JSOSX vs. USFR
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Performance
JSOSX vs. USFR - Performance Comparison
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JSOSX vs. USFR - 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% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Returns By Period
In the year-to-date period, JSOSX achieves a 0.41% return, which is significantly lower than USFR's 0.93% return. Over the past 10 years, JSOSX has outperformed USFR with an annualized return of 3.32%, while USFR has yielded a comparatively lower 2.41% 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%
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.93%
- 6M
- 2.02%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
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JSOSX vs. USFR - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than USFR's 0.15% expense ratio.
Return for Risk
JSOSX vs. USFR — Risk / Return Rank
JSOSX
USFR
JSOSX vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.06 | 14.37 | -9.31 |
Sortino ratioReturn per unit of downside risk | 9.95 | 42.77 | -32.81 |
Omega ratioGain probability vs. loss probability | 3.85 | 10.64 | -6.78 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 103.73 | -90.32 |
Martin ratioReturn relative to average drawdown | 93.93 | 661.88 | -567.94 |
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 | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.06 | 14.37 | -9.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.99 | 8.63 | -4.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | 3.00 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 1.57 | +0.41 |
Correlation
The correlation between JSOSX and USFR is 0.04, 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. USFR - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than USFR's 4.00% 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% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Drawdowns
JSOSX vs. USFR - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for JSOSX and USFR.
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Drawdown Indicators
| JSOSX | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -1.36% | -5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -0.04% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -0.18% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -0.80% | -5.39% |
Current DrawdownCurrent decline from peak | -0.26% | 0.00% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -0.16% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.01% | +0.03% |
Volatility
JSOSX vs. USFR - Volatility Comparison
JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a higher volatility of 0.34% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that JSOSX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSOSX | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.09% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 0.50% | 0.19% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 0.29% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 0.41% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 0.81% | +0.48% |