JNSSX vs. PRMYX
JNSSX (JPMorgan SmartRetirement 2025 Fund) and PRMYX (Putnam RetirementReady Maturity Fund) are both Target Retirement Date funds. Over the past 10 years, JNSSX returned 7.89%/yr vs 3.18%/yr for PRMYX. Their correlation of 0.81 means they have usually moved in the same direction. JNSSX charges 0.25%/yr vs 0.13%/yr for PRMYX.
Performance
JNSSX vs. PRMYX - Performance Comparison
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Returns By Period
In the year-to-date period, JNSSX achieves a 4.24% return, which is significantly higher than PRMYX's 1.88% return. Over the past 10 years, JNSSX has outperformed PRMYX with an annualized return of 7.89%, while PRMYX has yielded a comparatively lower 3.18% annualized return.
JNSSX
- 1D
- 0.05%
- 1M
- -0.60%
- 6M
- 2.59%
- YTD
- 4.24%
- 1Y
- 9.97%
- 3Y*
- 9.73%
- 5Y*
- 4.37%
- 10Y*
- 7.89%
- ALL TIME*
- 6.51%
PRMYX
- 1D
- -0.40%
- 1M
- -0.63%
- 6M
- 1.87%
- YTD
- 1.88%
- 1Y
- 5.69%
- 3Y*
- 7.35%
- 5Y*
- 3.99%
- 10Y*
- 3.18%
- ALL TIME*
- 3.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JNSSX vs. PRMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSSX JPMorgan SmartRetirement 2025 Fund | 4.24% | 12.40% | 5.15% | 16.88% | -15.77% | 8.48% | 11.70% | 32.55% | -6.66% | 16.15% |
PRMYX Putnam RetirementReady Maturity Fund | 1.88% | 8.38% | 6.31% | 9.82% | -4.22% | 0.02% | 1.29% | 8.54% | -5.19% | 5.10% |
Correlation
The correlation between JNSSX and PRMYX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.81 |
The correlation between JNSSX and PRMYX shifts across timeframes, from 0.80 (10 years) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JNSSX vs. PRMYX — Risk / Return Rank
JNSSX
PRMYX
JNSSX vs. PRMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2025 Fund (JNSSX) and Putnam RetirementReady Maturity Fund (PRMYX). 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.
| JNSSX | PRMYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.69 | +0.17 |
| Martin ratioReturn relative to average drawdown | 7.83 | 6.79 | +1.04 |
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Drawdowns
JNSSX vs. PRMYX - Drawdown Comparison
The maximum JNSSX drawdown since its inception was -46.46%, which is greater than PRMYX's maximum drawdown of -9.74%. Use the drawdown chart below to compare losses from any high point for JNSSX and PRMYX.
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Drawdown Indicators
| JNSSX | PRMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -9.74% | -36.72% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -3.50% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -7.42% | -7.35% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -9.24% | -11.64% |
Max Drawdown (10Y)Largest decline over 10 years | -22.07% | -9.74% | -12.33% |
Current DrawdownCurrent decline from peak | -1.03% | -1.03% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -1.68% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 0.87% | +0.39% |
Volatility
JNSSX vs. PRMYX - Volatility Comparison
JPMorgan SmartRetirement 2025 Fund (JNSSX) has a higher volatility of 1.89% compared to Putnam RetirementReady Maturity Fund (PRMYX) at 1.46%. This indicates that JNSSX's price experiences larger fluctuations and is considered to be riskier than PRMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNSSX | PRMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 1.46% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.69% | 3.90% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.75% | 4.85% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.75% | 5.26% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 4.50% | +5.46% |
JNSSX vs. PRMYX - Expense Ratio Comparison
JNSSX has a 0.25% expense ratio, which is higher than PRMYX's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JNSSX vs. PRMYX - Dividend Comparison
JNSSX's dividend yield for the trailing twelve months is around 6.96%, more than PRMYX's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSSX JPMorgan SmartRetirement 2025 Fund | 6.96% | 7.25% | 4.61% | 2.83% | 7.11% | 12.43% | 4.59% | 23.92% | 5.71% | 3.96% | 2.92% | 3.22% |
PRMYX Putnam RetirementReady Maturity Fund | 3.42% | 3.30% | 3.15% | 3.62% | 7.46% | 2.47% | 2.17% | 2.97% | 1.73% | 0.55% | 1.53% | 3.90% |
Frequently Asked Questions
With a correlation of 0.95, JNSSX and PRMYX 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.
JNSSX has higher volatility (1.89%) compared to PRMYX (1.46%). In terms of maximum drawdown, JNSSX dropped -46.46% vs PRMYX's -9.74%.
JNSSX currently has the higher Sharpe Ratio (1.47 vs 1.22), 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.
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