MSTMX vs. JMSIX
Compare and contrast key facts about Morningstar Multisector Bond Fund (MSTMX) and JPMorgan Income Fund (JMSIX).
MSTMX is managed by Morningstar. It was launched on Nov 1, 2018. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
MSTMX vs. JMSIX - Performance Comparison
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MSTMX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSTMX Morningstar Multisector Bond Fund | -2.03% | 10.03% | 4.60% | 10.77% | -13.11% | -2.86% | 6.45% | 10.53% | -0.23% |
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 0.25% |
Returns By Period
In the year-to-date period, MSTMX achieves a -2.03% return, which is significantly lower than JMSIX's -0.29% return.
MSTMX
- 1D
- -0.44%
- 1M
- -4.09%
- YTD
- -2.03%
- 6M
- -1.10%
- 1Y
- 5.51%
- 3Y*
- 6.54%
- 5Y*
- 1.74%
- 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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MSTMX vs. JMSIX - Expense Ratio Comparison
MSTMX has a 0.58% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
MSTMX vs. JMSIX — Risk / Return Rank
MSTMX
JMSIX
MSTMX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar Multisector Bond Fund (MSTMX) 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.
| MSTMX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.15 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.75 | 3.84 | -2.09 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.54 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.47 | -1.83 |
Martin ratioReturn relative to average drawdown | 6.75 | 13.30 | -6.55 |
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
| MSTMX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.15 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.76 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.76 | -0.24 |
Correlation
The correlation between MSTMX and JMSIX is 0.61, 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
MSTMX vs. JMSIX - Dividend Comparison
MSTMX's dividend yield for the trailing twelve months is around 3.19%, less than JMSIX's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MSTMX Morningstar Multisector Bond Fund | 3.19% | 4.00% | 6.01% | 5.26% | 1.42% | 4.17% | 2.68% | 6.18% | 0.37% | 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
MSTMX vs. JMSIX - Drawdown Comparison
The maximum MSTMX drawdown since its inception was -21.37%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for MSTMX and JMSIX.
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Drawdown Indicators
| MSTMX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.37% | -18.40% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -4.09% | -1.64% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.37% | -11.39% | -9.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | -4.09% | -1.39% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -2.60% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.43% | +0.56% |
Volatility
MSTMX vs. JMSIX - Volatility Comparison
Morningstar Multisector Bond Fund (MSTMX) has a higher volatility of 1.80% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that MSTMX'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
| MSTMX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.77% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 1.67% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.13% | 2.59% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 3.70% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.78% | 3.85% | +1.93% |