JMSIX vs. PONPX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and PIMCO Income Fund Class I-2 (PONPX).
JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014. PONPX is managed by PIMCO.
Performance
JMSIX vs. PONPX - Performance Comparison
Loading graphics...
JMSIX vs. PONPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
PONPX PIMCO Income Fund Class I-2 | -1.37% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 0.53% | 8.52% |
Returns By Period
In the year-to-date period, JMSIX achieves a -0.29% return, which is significantly higher than PONPX's -1.37% return. Over the past 10 years, JMSIX has underperformed PONPX with an annualized return of 3.93%, while PONPX has yielded a comparatively higher 4.55% annualized 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%
PONPX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.37%
- 6M
- 1.11%
- 1Y
- 5.97%
- 3Y*
- 7.09%
- 5Y*
- 3.28%
- 10Y*
- 4.55%
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. PONPX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is lower than PONPX's 0.72% expense ratio.
Return for Risk
JMSIX vs. PONPX — Risk / Return Rank
JMSIX
PONPX
JMSIX vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and PIMCO Income Fund Class I-2 (PONPX). 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 | PONPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 1.54 | +0.62 |
Sortino ratioReturn per unit of downside risk | 3.84 | 2.21 | +1.63 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.29 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.84 | +1.62 |
Martin ratioReturn relative to average drawdown | 13.30 | 7.43 | +5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JMSIX | PONPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.54 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.70 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 1.09 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.82 | -1.06 |
Correlation
The correlation between JMSIX and PONPX is 0.69, 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. PONPX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.53%, which matches PONPX's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PONPX PIMCO Income Fund Class I-2 | 5.48% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Drawdowns
JMSIX vs. PONPX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.40%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for JMSIX and PONPX.
Loading graphics...
Drawdown Indicators
| JMSIX | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -13.41% | -4.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -3.69% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -11.39% | -13.41% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | -13.41% | -4.99% |
Current DrawdownCurrent decline from peak | -1.39% | -3.24% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -1.44% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.92% | -0.49% |
Volatility
JMSIX vs. PONPX - Volatility Comparison
The current volatility for JPMorgan Income Fund (JMSIX) is 0.77%, while PIMCO Income Fund Class I-2 (PONPX) has a volatility of 1.88%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMSIX | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 1.88% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 2.64% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 4.27% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.70% | 4.75% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.85% | 4.19% | -0.34% |