MOFIX vs. JMSIX
Compare and contrast key facts about Mercer Opportunistic Fixed Income Fund (MOFIX) and JPMorgan Income Fund (JMSIX).
MOFIX is managed by Mercer Funds. It was launched on Aug 20, 2013. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
MOFIX vs. JMSIX - Performance Comparison
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MOFIX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MOFIX Mercer Opportunistic Fixed Income Fund | -2.95% | 8.60% | 2.23% | 12.22% | -11.57% | -1.15% | 5.31% | 3.18% |
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 6.47% |
Returns By Period
In the year-to-date period, MOFIX achieves a -2.95% return, which is significantly lower than JMSIX's -0.29% return.
MOFIX
- 1D
- 0.12%
- 1M
- -2.83%
- YTD
- -2.95%
- 6M
- -2.34%
- 1Y
- 3.22%
- 3Y*
- 5.07%
- 5Y*
- 1.68%
- 10Y*
- —
JMSIX
- 1D
- 0.24%
- 1M
- -1.39%
- YTD
- -0.29%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.36%
- 5Y*
- 2.78%
- 10Y*
- 3.93%
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MOFIX vs. JMSIX - Expense Ratio Comparison
MOFIX has a 0.44% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
MOFIX vs. JMSIX — Risk / Return Rank
MOFIX
JMSIX
MOFIX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer Opportunistic Fixed Income Fund (MOFIX) and JPMorgan Income Fund (JMSIX). 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.
| MOFIX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.15 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.84 | -2.54 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.54 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.47 | -2.48 |
Martin ratioReturn relative to average drawdown | 4.05 | 13.30 | -9.25 |
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
| MOFIX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.15 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.76 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.76 | -0.47 |
Correlation
The correlation between MOFIX and JMSIX is 0.58, 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
MOFIX vs. JMSIX - Dividend Comparison
MOFIX's dividend yield for the trailing twelve months is around 3.42%, less than JMSIX's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MOFIX Mercer Opportunistic Fixed Income Fund | 3.42% | 3.32% | 6.91% | 6.44% | 3.81% | 4.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMSIX JPMorgan Income Fund | 5.53% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% |
Drawdowns
MOFIX vs. JMSIX - Drawdown Comparison
The maximum MOFIX drawdown since its inception was -19.96%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for MOFIX and JMSIX.
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Drawdown Indicators
| MOFIX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -18.40% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -1.64% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -11.39% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | -3.40% | -1.39% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -2.60% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.43% | +0.43% |
Volatility
MOFIX vs. JMSIX - Volatility Comparison
Mercer Opportunistic Fixed Income Fund (MOFIX) has a higher volatility of 1.42% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that MOFIX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOFIX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 0.77% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 1.67% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.86% | 2.59% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.25% | 3.70% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.25% | 3.85% | +3.40% |