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JNBAX vs. GGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNBAX vs. GGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Builder Fund Class A (JNBAX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). The values are adjusted to include any dividend payments, if applicable.

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JNBAX vs. GGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNBAX
JPMorgan Income Builder Fund Class A
-1.82%12.74%7.22%9.20%-12.97%8.82%6.09%14.81%-4.46%11.85%
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%

Returns By Period

In the year-to-date period, JNBAX achieves a -1.82% return, which is significantly higher than GGSIX's -4.20% return. Over the past 10 years, JNBAX has underperformed GGSIX with an annualized return of 5.48%, while GGSIX has yielded a comparatively higher 9.96% annualized return.


JNBAX

1D
-0.10%
1M
-5.74%
YTD
-1.82%
6M
0.49%
1Y
9.64%
3Y*
7.95%
5Y*
3.70%
10Y*
5.48%

GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNBAX vs. GGSIX - Expense Ratio Comparison

JNBAX has a 0.75% expense ratio, which is higher than GGSIX's 0.19% expense ratio.


Return for Risk

JNBAX vs. GGSIX — Risk / Return Rank

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

JNBAX
JNBAX Risk / Return Rank: 6868
Overall Rank
JNBAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JNBAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
JNBAX Omega Ratio Rank: 6969
Omega Ratio Rank
JNBAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
JNBAX Martin Ratio Rank: 7171
Martin Ratio Rank

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNBAX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund Class A (JNBAX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.


JNBAXGGSIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.15

+0.12

Sortino ratio

Return per unit of downside risk

1.71

1.54

+0.17

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.48

1.07

+0.42

Martin ratio

Return relative to average drawdown

6.76

4.87

+1.89

JNBAX vs. GGSIX - Sharpe Ratio Comparison

The current JNBAX Sharpe Ratio is 1.26, which is comparable to the GGSIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of JNBAX and GGSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNBAXGGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.15

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.63

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.70

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.11

Correlation

The correlation between JNBAX and GGSIX is 0.90, 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

JNBAX vs. GGSIX - Dividend Comparison

JNBAX's dividend yield for the trailing twelve months is around 5.26%, less than GGSIX's 12.39% yield.


TTM20252024202320222021202020192018201720162015
JNBAX
JPMorgan Income Builder Fund Class A
5.26%5.04%5.77%4.94%4.46%8.18%3.34%4.03%4.41%3.74%4.27%4.06%
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Drawdowns

JNBAX vs. GGSIX - Drawdown Comparison

The maximum JNBAX drawdown since its inception was -37.41%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for JNBAX and GGSIX.


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Drawdown Indicators


JNBAXGGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-52.85%

+15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-10.84%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-26.74%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-30.36%

+6.80%

Current Drawdown

Current decline from peak

-5.74%

-8.71%

+2.97%

Average Drawdown

Average peak-to-trough decline

-4.92%

-9.25%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

2.51%

-1.15%

Volatility

JNBAX vs. GGSIX - Volatility Comparison

The current volatility for JPMorgan Income Builder Fund Class A (JNBAX) is 3.18%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 4.54%. This indicates that JNBAX experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNBAXGGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

4.54%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

8.19%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

13.32%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

13.34%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

14.27%

-6.44%