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OIBFX vs. NDARX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OIBFX vs. NDARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Balanced Fund (OIBFX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.08%
6.21%
OIBFX
NDARX

Returns By Period

The year-to-date returns for both investments are quite close, with OIBFX having a 11.63% return and NDARX slightly higher at 12.13%.


OIBFX

YTD

11.63%

1M

-0.12%

6M

6.08%

1Y

16.15%

5Y (annualized)

3.83%

10Y (annualized)

2.97%

NDARX

YTD

12.13%

1M

-1.00%

6M

6.21%

1Y

18.41%

5Y (annualized)

7.25%

10Y (annualized)

N/A

Key characteristics


OIBFXNDARX
Sharpe Ratio2.332.55
Sortino Ratio3.353.62
Omega Ratio1.441.48
Calmar Ratio1.253.20
Martin Ratio15.3217.59
Ulcer Index1.05%1.04%
Daily Std Dev6.90%7.15%
Max Drawdown-33.65%-23.62%
Current Drawdown-1.13%-1.63%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OIBFX vs. NDARX - Expense Ratio Comparison

OIBFX has a 0.32% expense ratio, which is lower than NDARX's 0.34% expense ratio.


NDARX
American Funds Retirement Income Portfolio - Enhanced
Expense ratio chart for NDARX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for OIBFX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Correlation

-0.50.00.51.00.9

The correlation between OIBFX and NDARX is 0.94, 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.

Risk-Adjusted Performance

OIBFX vs. NDARX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced Fund (OIBFX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). 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.


Sharpe ratio
The chart of Sharpe ratio for OIBFX, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.332.55
The chart of Sortino ratio for OIBFX, currently valued at 3.35, compared to the broader market0.005.0010.003.353.62
The chart of Omega ratio for OIBFX, currently valued at 1.44, compared to the broader market1.002.003.004.001.441.48
The chart of Calmar ratio for OIBFX, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.0025.001.253.20
The chart of Martin ratio for OIBFX, currently valued at 15.32, compared to the broader market0.0020.0040.0060.0080.00100.0015.3217.59
OIBFX
NDARX

The current OIBFX Sharpe Ratio is 2.33, which is comparable to the NDARX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of OIBFX and NDARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.33
2.55
OIBFX
NDARX

Dividends

OIBFX vs. NDARX - Dividend Comparison

OIBFX's dividend yield for the trailing twelve months is around 2.52%, less than NDARX's 2.90% yield.


TTM20232022202120202019201820172016201520142013
OIBFX
JPMorgan Investor Balanced Fund
2.52%2.49%2.09%2.60%1.92%2.07%2.90%2.15%1.86%1.92%2.12%1.90%
NDARX
American Funds Retirement Income Portfolio - Enhanced
2.90%3.03%2.93%2.25%2.59%2.61%2.88%2.39%2.50%0.71%0.00%0.00%

Drawdowns

OIBFX vs. NDARX - Drawdown Comparison

The maximum OIBFX drawdown since its inception was -33.65%, which is greater than NDARX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for OIBFX and NDARX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-1.63%
OIBFX
NDARX

Volatility

OIBFX vs. NDARX - Volatility Comparison

JPMorgan Investor Balanced Fund (OIBFX) and American Funds Retirement Income Portfolio - Enhanced (NDARX) have volatilities of 1.87% and 1.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.87%
1.92%
OIBFX
NDARX