JSOSX vs. VUBFX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. VUBFX is managed by Vanguard. It was launched on Feb 24, 2015.
Performance
JSOSX vs. VUBFX - Performance Comparison
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JSOSX vs. VUBFX - 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% |
VUBFX Vanguard Ultra-Short-Term Bond Fund Investor Shares | 0.59% | 5.04% | 5.99% | 5.43% | -0.53% | 0.03% | 1.95% | 3.34% | 1.94% | 1.23% |
Returns By Period
In the year-to-date period, JSOSX achieves a 0.41% return, which is significantly lower than VUBFX's 0.59% return. Over the past 10 years, JSOSX has outperformed VUBFX with an annualized return of 3.32%, while VUBFX has yielded a comparatively lower 2.56% 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%
VUBFX
- 1D
- 0.10%
- 1M
- -0.06%
- YTD
- 0.59%
- 6M
- 1.72%
- 1Y
- 4.31%
- 3Y*
- 5.24%
- 5Y*
- 3.26%
- 10Y*
- 2.56%
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JSOSX vs. VUBFX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is higher than VUBFX's 0.20% expense ratio.
Return for Risk
JSOSX vs. VUBFX — Risk / Return Rank
JSOSX
VUBFX
JSOSX vs. VUBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX). 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 | VUBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.06 | 5.20 | -0.13 |
Sortino ratioReturn per unit of downside risk | 9.95 | 10.21 | -0.26 |
Omega ratioGain probability vs. loss probability | 3.85 | 3.61 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 14.81 | -1.40 |
Martin ratioReturn relative to average drawdown | 93.93 | 67.09 | +26.85 |
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 | VUBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.06 | 5.20 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.99 | 3.34 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | 3.07 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 3.06 | -1.08 |
Correlation
The correlation between JSOSX and VUBFX is -0.08. 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.
Dividends
JSOSX vs. VUBFX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than VUBFX's 4.12% 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% |
VUBFX Vanguard Ultra-Short-Term Bond Fund Investor Shares | 4.12% | 4.62% | 5.42% | 4.06% | 1.28% | 0.43% | 1.52% | 2.58% | 2.13% | 1.43% | 0.98% | 0.00% |
Drawdowns
JSOSX vs. VUBFX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, which is greater than VUBFX's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for JSOSX and VUBFX.
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Drawdown Indicators
| JSOSX | VUBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -1.86% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -0.30% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -1.86% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | -1.86% | -4.33% |
Current DrawdownCurrent decline from peak | -0.26% | -0.10% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -0.17% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 0.07% | -0.03% |
Volatility
JSOSX vs. VUBFX - Volatility Comparison
JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) have volatilities of 0.34% and 0.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSOSX | VUBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.34% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.50% | 0.55% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 0.84% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 0.98% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 0.84% | +0.45% |