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JNBSX vs. INPAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNBSX vs. INPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Income Builder Fund (JNBSX) and American Funds Conservative Growth and Income Portfolio (INPAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JNBSX having a 4.78% return and INPAX slightly higher at 5.00%. Over the past 10 years, JNBSX has underperformed INPAX with an annualized return of 5.78%, while INPAX has yielded a comparatively higher 6.91% annualized return.


JNBSX

1D
1.23%
1M
-0.53%
6M
2.65%
YTD
4.78%
1Y
11.06%
3Y*
9.70%
5Y*
4.23%
10Y*
5.78%
ALL TIME*
5.05%

INPAX

1D
0.48%
1M
0.14%
6M
2.97%
YTD
5.00%
1Y
11.10%
3Y*
10.60%
5Y*
6.20%
10Y*
6.91%
ALL TIME*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

JNBSX vs. INPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNBSX
JPMorgan Income Builder Fund
4.78%12.87%7.36%9.34%-12.81%9.19%6.24%14.95%-4.22%11.89%
INPAX
American Funds Conservative Growth and Income Portfolio
5.00%13.33%9.26%9.53%-8.71%12.96%5.72%15.82%-3.60%11.57%

Correlation

The correlation between JNBSX and INPAX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.92

The correlation between JNBSX and INPAX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

JNBSX vs. INPAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JNBSX
JNBSX Risk / Return Rank: 6161
Overall Rank
JNBSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JNBSX Sortino Ratio Rank: 6161
Sortino Ratio Rank
JNBSX Omega Ratio Rank: 6464
Omega Ratio Rank
JNBSX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JNBSX Martin Ratio Rank: 6565
Martin Ratio Rank

INPAX
INPAX Risk / Return Rank: 6565
Overall Rank
INPAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
INPAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
INPAX Omega Ratio Rank: 7373
Omega Ratio Rank
INPAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
INPAX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JNBSX vs. INPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) and American Funds Conservative Growth and Income Portfolio (INPAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JNBSXINPAXDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

1.89

1.78

+0.10

Martin ratioReturn relative to average drawdown

8.11

7.71

+0.41

JNBSX vs. INPAX - Sharpe Ratio Comparison

The current JNBSX Sharpe Ratio is 1.48, which is comparable to the INPAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of JNBSX and INPAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JNBSX vs. INPAX - Drawdown Comparison

The maximum JNBSX drawdown since its inception was -37.33%, which is greater than INPAX's maximum drawdown of -21.25%. Use the drawdown chart below to compare losses from any high point for JNBSX and INPAX.


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Drawdown Indicators


JNBSXINPAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.33%

-21.25%

-16.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-5.89%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-7.90%

-7.77%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-15.36%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-23.60%

-21.25%

-2.35%

Current Drawdown

Current decline from peak

-1.89%

-0.14%

-1.75%

Average Drawdown

Average peak-to-trough decline

-4.79%

-2.29%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.36%

-0.03%

Volatility

JNBSX vs. INPAX - Volatility Comparison

JPMorgan Income Builder Fund (JNBSX) has a higher volatility of 2.36% compared to American Funds Conservative Growth and Income Portfolio (INPAX) at 1.40%. This indicates that JNBSX's price experiences larger fluctuations and is considered to be riskier than INPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNBSXINPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

1.40%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

5.05%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

6.25%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.95%

7.57%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

8.31%

-0.40%

JNBSX vs. INPAX - Expense Ratio Comparison

JNBSX has a 0.60% expense ratio, which is higher than INPAX's 0.33% expense ratio.


Dividends

JNBSX vs. INPAX - Dividend Comparison

JNBSX's dividend yield for the trailing twelve months is around 4.78%, which matches INPAX's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
INPAX
American Funds Conservative Growth and Income Portfolio
4.79%4.87%5.21%4.82%4.90%4.43%5.59%4.57%4.85%3.29%3.58%3.90%
JNBSX
JPMorgan Income Builder Fund
4.78%5.16%5.90%5.07%4.61%8.53%3.47%4.17%4.56%3.89%4.40%4.20%

Frequently Asked Questions


With a correlation of 0.90, JNBSX and INPAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JNBSX has higher volatility (2.36%) compared to INPAX (1.40%). In terms of maximum drawdown, JNBSX dropped -37.33% vs INPAX's -21.25%.

INPAX currently has the higher Sharpe Ratio (1.69 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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