Correlation
The correlation between JSOSX and FTSM is 0.02, 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. FTSM
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and First Trust Enhanced Short Maturity ETF (FTSM).
JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008. FTSM is an actively managed fund by First Trust. It was launched on Aug 5, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSOSX or FTSM.
Performance
JSOSX vs. FTSM - Performance Comparison
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Key characteristics
JSOSX:
5.15
FTSM:
9.62
JSOSX:
10.08
FTSM:
21.74
JSOSX:
2.98
FTSM:
4.84
JSOSX:
26.24
FTSM:
34.75
JSOSX:
80.92
FTSM:
205.88
JSOSX:
0.06%
FTSM:
0.03%
JSOSX:
0.91%
FTSM:
0.54%
JSOSX:
-6.40%
FTSM:
-4.12%
JSOSX:
0.00%
FTSM:
0.00%
Returns By Period
In the year-to-date period, JSOSX achieves a 1.72% return, which is significantly lower than FTSM's 1.84% return. Over the past 10 years, JSOSX has outperformed FTSM with an annualized return of 2.83%, while FTSM has yielded a comparatively lower 2.15% annualized return.
JSOSX
1.72%
0.52%
2.43%
4.63%
4.54%
3.18%
2.83%
FTSM
1.84%
0.37%
2.31%
5.18%
4.49%
2.79%
2.15%
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JSOSX vs. FTSM - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than FTSM's 0.25% expense ratio.
Risk-Adjusted Performance
JSOSX vs. FTSM — Risk-Adjusted Performance Rank
JSOSX
FTSM
JSOSX vs. FTSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and First Trust Enhanced Short Maturity ETF (FTSM). 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. FTSM - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 4.68%, which matches FTSM's 4.67% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 4.68% | 5.04% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 2.99% | 3.21% | 4.30% | 3.44% | 1.59% |
FTSM First Trust Enhanced Short Maturity ETF | 4.67% | 4.91% | 4.62% | 1.62% | 0.39% | 1.20% | 2.38% | 2.14% | 1.37% | 1.02% | 0.48% | 0.19% |
Drawdowns
JSOSX vs. FTSM - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, which is greater than FTSM's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for JSOSX and FTSM.
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Volatility
JSOSX vs. FTSM - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.18%, while First Trust Enhanced Short Maturity ETF (FTSM) has a volatility of 0.19%. This indicates that JSOSX experiences smaller price fluctuations and is considered to be less risky than FTSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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