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.
Key characteristics
| JSOSX | FTSM | |
|---|---|---|
| YTD Return | 4.50% | 4.57% |
| 1Y Return | 5.23% | 5.66% |
| 3Y Return (Ann) | 3.38% | 3.52% |
| 5Y Return (Ann) | 2.55% | 2.41% |
| 10Y Return (Ann) | 2.67% | 1.93% |
| Sharpe Ratio | 6.02 | 11.25 |
| Sortino Ratio | 12.64 | 29.04 |
| Omega Ratio | 3.56 | 6.53 |
| Calmar Ratio | 29.11 | 84.79 |
| Martin Ratio | 109.82 | 351.67 |
| Ulcer Index | 0.05% | 0.02% |
| Daily Std Dev | 0.88% | 0.51% |
| Max Drawdown | -6.40% | -4.12% |
| Current Drawdown | -0.09% | 0.00% |
Correlation
The correlation between JSOSX and FTSM is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
JSOSX vs. FTSM - Performance Comparison
The year-to-date returns for both investments are quite close, with JSOSX having a 4.50% return and FTSM slightly higher at 4.57%. Over the past 10 years, JSOSX has outperformed FTSM with an annualized return of 2.67%, while FTSM has yielded a comparatively lower 1.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
JSOSX vs. FTSM - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 5.11%, more than FTSM's 4.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 5.11% | 4.78% | 1.69% | 0.56% | 1.26% | 2.84% | 3.00% | 3.23% | 4.30% | 3.44% | 1.59% | 2.48% |
FTSM First Trust Enhanced Short Maturity ETF | 4.95% | 4.62% | 1.62% | 0.39% | 1.20% | 2.38% | 2.15% | 1.38% | 1.03% | 0.48% | 0.19% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
JSOSX vs. FTSM - Volatility Comparison
JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a higher volatility of 0.28% compared to First Trust Enhanced Short Maturity ETF (FTSM) at 0.14%. This indicates that JSOSX's price experiences larger fluctuations and is considered to be riskier than FTSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.