JMSIX vs. POMIX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and T. Rowe Price Total Equity Market Index Fund (POMIX).
JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014. POMIX is managed by T. Rowe Price. It was launched on Jan 30, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMSIX or POMIX.
Performance
JMSIX vs. POMIX - Performance Comparison
Returns By Period
In the year-to-date period, JMSIX achieves a 7.17% return, which is significantly lower than POMIX's 26.05% return. Over the past 10 years, JMSIX has underperformed POMIX with an annualized return of 3.72%, while POMIX has yielded a comparatively higher 12.49% annualized return.
JMSIX
7.17%
0.15%
4.70%
10.84%
2.51%
3.72%
POMIX
26.05%
4.02%
13.76%
33.47%
14.89%
12.49%
Key characteristics
| JMSIX | POMIX | |
|---|---|---|
| Sharpe Ratio | 3.78 | 2.58 |
| Sortino Ratio | 6.67 | 3.49 |
| Omega Ratio | 2.01 | 1.48 |
| Calmar Ratio | 1.99 | 3.90 |
| Martin Ratio | 24.92 | 16.84 |
| Ulcer Index | 0.44% | 1.99% |
| Daily Std Dev | 2.90% | 12.95% |
| Max Drawdown | -18.41% | -55.54% |
| Current Drawdown | -0.67% | -0.26% |
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JMSIX vs. POMIX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is higher than POMIX's 0.20% expense ratio.
Correlation
The correlation between JMSIX and POMIX is 0.23, 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.
Risk-Adjusted Performance
JMSIX vs. POMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and T. Rowe Price Total Equity Market Index Fund (POMIX). 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. POMIX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.65%, more than POMIX's 0.95% 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% |
POMIX T. Rowe Price Total Equity Market Index Fund | 0.95% | 1.20% | 1.46% | 1.02% | 1.17% | 1.52% | 1.77% | 1.43% | 1.62% | 1.78% | 1.41% | 1.27% |
Drawdowns
JMSIX vs. POMIX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.41%, smaller than the maximum POMIX drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for JMSIX and POMIX. For additional features, visit the drawdowns tool.
Volatility
JMSIX vs. POMIX - Volatility Comparison
The current volatility for JPMorgan Income Fund (JMSIX) is 0.55%, while T. Rowe Price Total Equity Market Index Fund (POMIX) has a volatility of 4.16%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than POMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.