PortfoliosLab logoPortfoliosLab logo
JRBEX vs. JMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRBEX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JRBEX vs. JMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRBEX
JPMorgan SmartRetirement Blend 2030 Fund
-2.37%15.33%7.14%18.28%-16.36%11.63%11.91%20.65%-6.86%17.22%
JMSIX
JPMorgan Income Fund
-0.29%7.68%7.78%6.14%-8.24%3.59%3.07%11.82%1.03%6.00%

Returns By Period

In the year-to-date period, JRBEX achieves a -2.37% return, which is significantly lower than JMSIX's -0.29% return. Over the past 10 years, JRBEX has outperformed JMSIX with an annualized return of 7.65%, while JMSIX has yielded a comparatively lower 3.93% annualized 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%

JMSIX

1D
0.24%
1M
-1.39%
YTD
-0.29%
6M
1.33%
1Y
5.02%
3Y*
6.36%
5Y*
2.78%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JRBEX vs. JMSIX - Expense Ratio Comparison

JRBEX has a 0.32% expense ratio, which is lower than JMSIX's 0.40% expense ratio.


Return for Risk

JRBEX vs. JMSIX — 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

JMSIX
JMSIX Risk / Return Rank: 9696
Overall Rank
JMSIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 9595
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 9595
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. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and JPMorgan Income Fund (JMSIX). 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.


JRBEXJMSIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.15

-0.97

Sortino ratio

Return per unit of downside risk

1.72

3.84

-2.12

Omega ratio

Gain probability vs. loss probability

1.25

1.54

-0.28

Calmar ratio

Return relative to maximum drawdown

1.49

3.47

-1.98

Martin ratio

Return relative to average drawdown

6.83

13.30

-6.47

JRBEX vs. JMSIX - Sharpe Ratio Comparison

The current JRBEX Sharpe Ratio is 1.19, which is lower than the JMSIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of JRBEX and JMSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JRBEXJMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.15

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.76

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

1.02

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.76

-0.07

Correlation

The correlation between JRBEX and JMSIX is 0.34, 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

JRBEX vs. JMSIX - Dividend Comparison

JRBEX's dividend yield for the trailing twelve months is around 3.13%, less than JMSIX's 5.53% 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%
JMSIX
JPMorgan Income Fund
5.53%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%0.00%

Drawdowns

JRBEX vs. JMSIX - Drawdown Comparison

The maximum JRBEX drawdown since its inception was -25.15%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for JRBEX and JMSIX.


Loading graphics...

Drawdown Indicators


JRBEXJMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.15%

-18.40%

-6.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-1.64%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.21%

-11.39%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-18.40%

-6.75%

Current Drawdown

Current decline from peak

-6.12%

-1.39%

-4.73%

Average Drawdown

Average peak-to-trough decline

-3.69%

-2.60%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.43%

+1.20%

Volatility

JRBEX vs. JMSIX - Volatility Comparison

JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) has a higher volatility of 3.35% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that JRBEX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JRBEXJMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

0.77%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

1.67%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

2.59%

+7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

3.70%

+6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

3.85%

+7.21%