Correlation
The correlation between JSOSX and RBSIX is -0.17. 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.
JSOSX vs. RBSIX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and RBC BlueBay Strategic Income Fund (RBSIX).
JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008. RBSIX is managed by RBC Global Asset Management.. It was launched on Oct 31, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JSOSX or RBSIX.
Performance
JSOSX vs. RBSIX - Performance Comparison
Loading data...
Key characteristics
JSOSX:
5.24
RBSIX:
2.34
JSOSX:
10.08
RBSIX:
3.32
JSOSX:
2.98
RBSIX:
1.71
JSOSX:
26.24
RBSIX:
2.80
JSOSX:
80.92
RBSIX:
9.79
JSOSX:
0.06%
RBSIX:
0.62%
JSOSX:
0.91%
RBSIX:
2.64%
JSOSX:
-6.40%
RBSIX:
-3.48%
JSOSX:
0.00%
RBSIX:
-0.67%
Returns By Period
In the year-to-date period, JSOSX achieves a 1.72% return, which is significantly higher than RBSIX's 0.49% return.
JSOSX
1.72%
0.52%
2.29%
4.63%
4.48%
3.25%
2.84%
RBSIX
0.49%
0.70%
0.86%
6.14%
5.32%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JSOSX vs. RBSIX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than RBSIX's 0.63% expense ratio.
Risk-Adjusted Performance
JSOSX vs. RBSIX — Risk-Adjusted Performance Rank
JSOSX
RBSIX
JSOSX vs. RBSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and RBC BlueBay Strategic Income Fund (RBSIX). 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.
Loading data...
Dividends
JSOSX vs. RBSIX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 4.69%, less than RBSIX's 5.11% 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% |
RBSIX RBC BlueBay Strategic Income Fund | 5.11% | 4.46% | 7.66% | 5.12% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JSOSX vs. RBSIX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, which is greater than RBSIX's maximum drawdown of -3.48%. Use the drawdown chart below to compare losses from any high point for JSOSX and RBSIX.
Loading data...
Volatility
JSOSX vs. RBSIX - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.18%, while RBC BlueBay Strategic Income Fund (RBSIX) has a volatility of 0.40%. This indicates that JSOSX experiences smaller price fluctuations and is considered to be less risky than RBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...