JTSSX vs. FRKMX
Compare and contrast key facts about JPMorgan SmartRetirement 2050 Fund (JTSSX) and Fidelity Managed Retirement Income Fund Class K (FRKMX).
JTSSX is managed by JPMorgan. It was launched on Jul 30, 2007. FRKMX is managed by BlackRock. It was launched on Aug 1, 2019.
Performance
JTSSX vs. FRKMX - Performance Comparison
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JTSSX vs. FRKMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | -4.70% | 17.88% | 12.31% | 22.36% | -18.58% | 17.53% | 15.33% | 8.73% |
FRKMX Fidelity Managed Retirement Income Fund Class K | -0.48% | 9.91% | 4.40% | 8.17% | -11.57% | 2.88% | 8.68% | 3.08% |
Returns By Period
In the year-to-date period, JTSSX achieves a -4.70% return, which is significantly lower than FRKMX's -0.48% return.
JTSSX
- 1D
- -0.17%
- 1M
- -8.57%
- YTD
- -4.70%
- 6M
- -2.63%
- 1Y
- 12.93%
- 3Y*
- 13.18%
- 5Y*
- 6.96%
- 10Y*
- 9.60%
FRKMX
- 1D
- 0.26%
- 1M
- -3.17%
- YTD
- -0.48%
- 6M
- 0.79%
- 1Y
- 7.15%
- 3Y*
- 6.03%
- 5Y*
- 2.48%
- 10Y*
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JTSSX vs. FRKMX - Expense Ratio Comparison
JTSSX has a 0.25% expense ratio, which is lower than FRKMX's 0.35% expense ratio.
Return for Risk
JTSSX vs. FRKMX — Risk / Return Rank
JTSSX
FRKMX
JTSSX vs. FRKMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2050 Fund (JTSSX) and Fidelity Managed Retirement Income Fund Class K (FRKMX). 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.
| JTSSX | FRKMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.59 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.20 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.13 | -1.10 |
Martin ratioReturn relative to average drawdown | 4.66 | 8.58 | -3.92 |
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
| JTSSX | FRKMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.59 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.48 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.69 | -0.27 |
Correlation
The correlation between JTSSX and FRKMX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JTSSX vs. FRKMX - Dividend Comparison
JTSSX's dividend yield for the trailing twelve months is around 5.41%, more than FRKMX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | 5.41% | 5.16% | 2.58% | 1.57% | 10.75% | 16.31% | 4.46% | 9.76% | 5.08% | 3.84% | 2.97% | 3.09% |
FRKMX Fidelity Managed Retirement Income Fund Class K | 3.27% | 3.11% | 3.12% | 2.92% | 4.66% | 3.65% | 2.56% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JTSSX vs. FRKMX - Drawdown Comparison
The maximum JTSSX drawdown since its inception was -50.11%, which is greater than FRKMX's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for JTSSX and FRKMX.
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Drawdown Indicators
| JTSSX | FRKMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -16.04% | -34.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -3.42% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.81% | -16.04% | -9.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.24% | — | — |
Current DrawdownCurrent decline from peak | -9.12% | -3.17% | -5.95% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.64% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 0.85% | +1.58% |
Volatility
JTSSX vs. FRKMX - Volatility Comparison
JPMorgan SmartRetirement 2050 Fund (JTSSX) has a higher volatility of 4.87% compared to Fidelity Managed Retirement Income Fund Class K (FRKMX) at 1.96%. This indicates that JTSSX's price experiences larger fluctuations and is considered to be riskier than FRKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JTSSX | FRKMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 1.96% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 2.86% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 4.58% | +10.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 5.22% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 5.13% | +10.52% |