JMSIX vs. RCTIX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and River Canyon Total Return Bond Fund (RCTIX).
JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMSIX or RCTIX.
Performance
JMSIX vs. RCTIX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with JMSIX having a 7.17% return and RCTIX slightly lower at 7.00%.
JMSIX
7.17%
0.03%
4.57%
10.84%
2.51%
3.73%
RCTIX
7.00%
0.12%
4.43%
10.27%
3.63%
N/A
Key characteristics
| JMSIX | RCTIX | |
|---|---|---|
| Sharpe Ratio | 3.73 | 3.93 |
| Sortino Ratio | 6.57 | 6.34 |
| Omega Ratio | 1.99 | 1.90 |
| Calmar Ratio | 1.84 | 9.24 |
| Martin Ratio | 24.72 | 26.33 |
| Ulcer Index | 0.44% | 0.39% |
| Daily Std Dev | 2.90% | 2.61% |
| Max Drawdown | -18.41% | -10.89% |
| Current Drawdown | -0.67% | -0.72% |
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JMSIX vs. RCTIX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is lower than RCTIX's 0.89% expense ratio.
Correlation
The correlation between JMSIX and RCTIX is 0.36, 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. RCTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and River Canyon Total Return Bond Fund (RCTIX). 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. RCTIX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.65%, less than RCTIX's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% | 0.00% |
Drawdowns
JMSIX vs. RCTIX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.41%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for JMSIX and RCTIX. For additional features, visit the drawdowns tool.
Volatility
JMSIX vs. RCTIX - Volatility Comparison
JPMorgan Income Fund (JMSIX) and River Canyon Total Return Bond Fund (RCTIX) have volatilities of 0.55% and 0.55%, 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.