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

Correlation

The correlation between JMSIX and VCOBX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

JMSIX vs. VCOBX - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
48.69%
16.19%
JMSIX
VCOBX

Key characteristics

Sharpe Ratio

JMSIX:

3.13

VCOBX:

1.47

Sortino Ratio

JMSIX:

5.87

VCOBX:

2.18

Omega Ratio

JMSIX:

1.84

VCOBX:

1.26

Calmar Ratio

JMSIX:

4.98

VCOBX:

0.60

Martin Ratio

JMSIX:

20.61

VCOBX:

3.96

Ulcer Index

JMSIX:

0.40%

VCOBX:

1.90%

Daily Std Dev

JMSIX:

2.61%

VCOBX:

5.12%

Max Drawdown

JMSIX:

-18.41%

VCOBX:

-18.90%

Current Drawdown

JMSIX:

-0.35%

VCOBX:

-6.23%

Returns By Period

In the year-to-date period, JMSIX achieves a 2.27% return, which is significantly lower than VCOBX's 2.48% return.


JMSIX

YTD

2.27%

1M

-0.08%

6M

3.19%

1Y

8.14%

5Y*

4.95%

10Y*

3.85%

VCOBX

YTD

2.48%

1M

-1.22%

6M

2.37%

1Y

6.24%

5Y*

-0.46%

10Y*

N/A

*Annualized

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JMSIX vs. VCOBX - Expense Ratio Comparison

JMSIX has a 0.40% expense ratio, which is higher than VCOBX's 0.10% expense ratio.


Expense ratio chart for JMSIX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JMSIX: 0.40%
Expense ratio chart for VCOBX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCOBX: 0.10%

Risk-Adjusted Performance

JMSIX vs. VCOBX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMSIX
The Risk-Adjusted Performance Rank of JMSIX is 9898
Overall Rank
The Sharpe Ratio Rank of JMSIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of JMSIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JMSIX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JMSIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JMSIX is 9898
Martin Ratio Rank

VCOBX
The Risk-Adjusted Performance Rank of VCOBX is 7979
Overall Rank
The Sharpe Ratio Rank of VCOBX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VCOBX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCOBX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VCOBX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VCOBX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JMSIX vs. VCOBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Vanguard Core Bond Fund Admiral Shares (VCOBX). 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.


The chart of Sharpe ratio for JMSIX, currently valued at 3.13, compared to the broader market-2.00-1.000.001.002.003.00
JMSIX: 3.13
VCOBX: 1.23
The chart of Sortino ratio for JMSIX, currently valued at 5.87, compared to the broader market-2.000.002.004.006.008.00
JMSIX: 5.87
VCOBX: 1.83
The chart of Omega ratio for JMSIX, currently valued at 1.84, compared to the broader market0.501.001.502.002.503.00
JMSIX: 1.84
VCOBX: 1.22
The chart of Calmar ratio for JMSIX, currently valued at 4.98, compared to the broader market0.002.004.006.008.0010.00
JMSIX: 4.98
VCOBX: 0.52
The chart of Martin ratio for JMSIX, currently valued at 20.61, compared to the broader market0.0010.0020.0030.0040.00
JMSIX: 20.61
VCOBX: 3.28

The current JMSIX Sharpe Ratio is 3.13, which is higher than the VCOBX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of JMSIX and VCOBX, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
3.13
1.23
JMSIX
VCOBX

Dividends

JMSIX vs. VCOBX - Dividend Comparison

JMSIX's dividend yield for the trailing twelve months is around 6.03%, more than VCOBX's 4.74% yield.


TTM20242023202220212020201920182017201620152014
JMSIX
JPMorgan Income Fund
6.03%5.76%5.30%4.77%3.99%4.94%5.10%5.43%5.41%5.47%5.72%0.92%
VCOBX
Vanguard Core Bond Fund Admiral Shares
4.74%4.66%4.10%3.02%1.22%1.80%3.09%3.11%2.20%1.68%0.00%0.00%

Drawdowns

JMSIX vs. VCOBX - Drawdown Comparison

The maximum JMSIX drawdown since its inception was -18.41%, roughly equal to the maximum VCOBX drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for JMSIX and VCOBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.35%
-6.23%
JMSIX
VCOBX

Volatility

JMSIX vs. VCOBX - Volatility Comparison

The current volatility for JPMorgan Income Fund (JMSIX) is 1.20%, while Vanguard Core Bond Fund Admiral Shares (VCOBX) has a volatility of 2.14%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than VCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
1.20%
2.14%
JMSIX
VCOBX