JNBSX vs. GSBFX
Compare and contrast key facts about JPMorgan Income Builder Fund (JNBSX) and Goldman Sachs Income Builder Fund (GSBFX).
JNBSX is managed by JPMorgan Chase. It was launched on May 30, 2007. GSBFX is managed by Goldman Sachs. It was launched on Oct 11, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNBSX or GSBFX.
Performance
JNBSX vs. GSBFX - Performance Comparison
Returns By Period
In the year-to-date period, JNBSX achieves a 8.77% return, which is significantly lower than GSBFX's 10.90% return. Over the past 10 years, JNBSX has underperformed GSBFX with an annualized return of 4.09%, while GSBFX has yielded a comparatively higher 5.15% annualized return.
JNBSX
8.77%
-0.55%
6.10%
14.88%
3.27%
4.09%
GSBFX
10.90%
0.63%
7.35%
16.90%
5.72%
5.15%
Key characteristics
| JNBSX | GSBFX | |
|---|---|---|
| Sharpe Ratio | 2.36 | 3.05 |
| Sortino Ratio | 3.40 | 4.41 |
| Omega Ratio | 1.45 | 1.60 |
| Calmar Ratio | 1.12 | 2.16 |
| Martin Ratio | 13.65 | 19.97 |
| Ulcer Index | 1.10% | 0.86% |
| Daily Std Dev | 6.34% | 5.63% |
| Max Drawdown | -23.60% | -41.29% |
| Current Drawdown | -1.52% | -0.35% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JNBSX vs. GSBFX - Expense Ratio Comparison
JNBSX has a 0.60% expense ratio, which is lower than GSBFX's 0.79% expense ratio.
Correlation
The correlation between JNBSX and GSBFX 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.
Risk-Adjusted Performance
JNBSX vs. GSBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) and Goldman Sachs Income Builder Fund (GSBFX). 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.
Dividends
JNBSX vs. GSBFX - Dividend Comparison
JNBSX's dividend yield for the trailing twelve months is around 5.51%, more than GSBFX's 3.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | 5.51% | 5.08% | 4.60% | 4.09% | 3.50% | 4.03% | 4.56% | 3.90% | 4.40% | 4.20% | 4.90% | 4.47% |
GSBFX Goldman Sachs Income Builder Fund | 3.97% | 4.09% | 4.10% | 3.12% | 3.05% | 3.53% | 3.99% | 3.53% | 3.78% | 4.33% | 4.07% | 3.65% |
Drawdowns
JNBSX vs. GSBFX - Drawdown Comparison
The maximum JNBSX drawdown since its inception was -23.60%, smaller than the maximum GSBFX drawdown of -41.29%. Use the drawdown chart below to compare losses from any high point for JNBSX and GSBFX. For additional features, visit the drawdowns tool.
Volatility
JNBSX vs. GSBFX - Volatility Comparison
JPMorgan Income Builder Fund (JNBSX) has a higher volatility of 1.61% compared to Goldman Sachs Income Builder Fund (GSBFX) at 1.41%. This indicates that JNBSX's price experiences larger fluctuations and is considered to be riskier than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.