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

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.


-0.50.00.51.00.5

Performance

JMSIX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Fund (JMSIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
0.70%
JMSIX
VBTLX

Key characteristics

Sharpe Ratio

JMSIX:

2.81

VBTLX:

0.21

Sortino Ratio

JMSIX:

4.78

VBTLX:

0.33

Omega Ratio

JMSIX:

1.69

VBTLX:

1.04

Calmar Ratio

JMSIX:

2.79

VBTLX:

0.08

Martin Ratio

JMSIX:

17.18

VBTLX:

0.57

Ulcer Index

JMSIX:

0.45%

VBTLX:

1.97%

Daily Std Dev

JMSIX:

2.75%

VBTLX:

5.46%

Max Drawdown

JMSIX:

-18.41%

VBTLX:

-19.05%

Current Drawdown

JMSIX:

-0.70%

VBTLX:

-10.03%

Returns By Period

In the year-to-date period, JMSIX achieves a 7.59% return, which is significantly higher than VBTLX's 0.52% return. Over the past 10 years, JMSIX has outperformed VBTLX with an annualized return of 3.86%, while VBTLX has yielded a comparatively lower 1.27% annualized return.


JMSIX

YTD

7.59%

1M

0.39%

6M

4.19%

1Y

7.72%

5Y*

2.42%

10Y*

3.86%

VBTLX

YTD

0.52%

1M

-0.84%

6M

0.69%

1Y

1.13%

5Y*

-0.49%

10Y*

1.27%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JMSIX vs. VBTLX - Expense Ratio Comparison

JMSIX has a 0.40% expense ratio, which is higher than VBTLX's 0.05% 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 VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Sharpe ratio
The chart of Sharpe ratio for JMSIX, currently valued at 2.81, compared to the broader market-1.000.001.002.003.004.002.810.21
The chart of Sortino ratio for JMSIX, currently valued at 4.78, compared to the broader market-2.000.002.004.006.008.0010.004.780.33
The chart of Omega ratio for JMSIX, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.003.501.691.04
The chart of Calmar ratio for JMSIX, currently valued at 2.79, compared to the broader market0.002.004.006.008.0010.0012.002.790.08
The chart of Martin ratio for JMSIX, currently valued at 17.18, compared to the broader market0.0020.0040.0060.0017.180.57
JMSIX
VBTLX

The current JMSIX Sharpe Ratio is 2.81, which is higher than the VBTLX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of JMSIX and VBTLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.81
0.21
JMSIX
VBTLX

Dividends

JMSIX vs. VBTLX - Dividend Comparison

JMSIX's dividend yield for the trailing twelve months is around 5.73%, more than VBTLX's 3.35% yield.


TTM20232022202120202019201820172016201520142013
JMSIX
JPMorgan Income Fund
5.73%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
3.35%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.70%
-10.03%
JMSIX
VBTLX

Volatility

JMSIX vs. VBTLX - Volatility Comparison

The current volatility for JPMorgan Income Fund (JMSIX) is 0.81%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.57%. 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.81%
1.57%
JMSIX
VBTLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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