JPDVX vs. FCSRX
JPDVX (JPMorgan Diversified Fund) and FCSRX (Fidelity Advisor Strategic Real Return Fund Class C) are both Diversified Portfolio funds. Over the past 10 years, JPDVX returned 8.62%/yr vs 4.41%/yr for FCSRX. A 0.58 correlation means they provide meaningful diversification when combined. JPDVX charges 0.60%/yr vs 1.70%/yr for FCSRX.
Performance
JPDVX vs. FCSRX - Performance Comparison
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Returns By Period
In the year-to-date period, JPDVX achieves a 3.20% return, which is significantly lower than FCSRX's 5.62% return. Over the past 10 years, JPDVX has outperformed FCSRX with an annualized return of 8.62%, while FCSRX has yielded a comparatively lower 4.41% annualized return.
JPDVX
- 1D
- 0.13%
- 1M
- -0.63%
- YTD
- 3.20%
- 6M
- 2.50%
- 1Y
- 10.27%
- 3Y*
- 11.63%
- 5Y*
- 3.36%
- 10Y*
- 8.62%
FCSRX
- 1D
- 0.33%
- 1M
- -2.04%
- YTD
- 5.62%
- 6M
- 5.02%
- 1Y
- 11.41%
- 3Y*
- 7.89%
- 5Y*
- 4.76%
- 10Y*
- 4.41%
JPDVX vs. FCSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPDVX JPMorgan Diversified Fund | 3.20% | 13.61% | 10.15% | 14.91% | -15.43% | 1.94% | 17.17% | 30.24% | -7.96% | 17.91% |
FCSRX Fidelity Advisor Strategic Real Return Fund Class C | 5.62% | 9.27% | 4.75% | 3.60% | -4.26% | 14.68% | 2.60% | 9.54% | -5.03% | 3.02% |
Correlation
The correlation between JPDVX and FCSRX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2005 | 0.58 |
The correlation between JPDVX and FCSRX shifts across timeframes, from 0.39 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPDVX vs. FCSRX — Risk / Return Rank
JPDVX
FCSRX
JPDVX vs. FCSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Fund (JPDVX) and Fidelity Advisor Strategic Real Return Fund Class C (FCSRX). 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.
| JPDVX | FCSRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.39 | -2.01 |
| Martin ratioReturn relative to average drawdown | 5.87 | 15.46 | -9.58 |
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Drawdowns
JPDVX vs. FCSRX - Drawdown Comparison
The maximum JPDVX drawdown since its inception was -32.29%, roughly equal to the maximum FCSRX drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for JPDVX and FCSRX.
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Drawdown Indicators
| JPDVX | FCSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.29% | -33.91% | +1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -3.50% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -11.40% | -5.85% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -13.22% | -16.07% |
Max Drawdown (10Y)Largest decline over 10 years | -29.29% | -20.02% | -9.27% |
Current DrawdownCurrent decline from peak | -1.43% | -3.18% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -5.08% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 0.77% | +1.12% |
Volatility
JPDVX vs. FCSRX - Volatility Comparison
JPMorgan Diversified Fund (JPDVX) has a higher volatility of 3.49% compared to Fidelity Advisor Strategic Real Return Fund Class C (FCSRX) at 1.51%. This indicates that JPDVX's price experiences larger fluctuations and is considered to be riskier than FCSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPDVX | FCSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 1.51% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 3.75% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.40% | 4.78% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.50% | 6.90% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 6.71% | +5.10% |
JPDVX vs. FCSRX - Expense Ratio Comparison
JPDVX has a 0.60% expense ratio, which is lower than FCSRX's 1.70% expense ratio.
Dividends
JPDVX vs. FCSRX - Dividend Comparison
JPDVX's dividend yield for the trailing twelve months is around 13.70%, more than FCSRX's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCSRX Fidelity Advisor Strategic Real Return Fund Class C | 3.35% | 3.74% | 3.86% | 4.35% | 6.51% | 4.53% | 1.32% | 2.20% | 8.51% | 1.58% | 1.34% | 0.66% |
JPDVX JPMorgan Diversified Fund | 13.70% | 14.14% | 4.07% | 1.34% | 7.02% | 8.33% | 9.35% | 16.68% | 11.26% | 6.99% | 2.59% | 4.52% |
Frequently Asked Questions
JPDVX and FCSRX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPDVX has higher volatility (3.49%) compared to FCSRX (1.51%). In terms of maximum drawdown, JPDVX dropped -32.29% vs FCSRX's -33.91%.
FCSRX currently has the higher Sharpe Ratio (2.49 vs 1.18), 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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