JSOSX vs. LSIIX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
JSOSX vs. LSIIX - Performance Comparison
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JSOSX vs. LSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.50% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.13% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, JSOSX achieves a 0.50% return, which is significantly higher than LSIIX's -1.13% return. Over the past 10 years, JSOSX has outperformed LSIIX with an annualized return of 3.33%, while LSIIX has yielded a comparatively lower 3.14% annualized return.
JSOSX
- 1D
- 0.09%
- 1M
- -0.09%
- YTD
- 0.50%
- 6M
- 1.41%
- 1Y
- 3.52%
- 3Y*
- 4.69%
- 5Y*
- 3.12%
- 10Y*
- 3.33%
LSIIX
- 1D
- 0.21%
- 1M
- -2.11%
- YTD
- -1.13%
- 6M
- -0.93%
- 1Y
- 1.72%
- 3Y*
- 3.78%
- 5Y*
- 0.79%
- 10Y*
- 3.14%
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JSOSX vs. LSIIX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
JSOSX vs. LSIIX — Risk / Return Rank
JSOSX
LSIIX
JSOSX vs. LSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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 | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.17 | 0.55 | +4.62 |
Sortino ratioReturn per unit of downside risk | 10.21 | 0.77 | +9.45 |
Omega ratioGain probability vs. loss probability | 3.93 | 1.10 | +2.83 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 1.33 | +12.09 |
Martin ratioReturn relative to average drawdown | 90.13 | 4.32 | +85.80 |
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 | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.17 | 0.55 | +4.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 4.01 | 0.16 | +3.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | 0.71 | +1.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 1.14 | +0.85 |
Correlation
The correlation between JSOSX and LSIIX is 0.11, 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. LSIIX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, more than LSIIX's 2.96% 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% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.96% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
JSOSX vs. LSIIX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, smaller than the maximum LSIIX drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for JSOSX and LSIIX.
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Drawdown Indicators
| JSOSX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -20.77% | +14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -3.23% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -15.62% | +14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -15.62% | +9.43% |
Current DrawdownCurrent decline from peak | -0.17% | -2.69% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -2.42% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.99% | -0.95% |
Volatility
JSOSX vs. LSIIX - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.35%, while Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) has a volatility of 1.40%. This indicates that JSOSX experiences smaller price fluctuations and is considered to be less risky than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSOSX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 1.40% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.51% | 2.73% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 4.75% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 5.23% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 4.51% | -3.22% |