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JPICX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPICX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan California Tax Free Bond Fund (JPICX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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JPICX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPICX
JPMorgan California Tax Free Bond Fund
-0.79%3.38%1.51%4.92%-6.54%0.04%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, JPICX achieves a -0.79% return, which is significantly higher than FSMUX's -1.13% return.


JPICX

1D
0.20%
1M
-2.56%
YTD
-0.79%
6M
0.51%
1Y
3.16%
3Y*
2.26%
5Y*
0.63%
10Y*
1.42%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPICX vs. FSMUX - Expense Ratio Comparison

JPICX has a 0.70% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

JPICX vs. FSMUX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPICX
JPICX Risk / Return Rank: 4444
Overall Rank
JPICX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JPICX Sortino Ratio Rank: 3838
Sortino Ratio Rank
JPICX Omega Ratio Rank: 6666
Omega Ratio Rank
JPICX Calmar Ratio Rank: 3636
Calmar Ratio Rank
JPICX Martin Ratio Rank: 3333
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPICX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan California Tax Free Bond Fund (JPICX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


JPICXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.63

+0.31

Sortino ratio

Return per unit of downside risk

1.23

0.87

+0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

0.99

0.28

+0.71

Martin ratio

Return relative to average drawdown

3.59

0.78

+2.80

JPICX vs. FSMUX - Sharpe Ratio Comparison

The current JPICX Sharpe Ratio is 0.93, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of JPICX and FSMUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPICXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.63

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

-0.00

+1.18

Correlation

The correlation between JPICX and FSMUX is 0.80, 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.


Dividends

JPICX vs. FSMUX - Dividend Comparison

JPICX's dividend yield for the trailing twelve months is around 3.03%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
JPICX
JPMorgan California Tax Free Bond Fund
3.03%3.00%3.01%2.55%2.03%1.54%1.70%2.35%2.80%2.73%2.66%3.16%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPICX vs. FSMUX - Drawdown Comparison

The maximum JPICX drawdown since its inception was -10.59%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for JPICX and FSMUX.


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Drawdown Indicators


JPICXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-10.59%

-16.27%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-5.30%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-10.59%

Current Drawdown

Current decline from peak

-2.56%

-2.56%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.43%

-5.61%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.96%

-0.96%

Volatility

JPICX vs. FSMUX - Volatility Comparison

JPMorgan California Tax Free Bond Fund (JPICX) and Strategic Advisers Municipal Bond Fund (FSMUX) have volatilities of 0.97% and 0.99%, 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.


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Volatility by Period


JPICXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.99%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

2.12%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

6.65%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.84%

4.67%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

4.67%

-1.42%