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JNBAX vs. PFADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNBAX vs. PFADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Builder Fund Class A (JNBAX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). The values are adjusted to include any dividend payments, if applicable.

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JNBAX vs. PFADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNBAX
JPMorgan Income Builder Fund Class A
-0.28%12.74%7.22%9.20%-12.97%8.82%6.09%14.81%-4.46%0.19%
PFADX
PFG BNY Mellon Diversifier Strategy Fund
1.64%7.07%2.13%3.69%-9.50%3.85%7.25%8.16%-5.20%0.00%

Returns By Period

In the year-to-date period, JNBAX achieves a -0.28% return, which is significantly lower than PFADX's 1.64% return.


JNBAX

1D
1.57%
1M
-3.81%
YTD
-0.28%
6M
1.77%
1Y
11.02%
3Y*
8.51%
5Y*
3.90%
10Y*
5.64%

PFADX

1D
0.81%
1M
-2.36%
YTD
1.64%
6M
2.77%
1Y
7.10%
3Y*
4.39%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNBAX vs. PFADX - Expense Ratio Comparison

JNBAX has a 0.75% expense ratio, which is lower than PFADX's 2.05% expense ratio.


Return for Risk

JNBAX vs. PFADX — Risk / Return Rank

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

JNBAX
JNBAX Risk / Return Rank: 7171
Overall Rank
JNBAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JNBAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
JNBAX Omega Ratio Rank: 7373
Omega Ratio Rank
JNBAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
JNBAX Martin Ratio Rank: 7373
Martin Ratio Rank

PFADX
PFADX Risk / Return Rank: 6868
Overall Rank
PFADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PFADX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PFADX Omega Ratio Rank: 6969
Omega Ratio Rank
PFADX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PFADX Martin Ratio Rank: 5656
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. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund Class A (JNBAX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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.


JNBAXPFADXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.49

-0.05

Sortino ratio

Return per unit of downside risk

1.97

1.97

0.00

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.85

1.77

+0.08

Martin ratio

Return relative to average drawdown

8.28

6.36

+1.92

JNBAX vs. PFADX - Sharpe Ratio Comparison

The current JNBAX Sharpe Ratio is 1.45, which is comparable to the PFADX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of JNBAX and PFADX, 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


JNBAXPFADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.49

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.25

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.39

+0.17

Correlation

The correlation between JNBAX and PFADX is 0.78, 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. PFADX - Dividend Comparison

JNBAX's dividend yield for the trailing twelve months is around 5.18%, more than PFADX's 2.42% yield.


TTM20252024202320222021202020192018201720162015
JNBAX
JPMorgan Income Builder Fund Class A
5.18%5.04%5.77%4.94%4.46%8.18%3.34%4.03%4.41%3.74%4.27%4.06%
PFADX
PFG BNY Mellon Diversifier Strategy Fund
2.42%2.46%2.89%1.04%5.33%3.46%0.08%1.51%0.91%0.52%0.00%0.00%

Drawdowns

JNBAX vs. PFADX - Drawdown Comparison

The maximum JNBAX drawdown since its inception was -37.41%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for JNBAX and PFADX.


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Drawdown Indicators


JNBAXPFADXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-16.64%

-20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-4.21%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-16.64%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.56%

Current Drawdown

Current decline from peak

-4.26%

-2.65%

-1.61%

Average Drawdown

Average peak-to-trough decline

-4.92%

-5.38%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.17%

+0.22%

Volatility

JNBAX vs. PFADX - Volatility Comparison

JPMorgan Income Builder Fund Class A (JNBAX) has a higher volatility of 3.66% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 2.05%. This indicates that JNBAX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNBAXPFADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

2.05%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

3.16%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.90%

5.00%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.75%

5.86%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

5.55%

+2.29%