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JMSIX vs. POMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JMSIXPOMIX
YTD Return7.08%17.50%
1Y Return11.36%25.83%
3Y Return (Ann)1.49%8.21%
5Y Return (Ann)2.63%14.07%
Sharpe Ratio3.461.99
Daily Std Dev3.31%13.52%
Max Drawdown-18.41%-55.54%
Current Drawdown0.00%-0.81%

Correlation

-0.50.00.51.00.2

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.

Performance

JMSIX vs. POMIX - Performance Comparison

In the year-to-date period, JMSIX achieves a 7.08% return, which is significantly lower than POMIX's 17.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%AprilMayJuneJulyAugustSeptember
43.70%
207.05%
JMSIX
POMIX

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. POMIX - Expense Ratio Comparison

JMSIX has a 0.40% expense ratio, which is higher than POMIX's 0.20% expense ratio.


JMSIX
JPMorgan Income Fund
Expense ratio chart for JMSIX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for POMIX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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.


JMSIX
Sharpe ratio
The chart of Sharpe ratio for JMSIX, currently valued at 3.46, compared to the broader market-1.000.001.002.003.004.005.003.46
Sortino ratio
The chart of Sortino ratio for JMSIX, currently valued at 5.83, compared to the broader market0.005.0010.005.83
Omega ratio
The chart of Omega ratio for JMSIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for JMSIX, currently valued at 1.42, compared to the broader market0.005.0010.0015.0020.001.42
Martin ratio
The chart of Martin ratio for JMSIX, currently valued at 21.81, compared to the broader market0.0020.0040.0060.0080.00100.0021.81
POMIX
Sharpe ratio
The chart of Sharpe ratio for POMIX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.03
Sortino ratio
The chart of Sortino ratio for POMIX, currently valued at 2.78, compared to the broader market0.005.0010.002.78
Omega ratio
The chart of Omega ratio for POMIX, currently valued at 1.64, compared to the broader market1.002.003.004.001.64
Calmar ratio
The chart of Calmar ratio for POMIX, currently valued at 1.94, compared to the broader market0.005.0010.0015.0020.001.94
Martin ratio
The chart of Martin ratio for POMIX, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0080.00100.0010.96

JMSIX vs. POMIX - Sharpe Ratio Comparison

The current JMSIX Sharpe Ratio is 3.46, which is higher than the POMIX Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of JMSIX and POMIX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
3.46
2.03
JMSIX
POMIX

Dividends

JMSIX vs. POMIX - Dividend Comparison

JMSIX's dividend yield for the trailing twelve months is around 5.44%, more than POMIX's 1.24% yield.


TTM20232022202120202019201820172016201520142013
JMSIX
JPMorgan Income Fund
5.44%5.30%4.77%3.99%4.94%5.10%5.43%5.41%5.47%5.72%0.92%0.00%
POMIX
T. Rowe Price Total Equity Market Index Fund
1.24%1.46%1.49%1.53%1.55%1.72%2.89%1.63%2.41%2.08%1.49%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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.81%
JMSIX
POMIX

Volatility

JMSIX vs. POMIX - Volatility Comparison

The current volatility for JPMorgan Income Fund (JMSIX) is 0.52%, while T. Rowe Price Total Equity Market Index Fund (POMIX) has a volatility of 4.48%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
0.52%
4.48%
JMSIX
POMIX