JPIN vs. PONAX
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and PIMCO Income Fund Class A (PONAX).
JPIN is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. PONAX is managed by PIMCO. It was launched on Apr 2, 2007.
Performance
JPIN vs. PONAX - Performance Comparison
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JPIN vs. PONAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.82% | 33.27% | 2.66% | 17.45% | -14.14% | 6.79% | 4.85% | 16.07% | -13.12% | 25.32% |
PONAX PIMCO Income Fund Class A | -1.42% | 10.63% | 5.02% | 8.96% | -9.34% | 2.21% | 5.40% | 7.65% | 0.21% | 8.19% |
Returns By Period
In the year-to-date period, JPIN achieves a 4.82% return, which is significantly higher than PONAX's -1.42% return. Over the past 10 years, JPIN has outperformed PONAX with an annualized return of 7.59%, while PONAX has yielded a comparatively lower 4.25% annualized return.
JPIN
- 1D
- 3.35%
- 1M
- -6.99%
- YTD
- 4.82%
- 6M
- 9.66%
- 1Y
- 30.52%
- 3Y*
- 16.53%
- 5Y*
- 7.81%
- 10Y*
- 7.59%
PONAX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.42%
- 6M
- 0.98%
- 1Y
- 5.68%
- 3Y*
- 6.79%
- 5Y*
- 3.00%
- 10Y*
- 4.25%
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JPIN vs. PONAX - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is lower than PONAX's 1.02% expense ratio.
Return for Risk
JPIN vs. PONAX — Risk / Return Rank
JPIN
PONAX
JPIN vs. PONAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) and PIMCO Income Fund Class A (PONAX). 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.
| JPIN | PONAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.48 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.72 | 2.11 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.76 | +1.09 |
Martin ratioReturn relative to average drawdown | 11.19 | 7.07 | +4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPIN | PONAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.48 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 1.03 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.47 | -1.05 |
Correlation
The correlation between JPIN and PONAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPIN vs. PONAX - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.30%, less than PONAX's 5.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.30% | 4.50% | 4.20% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.72% | 2.12% | 1.67% | 2.18% |
PONAX PIMCO Income Fund Class A | 5.20% | 5.61% | 5.86% | 5.86% | 4.66% | 3.62% | 4.48% | 5.42% | 5.24% | 4.97% | 5.13% | 7.45% |
Drawdowns
JPIN vs. PONAX - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, which is greater than PONAX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for JPIN and PONAX.
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Drawdown Indicators
| JPIN | PONAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.69% | -13.64% | -23.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -3.69% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -13.64% | -15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.69% | -13.64% | -23.05% |
Current DrawdownCurrent decline from peak | -7.21% | -3.24% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -1.80% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 0.92% | +1.73% |
Volatility
JPIN vs. PONAX - Volatility Comparison
J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 7.16% compared to PIMCO Income Fund Class A (PONAX) at 1.88%. This indicates that JPIN's price experiences larger fluctuations and is considered to be riskier than PONAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPIN | PONAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 1.88% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 2.61% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 4.24% | +11.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 4.72% | +9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 4.16% | +11.78% |