JSVIX vs. IOFIX
Compare and contrast key facts about Easterly Income Opportunities Fund (JSVIX) and AlphaCentric Income Opportunities Fund (IOFIX).
JSVIX is managed by James Alpha Advisors. It was launched on Aug 20, 2018. IOFIX is managed by AlphaCentric Funds. It was launched on May 27, 2015.
Performance
JSVIX vs. IOFIX - Performance Comparison
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JSVIX vs. IOFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JSVIX Easterly Income Opportunities Fund | 0.25% | 7.88% | 8.22% | 5.92% | -6.27% | 4.79% | 14.05% | 7.32% | 1.26% |
IOFIX AlphaCentric Income Opportunities Fund | -0.00% | 8.34% | -0.35% | -5.52% | -21.68% | 14.92% | -10.56% | 11.93% | -0.60% |
Returns By Period
JSVIX
- 1D
- 0.20%
- 1M
- -1.28%
- YTD
- 0.25%
- 6M
- 2.19%
- 1Y
- 6.22%
- 3Y*
- 6.85%
- 5Y*
- 3.47%
- 10Y*
- —
IOFIX
- 1D
- 0.98%
- 1M
- -1.48%
- YTD
- -0.00%
- 6M
- 1.61%
- 1Y
- 7.75%
- 3Y*
- 1.50%
- 5Y*
- -2.73%
- 10Y*
- 1.81%
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JSVIX vs. IOFIX - Expense Ratio Comparison
JSVIX has a 1.48% expense ratio, which is lower than IOFIX's 1.65% expense ratio.
Return for Risk
JSVIX vs. IOFIX — Risk / Return Rank
JSVIX
IOFIX
JSVIX vs. IOFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Income Opportunities Fund (JSVIX) and AlphaCentric Income Opportunities Fund (IOFIX). 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.
| JSVIX | IOFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | 1.55 | +1.39 |
Sortino ratioReturn per unit of downside risk | 4.45 | 2.39 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.71 | 1.31 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.08 | +2.27 |
Martin ratioReturn relative to average drawdown | 19.97 | 6.71 | +13.26 |
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
| JSVIX | IOFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 1.55 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | -0.58 | +1.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.18 | 0.20 | +1.98 |
Correlation
The correlation between JSVIX and IOFIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JSVIX vs. IOFIX - Dividend Comparison
JSVIX's dividend yield for the trailing twelve months is around 5.03%, less than IOFIX's 8.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JSVIX Easterly Income Opportunities Fund | 5.03% | 4.83% | 5.88% | 5.33% | 5.57% | 5.34% | 6.69% | 6.29% | 0.96% | 0.00% | 0.00% |
IOFIX AlphaCentric Income Opportunities Fund | 8.29% | 7.44% | 8.16% | 7.52% | 5.51% | 3.94% | 4.76% | 4.70% | 5.06% | 4.83% | 4.97% |
Drawdowns
JSVIX vs. IOFIX - Drawdown Comparison
The maximum JSVIX drawdown since its inception was -8.75%, smaller than the maximum IOFIX drawdown of -45.49%. Use the drawdown chart below to compare losses from any high point for JSVIX and IOFIX.
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Drawdown Indicators
| JSVIX | IOFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.75% | -45.49% | +36.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.48% | -3.80% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -8.75% | -30.50% | +21.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.49% | — |
Current DrawdownCurrent decline from peak | -1.28% | -20.47% | +19.19% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -11.62% | +9.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 1.18% | -0.86% |
Volatility
JSVIX vs. IOFIX - Volatility Comparison
The current volatility for Easterly Income Opportunities Fund (JSVIX) is 0.73%, while AlphaCentric Income Opportunities Fund (IOFIX) has a volatility of 1.70%. This indicates that JSVIX experiences smaller price fluctuations and is considered to be less risky than IOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSVIX | IOFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 1.70% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 1.25% | 2.77% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.08% | 4.83% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.48% | 4.73% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 9.26% | -6.68% |