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JNBAX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNBAX vs. IPIRX - Performance Comparison

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

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JNBAX vs. IPIRX - 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%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, JNBAX achieves a -1.82% return, which is significantly higher than IPIRX's -3.05% return. Both investments have delivered pretty close results over the past 10 years, with JNBAX having a 5.48% annualized return and IPIRX not far behind at 5.44%.


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%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNBAX vs. IPIRX - Expense Ratio Comparison

JNBAX has a 0.75% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

JNBAX vs. IPIRX — 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

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund Class A (JNBAX) and Voya Global Perspectives Portfolio (IPIRX). 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.


JNBAXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.02

+0.24

Sortino ratio

Return per unit of downside risk

1.71

1.52

+0.19

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.48

0.98

+0.51

Martin ratio

Return relative to average drawdown

6.76

4.41

+2.35

JNBAX vs. IPIRX - Sharpe Ratio Comparison

The current JNBAX Sharpe Ratio is 1.26, which is comparable to the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of JNBAX and IPIRX, 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


JNBAXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.02

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.27

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.57

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.52

+0.02

Correlation

The correlation between JNBAX and IPIRX 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. IPIRX - Dividend Comparison

JNBAX's dividend yield for the trailing twelve months is around 5.26%, less than IPIRX's 5.82% 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%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

JNBAX vs. IPIRX - Drawdown Comparison

The maximum JNBAX drawdown since its inception was -37.41%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for JNBAX and IPIRX.


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Drawdown Indicators


JNBAXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-24.97%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-7.88%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-24.97%

+5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

-24.97%

+1.41%

Current Drawdown

Current decline from peak

-5.74%

-7.88%

+2.14%

Average Drawdown

Average peak-to-trough decline

-4.92%

-4.89%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.99%

-0.63%

Volatility

JNBAX vs. IPIRX - Volatility Comparison

The current volatility for JPMorgan Income Builder Fund Class A (JNBAX) is 3.18%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 3.44%. This indicates that JNBAX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNBAXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.44%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

6.50%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

11.05%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.72%

10.73%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

9.69%

-1.86%