JMSIX vs. VMSAX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX).
JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014. VMSAX is an actively managed fund by Vanguard. It was launched on Oct 12, 2021.
Performance
JMSIX vs. VMSAX - Performance Comparison
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JMSIX vs. VMSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -7.45% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | -0.99% | 9.08% | 6.86% | 10.53% | -8.42% |
Returns By Period
In the year-to-date period, JMSIX achieves a -0.29% return, which is significantly higher than VMSAX's -0.99% 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%
VMSAX
- 1D
- 0.22%
- 1M
- -1.98%
- YTD
- -0.99%
- 6M
- 0.66%
- 1Y
- 6.00%
- 3Y*
- 7.21%
- 5Y*
- —
- 10Y*
- —
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JMSIX vs. VMSAX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is higher than VMSAX's 0.30% expense ratio.
Return for Risk
JMSIX vs. VMSAX — Risk / Return Rank
JMSIX
VMSAX
JMSIX vs. VMSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX). 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 | VMSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.05 | +2.11 |
Sortino ratioReturn per unit of downside risk | 3.84 | 1.32 | +2.52 |
Omega ratioGain probability vs. loss probability | 1.54 | 2.07 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 0.11 | +3.36 |
Martin ratioReturn relative to average drawdown | 13.30 | 1.75 | +11.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMSIX | VMSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.05 | +2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.06 | +0.70 |
Correlation
The correlation between JMSIX and VMSAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JMSIX vs. VMSAX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.53%, more than VMSAX's 5.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | 5.17% | 5.66% | 6.48% | 5.52% | 3.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMSIX vs. VMSAX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.40%, smaller than the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for JMSIX and VMSAX.
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Drawdown Indicators
| JMSIX | VMSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -54.84% | +36.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -54.84% | +53.20% |
Max Drawdown (5Y)Largest decline over 5 years | -11.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | — | — |
Current DrawdownCurrent decline from peak | -1.39% | -2.03% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -3.21% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 3.50% | -3.07% |
Volatility
JMSIX vs. VMSAX - Volatility Comparison
The current volatility for JPMorgan Income Fund (JMSIX) is 0.77%, while Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) has a volatility of 1.19%. This indicates that JMSIX experiences smaller price fluctuations and is considered to be less risky than VMSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMSIX | VMSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 1.19% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 112.83% | -111.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 133.59% | -131.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.70% | 65.65% | -61.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.85% | 65.65% | -61.80% |