JSOSX vs. FCNVX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Fidelity Conservative Income Bond Institutional Class (FCNVX).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. FCNVX is managed by Fidelity. It was launched on Mar 3, 2011.
Performance
JSOSX vs. FCNVX - Performance Comparison
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JSOSX vs. FCNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
FCNVX Fidelity Conservative Income Bond Institutional Class | 0.52% | 4.51% | 5.43% | 5.86% | 0.85% | -0.06% | 1.10% | 3.00% | 1.82% | 1.42% |
Returns By Period
In the year-to-date period, JSOSX achieves a 0.41% return, which is significantly lower than FCNVX's 0.52% return. Over the past 10 years, JSOSX has outperformed FCNVX with an annualized return of 3.32%, while FCNVX has yielded a comparatively lower 2.51% annualized return.
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
FCNVX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.52%
- 6M
- 1.54%
- 1Y
- 3.88%
- 3Y*
- 5.02%
- 5Y*
- 3.41%
- 10Y*
- 2.51%
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JSOSX vs. FCNVX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than FCNVX's 0.25% expense ratio.
Return for Risk
JSOSX vs. FCNVX — Risk / Return Rank
JSOSX
FCNVX
JSOSX vs. FCNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Fidelity Conservative Income Bond Institutional Class (FCNVX). 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.
| JSOSX | FCNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.06 | 3.36 | +1.71 |
Sortino ratioReturn per unit of downside risk | 9.95 | 15.99 | -6.04 |
Omega ratioGain probability vs. loss probability | 3.85 | 6.88 | -3.03 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 21.58 | -8.16 |
Martin ratioReturn relative to average drawdown | 93.93 | 85.24 | +8.70 |
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
| JSOSX | FCNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.06 | 3.36 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.99 | 2.69 | +1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | 2.44 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 2.17 | -0.19 |
Correlation
The correlation between JSOSX and FCNVX is 0.07, 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
JSOSX vs. FCNVX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than FCNVX's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
FCNVX Fidelity Conservative Income Bond Institutional Class | 3.91% | 4.41% | 5.17% | 4.97% | 1.24% | 0.24% | 0.99% | 2.45% | 2.21% | 1.30% | 1.01% | 0.48% |
Drawdowns
JSOSX vs. FCNVX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, which is greater than FCNVX's maximum drawdown of -2.19%. Use the drawdown chart below to compare losses from any high point for JSOSX and FCNVX.
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Drawdown Indicators
| JSOSX | FCNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -2.19% | -4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -0.20% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -0.59% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -2.19% | -4.00% |
Current DrawdownCurrent decline from peak | -0.26% | -0.10% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -0.05% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.05% | -0.01% |
Volatility
JSOSX vs. FCNVX - Volatility Comparison
JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a higher volatility of 0.34% compared to Fidelity Conservative Income Bond Institutional Class (FCNVX) at 0.10%. This indicates that JSOSX's price experiences larger fluctuations and is considered to be riskier than FCNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSOSX | FCNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.10% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 0.50% | 0.81% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 1.28% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 1.27% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 1.03% | +0.26% |