57%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.70%

1.58%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

2.13%

+1.72%