JMSIX vs. VBTLX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JMSIX or VBTLX.
Performance
JMSIX vs. VBTLX - Performance Comparison
Returns By Period
In the year-to-date period, JMSIX achieves a 7.17% return, which is significantly higher than VBTLX's 1.37% return. Over the past 10 years, JMSIX has outperformed VBTLX with an annualized return of 3.72%, while VBTLX has yielded a comparatively lower 1.32% annualized return.
JMSIX
7.17%
0.15%
4.70%
10.84%
2.51%
3.72%
VBTLX
1.37%
-0.52%
3.27%
6.22%
-0.35%
1.32%
Key characteristics
| JMSIX | VBTLX | |
|---|---|---|
| Sharpe Ratio | 3.78 | 1.10 |
| Sortino Ratio | 6.67 | 1.64 |
| Omega Ratio | 2.01 | 1.20 |
| Calmar Ratio | 1.99 | 0.42 |
| Martin Ratio | 24.92 | 3.49 |
| Ulcer Index | 0.44% | 1.78% |
| Daily Std Dev | 2.90% | 5.64% |
| Max Drawdown | -18.41% | -19.05% |
| Current Drawdown | -0.67% | -9.27% |
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JMSIX vs. VBTLX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Correlation
The correlation between JMSIX and VBTLX is 0.53, 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.
Risk-Adjusted Performance
JMSIX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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. VBTLX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.65%, more than VBTLX's 3.60% 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
JMSIX vs. VBTLX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.41%, roughly equal to the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for JMSIX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
JMSIX vs. VBTLX - Volatility Comparison
The current volatility for JPMorgan Income Fund (JMSIX) is 0.55%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.47%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.