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JRBEX vs. FRQKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRBEX vs. FRQKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). The values are adjusted to include any dividend payments, if applicable.

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JRBEX vs. FRQKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JRBEX
JPMorgan SmartRetirement Blend 2030 Fund
-2.37%15.33%7.14%18.28%-16.36%11.63%11.91%7.14%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
-0.48%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%

Returns By Period

In the year-to-date period, JRBEX achieves a -2.37% return, which is significantly lower than FRQKX's -0.48% return.


JRBEX

1D
0.04%
1M
-5.84%
YTD
-2.37%
6M
-0.16%
1Y
11.91%
3Y*
10.60%
5Y*
5.35%
10Y*
7.65%

FRQKX

1D
0.25%
1M
-3.18%
YTD
-0.48%
6M
0.80%
1Y
7.18%
3Y*
6.11%
5Y*
2.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRBEX vs. FRQKX - Expense Ratio Comparison

JRBEX has a 0.32% expense ratio, which is lower than FRQKX's 0.36% expense ratio.


Return for Risk

JRBEX vs. FRQKX — Risk / Return Rank

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

JRBEX
JRBEX Risk / Return Rank: 6767
Overall Rank
JRBEX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JRBEX Sortino Ratio Rank: 6868
Sortino Ratio Rank
JRBEX Omega Ratio Rank: 6666
Omega Ratio Rank
JRBEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
JRBEX Martin Ratio Rank: 7272
Martin Ratio Rank

FRQKX
FRQKX Risk / Return Rank: 8383
Overall Rank
FRQKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8484
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.

JRBEX vs. FRQKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.


JRBEXFRQKXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.58

-0.39

Sortino ratio

Return per unit of downside risk

1.72

2.20

-0.48

Omega ratio

Gain probability vs. loss probability

1.25

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.49

2.12

-0.63

Martin ratio

Return relative to average drawdown

6.83

8.53

-1.70

JRBEX vs. FRQKX - Sharpe Ratio Comparison

The current JRBEX Sharpe Ratio is 1.19, which is comparable to the FRQKX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of JRBEX and FRQKX, 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


JRBEXFRQKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.58

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.46

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.68

+0.01

Correlation

The correlation between JRBEX and FRQKX is 0.85, 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

JRBEX vs. FRQKX - Dividend Comparison

JRBEX's dividend yield for the trailing twelve months is around 3.13%, less than FRQKX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
JRBEX
JPMorgan SmartRetirement Blend 2030 Fund
3.13%3.06%2.86%2.47%1.94%5.57%2.51%3.19%6.01%1.99%2.09%2.09%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.27%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%

Drawdowns

JRBEX vs. FRQKX - Drawdown Comparison

The maximum JRBEX drawdown since its inception was -25.15%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for JRBEX and FRQKX.


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Drawdown Indicators


JRBEXFRQKXDifference

Max Drawdown

Largest peak-to-trough decline

-25.15%

-16.97%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-3.42%

-4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-16.97%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-6.12%

-3.18%

-2.94%

Average Drawdown

Average peak-to-trough decline

-3.69%

-3.95%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.85%

+0.78%

Volatility

JRBEX vs. FRQKX - Volatility Comparison

JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) has a higher volatility of 3.35% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that JRBEX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRBEXFRQKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

1.97%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

2.87%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

4.62%

+5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

5.52%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

5.77%

+5.29%