Correlation
The correlation between OHYFX and JMTSX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
OHYFX vs. JMTSX
Compare and contrast key facts about JPMorgan High Yield Fund (OHYFX) and JPMorgan Total Return Fund (JMTSX).
OHYFX is managed by JPMorgan Chase. It was launched on Nov 13, 1998. JMTSX is managed by JPMorgan Chase. It was launched on Jun 16, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OHYFX or JMTSX.
Performance
OHYFX vs. JMTSX - Performance Comparison
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Key characteristics
OHYFX:
2.69
JMTSX:
0.81
OHYFX:
3.56
JMTSX:
1.20
OHYFX:
1.59
JMTSX:
1.14
OHYFX:
2.69
JMTSX:
0.33
OHYFX:
12.82
JMTSX:
1.77
OHYFX:
0.69%
JMTSX:
2.30%
OHYFX:
3.43%
JMTSX:
4.98%
OHYFX:
-29.34%
JMTSX:
-18.79%
OHYFX:
-0.61%
JMTSX:
-8.53%
Returns By Period
In the year-to-date period, OHYFX achieves a 2.08% return, which is significantly higher than JMTSX's 1.31% return. Over the past 10 years, OHYFX has outperformed JMTSX with an annualized return of 4.17%, while JMTSX has yielded a comparatively lower 1.45% annualized return.
OHYFX
2.08%
0.78%
1.46%
8.82%
6.10%
5.65%
4.17%
JMTSX
1.31%
-1.14%
-0.35%
3.64%
0.84%
-1.21%
1.45%
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OHYFX vs. JMTSX - Expense Ratio Comparison
OHYFX has a 0.65% expense ratio, which is higher than JMTSX's 0.56% expense ratio.
Risk-Adjusted Performance
OHYFX vs. JMTSX — Risk-Adjusted Performance Rank
OHYFX
JMTSX
OHYFX vs. JMTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Fund (OHYFX) and JPMorgan Total Return Fund (JMTSX). 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.
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Dividends
OHYFX vs. JMTSX - Dividend Comparison
OHYFX's dividend yield for the trailing twelve months is around 6.62%, more than JMTSX's 3.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OHYFX JPMorgan High Yield Fund | 6.62% | 7.16% | 6.47% | 6.03% | 4.73% | 4.63% | 5.76% | 6.18% | 5.68% | 5.51% | 6.23% | 7.96% |
JMTSX JPMorgan Total Return Fund | 3.28% | 3.70% | 3.40% | 2.21% | 1.98% | 2.47% | 2.70% | 2.84% | 2.54% | 2.95% | 3.61% | 3.28% |
Drawdowns
OHYFX vs. JMTSX - Drawdown Comparison
The maximum OHYFX drawdown since its inception was -29.34%, which is greater than JMTSX's maximum drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for OHYFX and JMTSX.
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Volatility
OHYFX vs. JMTSX - Volatility Comparison
JPMorgan High Yield Fund (OHYFX) has a higher volatility of 1.07% compared to JPMorgan Total Return Fund (JMTSX) at 0.96%. This indicates that OHYFX's price experiences larger fluctuations and is considered to be riskier than JMTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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