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OIEJX vs. WOBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIEJX vs. WOBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund R6 (OIEJX) and JPMorgan Core Bond Fund (WOBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OIEJX achieves a 13.03% return, which is significantly higher than WOBDX's 0.25% return. Over the past 10 years, OIEJX has outperformed WOBDX with an annualized return of 12.88%, while WOBDX has yielded a comparatively lower 1.83% annualized return.


OIEJX

1D
0.62%
1M
3.37%
YTD
13.03%
6M
12.25%
1Y
24.74%
3Y*
18.91%
5Y*
11.91%
10Y*
12.88%

WOBDX

1D
-0.29%
1M
0.54%
YTD
0.25%
6M
0.30%
1Y
4.11%
3Y*
4.11%
5Y*
0.37%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIEJX vs. WOBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIEJX
JPMorgan Equity Income Fund R6
13.03%14.95%19.97%5.05%-1.63%25.41%3.87%26.61%-4.23%17.85%
WOBDX
JPMorgan Core Bond Fund
0.25%7.38%1.97%5.79%-12.35%-1.11%8.13%8.34%0.20%3.81%

Correlation

The correlation between OIEJX and WOBDX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2012

-0.14

The correlation between OIEJX and WOBDX shifts across timeframes, from -0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OIEJX vs. WOBDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OIEJX
OIEJX Risk / Return Rank: 8080
Overall Rank
OIEJX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OIEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OIEJX Omega Ratio Rank: 7474
Omega Ratio Rank
OIEJX Calmar Ratio Rank: 8383
Calmar Ratio Rank
OIEJX Martin Ratio Rank: 8080
Martin Ratio Rank

WOBDX
WOBDX Risk / Return Rank: 1818
Overall Rank
WOBDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WOBDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WOBDX Omega Ratio Rank: 1717
Omega Ratio Rank
WOBDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WOBDX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OIEJX vs. WOBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and JPMorgan Core Bond Fund (WOBDX). 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.


OIEJXWOBDXDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.44

1.20

+0.24

Calmar ratioReturn relative to maximum drawdown

3.64

1.45

+2.19

Martin ratioReturn relative to average drawdown

13.95

4.04

+9.92

OIEJX vs. WOBDX - Sharpe Ratio Comparison

The current OIEJX Sharpe Ratio is 2.44, which is higher than the WOBDX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of OIEJX and WOBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OIEJX vs. WOBDX - Drawdown Comparison

The maximum OIEJX drawdown since its inception was -36.88%, which is greater than WOBDX's maximum drawdown of -16.65%. Use the drawdown chart below to compare losses from any high point for OIEJX and WOBDX.


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Drawdown Indicators


OIEJXWOBDXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-16.65%

-20.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-2.99%

-4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

-5.96%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-14.74%

-16.65%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-16.65%

-20.23%

Current Drawdown

Current decline from peak

-0.11%

-1.80%

+1.69%

Average Drawdown

Average peak-to-trough decline

-3.00%

-1.90%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.07%

+0.77%

Volatility

OIEJX vs. WOBDX - Volatility Comparison

JPMorgan Equity Income Fund R6 (OIEJX) has a higher volatility of 3.30% compared to JPMorgan Core Bond Fund (WOBDX) at 1.07%. This indicates that OIEJX's price experiences larger fluctuations and is considered to be riskier than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIEJXWOBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

1.07%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

2.82%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

3.82%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

5.70%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

4.71%

+12.09%

OIEJX vs. WOBDX - Expense Ratio Comparison

OIEJX has a 0.45% expense ratio, which is lower than WOBDX's 0.50% expense ratio.


Dividends

OIEJX vs. WOBDX - Dividend Comparison

OIEJX's dividend yield for the trailing twelve months is around 9.81%, more than WOBDX's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
OIEJX
JPMorgan Equity Income Fund R6
9.81%11.06%14.67%3.01%3.93%3.57%2.04%3.01%5.37%2.70%2.71%3.03%
WOBDX
JPMorgan Core Bond Fund
4.07%3.97%3.95%3.51%2.68%2.82%4.00%3.23%2.91%2.88%2.84%2.54%

Frequently Asked Questions


OIEJX and WOBDX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OIEJX has higher volatility (3.30%) compared to WOBDX (1.07%). In terms of maximum drawdown, OIEJX dropped -36.88% vs WOBDX's -16.65%.

OIEJX currently has the higher Sharpe Ratio (2.44 vs 1.14), 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.

Portfolio Optimizer

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