JSASX vs. FRKMX
Compare and contrast key facts about JPMorgan SmartRetirement 2045 Fund (JSASX) and Fidelity Managed Retirement Income Fund Class K (FRKMX).
JSASX is managed by JPMorgan. It was launched on Jul 30, 2007. FRKMX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
JSASX vs. FRKMX - Performance Comparison
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JSASX vs. FRKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JSASX JPMorgan SmartRetirement 2045 Fund | -4.41% | 17.32% | 11.75% | 22.08% | -18.47% | 17.52% | 15.40% | 18.69% |
FRKMX Fidelity Managed Retirement Income Fund Class K | -0.48% | 9.91% | 4.40% | 8.17% | -11.57% | 2.88% | 8.68% | 3.08% |
Returns By Period
In the year-to-date period, JSASX achieves a -4.41% return, which is significantly lower than FRKMX's -0.48% return.
JSASX
- 1D
- -0.13%
- 1M
- -8.15%
- YTD
- -4.41%
- 6M
- -2.36%
- 1Y
- 12.62%
- 3Y*
- 12.86%
- 5Y*
- 6.81%
- 10Y*
- 10.50%
FRKMX
- 1D
- 0.26%
- 1M
- -3.17%
- YTD
- -0.48%
- 6M
- 0.79%
- 1Y
- 7.15%
- 3Y*
- 6.03%
- 5Y*
- 2.48%
- 10Y*
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JSASX vs. FRKMX - Expense Ratio Comparison
JSASX has a 0.25% expense ratio, which is lower than FRKMX's 0.35% expense ratio.
Return for Risk
JSASX vs. FRKMX — Risk / Return Rank
JSASX
FRKMX
JSASX vs. FRKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2045 Fund (JSASX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.
| JSASX | FRKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.59 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.20 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.13 | -1.07 |
Martin ratioReturn relative to average drawdown | 4.81 | 8.58 | -3.77 |
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
| JSASX | FRKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.59 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.48 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.69 | -0.24 |
Correlation
The correlation between JSASX and FRKMX is 0.71, 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
JSASX vs. FRKMX - Dividend Comparison
JSASX's dividend yield for the trailing twelve months is around 5.54%, more than FRKMX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSASX JPMorgan SmartRetirement 2045 Fund | 5.54% | 5.29% | 4.39% | 1.66% | 11.21% | 16.58% | 4.42% | 18.55% | 5.43% | 3.88% | 2.93% | 3.14% |
FRKMX Fidelity Managed Retirement Income Fund Class K | 3.27% | 3.11% | 3.12% | 2.92% | 4.66% | 3.65% | 2.56% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JSASX vs. FRKMX - Drawdown Comparison
The maximum JSASX drawdown since its inception was -50.36%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for JSASX and FRKMX.
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Drawdown Indicators
| JSASX | FRKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.36% | -16.04% | -34.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -3.42% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.70% | -16.04% | -9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | — | — |
Current DrawdownCurrent decline from peak | -8.65% | -3.17% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -3.64% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.85% | +1.47% |
Volatility
JSASX vs. FRKMX - Volatility Comparison
JPMorgan SmartRetirement 2045 Fund (JSASX) has a higher volatility of 4.62% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that JSASX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSASX | FRKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 1.96% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 2.86% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 4.58% | +10.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 5.22% | +9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 5.13% | +10.67% |