KIO vs. JSVIX
KIO (KKR Income Opportunities Fund) and JSVIX (Easterly Income Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, KIO returned 3.63%/yr vs 3.18%/yr for JSVIX. Their 0.10 correlation means their historical movements had little consistent relationship. KIO charges 0.04%/yr vs 1.48%/yr for JSVIX.
Performance
KIO vs. JSVIX - Performance Comparison
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Returns By Period
In the year-to-date period, KIO achieves a 2.40% return, which is significantly higher than JSVIX's 0.52% return.
KIO
- 1D
- -0.54%
- 1M
- -2.04%
- 6M
- 1.34%
- YTD
- 2.40%
- 1Y
- -2.11%
- 3Y*
- 9.15%
- 5Y*
- 3.63%
- 10Y*
- 7.25%
- ALL TIME*
- 5.88%
JSVIX
- 1D
- -0.10%
- 1M
- 0.01%
- 6M
- 0.08%
- YTD
- 0.52%
- 1Y
- 3.75%
- 3Y*
- 6.41%
- 5Y*
- 3.18%
- 10Y*
- —
- ALL TIME*
- 5.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.79M | $2.44M | $2.08M |
KIO vs. JSVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KIO KKR Income Opportunities Fund | 2.40% | -2.49% | 18.45% | 31.53% | -28.25% | 26.82% | 2.04% | 21.92% | -12.23% |
JSVIX Easterly Income Opportunities Fund | 0.52% | 7.88% | 8.22% | 5.92% | -6.27% | 4.79% | 14.05% | 7.32% | 1.26% |
Correlation
The correlation between KIO and JSVIX is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.10 |
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Return for Risk
KIO vs. JSVIX — Risk / Return Rank
KIO
JSVIX
KIO vs. JSVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Income Opportunities Fund (KIO) and Easterly Income Opportunities Fund (JSVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KIO | JSVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -4.28 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.61 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.89 | -3.09 |
| Martin ratioReturn relative to average drawdown | -0.44 | 6.10 | -6.54 |
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Drawdowns
KIO vs. JSVIX - Drawdown Comparison
The maximum KIO drawdown since its inception was -43.87%, which is greater than JSVIX's maximum drawdown of -8.75%. Use the drawdown chart below to compare losses from any high point for KIO and JSVIX.
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Drawdown Indicators
| KIO | JSVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.87% | -8.75% | -35.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -1.49% | -9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -1.49% | -21.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.87% | -8.75% | -23.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.87% | — | — |
Current DrawdownCurrent decline from peak | -8.84% | -1.01% | -7.83% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -1.69% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 0.70% | +4.45% |
Volatility
KIO vs. JSVIX - Volatility Comparison
KKR Income Opportunities Fund (KIO) has a higher volatility of 2.61% compared to Easterly Income Opportunities Fund (JSVIX) at 0.38%. This indicates that KIO's price experiences larger fluctuations and is considered to be riskier than JSVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KIO | JSVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 0.38% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 1.23% | +6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.28% | 1.69% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 2.49% | +10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 2.55% | +13.78% |
KIO vs. JSVIX - Expense Ratio Comparison
KIO has a 0.04% expense ratio, which is lower than JSVIX's 1.48% expense ratio.
Dividends
KIO vs. JSVIX - Dividend Comparison
KIO's dividend yield for the trailing twelve months is around 13.24%, more than JSVIX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSVIX Easterly Income Opportunities Fund | 4.97% | 4.83% | 5.88% | 5.33% | 5.57% | 5.34% | 6.69% | 6.29% | 0.96% | 0.00% | 0.00% | 0.00% |
KIO KKR Income Opportunities Fund | 13.24% | 12.58% | 10.90% | 11.32% | 11.44% | 7.45% | 10.12% | 9.51% | 10.53% | 9.66% | 9.92% | 10.81% |
Frequently Asked Questions
KIO and JSVIX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KIO has higher volatility (2.61%) compared to JSVIX (0.38%). In terms of maximum drawdown, KIO dropped -43.87% vs JSVIX's -8.75%.
JSVIX currently has the higher Sharpe Ratio (2.55 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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