Correlation
The correlation between JSOSX and EGRIX is 0.22, 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.
JSOSX vs. EGRIX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX).
JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008. EGRIX is managed by Eaton Vance. It was launched on Aug 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSOSX or EGRIX.
Performance
JSOSX vs. EGRIX - Performance Comparison
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Key characteristics
JSOSX:
5.24
EGRIX:
3.26
JSOSX:
10.08
EGRIX:
4.48
JSOSX:
2.98
EGRIX:
1.68
JSOSX:
26.24
EGRIX:
5.14
JSOSX:
80.92
EGRIX:
18.08
JSOSX:
0.06%
EGRIX:
0.57%
JSOSX:
0.91%
EGRIX:
3.31%
JSOSX:
-6.40%
EGRIX:
-14.17%
JSOSX:
0.00%
EGRIX:
-0.00%
Returns By Period
In the year-to-date period, JSOSX achieves a 1.72% return, which is significantly lower than EGRIX's 7.34% return. Over the past 10 years, JSOSX has underperformed EGRIX with an annualized return of 2.84%, while EGRIX has yielded a comparatively higher 5.11% annualized return.
JSOSX
1.72%
0.52%
2.29%
4.63%
4.48%
3.25%
2.84%
EGRIX
7.34%
2.11%
9.16%
10.90%
9.10%
6.81%
5.11%
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JSOSX vs. EGRIX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is lower than EGRIX's 1.05% expense ratio.
Risk-Adjusted Performance
JSOSX vs. EGRIX — Risk-Adjusted Performance Rank
JSOSX
EGRIX
JSOSX vs. EGRIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX). 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.
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Dividends
JSOSX vs. EGRIX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 4.69%, less than EGRIX's 5.59% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 4.69% | 5.05% | 4.78% | 1.69% | 0.56% | 1.26% | 2.84% | 3.00% | 3.23% | 4.30% | 3.44% | 1.59% |
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund | 5.59% | 6.00% | 3.40% | 4.82% | 4.89% | 5.82% | 7.02% | 0.06% | 3.22% | 1.78% | 6.67% | 3.70% |
Drawdowns
JSOSX vs. EGRIX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, smaller than the maximum EGRIX drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for JSOSX and EGRIX.
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Volatility
JSOSX vs. EGRIX - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.18%, while Eaton Vance Global Macro Absolute Return Advantage Fund (EGRIX) has a volatility of 0.77%. This indicates that JSOSX experiences smaller price fluctuations and is considered to be less risky than EGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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