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JNBSX vs. FFNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JNBSXFFNAX
YTD Return7.90%6.86%
1Y Return18.72%16.80%
3Y Return (Ann)1.22%0.83%
5Y Return (Ann)4.00%5.00%
10Y Return (Ann)4.55%4.82%
Sharpe Ratio2.932.79
Sortino Ratio4.384.20
Omega Ratio1.591.54
Calmar Ratio1.461.36
Martin Ratio19.3918.55
Ulcer Index1.02%0.96%
Daily Std Dev6.76%6.36%
Max Drawdown-23.60%-31.87%
Current Drawdown-2.31%-2.20%

Correlation

-0.50.00.51.00.9

The correlation between JNBSX and FFNAX is 0.89, 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.

Performance

JNBSX vs. FFNAX - Performance Comparison

In the year-to-date period, JNBSX achieves a 7.90% return, which is significantly higher than FFNAX's 6.86% return. Over the past 10 years, JNBSX has underperformed FFNAX with an annualized return of 4.55%, while FFNAX has yielded a comparatively higher 4.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctober
7.46%
5.60%
JNBSX
FFNAX

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JNBSX vs. FFNAX - Expense Ratio Comparison

JNBSX has a 0.60% expense ratio, which is lower than FFNAX's 0.83% expense ratio.


FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
Expense ratio chart for FFNAX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for JNBSX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

JNBSX vs. FFNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) and Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX). 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.


JNBSX
Sharpe ratio
The chart of Sharpe ratio for JNBSX, currently valued at 2.93, compared to the broader market0.002.004.002.93
Sortino ratio
The chart of Sortino ratio for JNBSX, currently valued at 4.38, compared to the broader market0.005.0010.004.38
Omega ratio
The chart of Omega ratio for JNBSX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for JNBSX, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.46
Martin ratio
The chart of Martin ratio for JNBSX, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.0019.39
FFNAX
Sharpe ratio
The chart of Sharpe ratio for FFNAX, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for FFNAX, currently valued at 4.20, compared to the broader market0.005.0010.004.20
Omega ratio
The chart of Omega ratio for FFNAX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for FFNAX, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.36
Martin ratio
The chart of Martin ratio for FFNAX, currently valued at 18.55, compared to the broader market0.0020.0040.0060.0080.0018.55

JNBSX vs. FFNAX - Sharpe Ratio Comparison

The current JNBSX Sharpe Ratio is 2.93, which is comparable to the FFNAX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of JNBSX and FFNAX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctober
2.93
2.79
JNBSX
FFNAX

Dividends

JNBSX vs. FFNAX - Dividend Comparison

JNBSX's dividend yield for the trailing twelve months is around 5.56%, more than FFNAX's 2.32% yield.


TTM20232022202120202019201820172016201520142013
JNBSX
JPMorgan Income Builder Fund
5.56%5.07%4.61%8.53%3.47%4.17%4.56%3.89%4.40%4.20%5.08%4.47%
FFNAX
Fidelity Advisor Asset Manager 40% Fund Class A
2.32%2.20%5.40%2.06%2.08%3.37%4.21%2.72%1.55%1.63%4.51%3.99%

Drawdowns

JNBSX vs. FFNAX - Drawdown Comparison

The maximum JNBSX drawdown since its inception was -23.60%, smaller than the maximum FFNAX drawdown of -31.87%. Use the drawdown chart below to compare losses from any high point for JNBSX and FFNAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctober
-2.31%
-2.20%
JNBSX
FFNAX

Volatility

JNBSX vs. FFNAX - Volatility Comparison

JPMorgan Income Builder Fund (JNBSX) and Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) have volatilities of 1.25% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctober
1.25%
1.26%
JNBSX
FFNAX