Correlation
The correlation between OMBIX and ITOT is -0.15. 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.
OMBIX vs. ITOT
Compare and contrast key facts about JPMorgan Mortgage Backed Securities Fund (OMBIX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
OMBIX is managed by JPMorgan Chase. It was launched on Aug 18, 2000. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMBIX or ITOT.
Performance
OMBIX vs. ITOT - Performance Comparison
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Key characteristics
OMBIX:
1.24
ITOT:
0.66
OMBIX:
1.56
ITOT:
0.99
OMBIX:
1.19
ITOT:
1.14
OMBIX:
0.76
ITOT:
0.64
OMBIX:
2.74
ITOT:
2.37
OMBIX:
2.07%
ITOT:
5.21%
OMBIX:
5.30%
ITOT:
20.15%
OMBIX:
-14.41%
ITOT:
-55.20%
OMBIX:
-2.04%
ITOT:
-3.98%
Returns By Period
In the year-to-date period, OMBIX achieves a 2.06% return, which is significantly higher than ITOT's 0.48% return. Over the past 10 years, OMBIX has underperformed ITOT with an annualized return of 1.90%, while ITOT has yielded a comparatively higher 12.18% annualized return.
OMBIX
2.06%
-1.46%
1.02%
6.50%
1.88%
0.40%
1.90%
ITOT
0.48%
6.56%
-2.00%
13.23%
13.42%
15.26%
12.18%
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OMBIX vs. ITOT - Expense Ratio Comparison
OMBIX has a 0.40% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
OMBIX vs. ITOT — Risk-Adjusted Performance Rank
OMBIX
ITOT
OMBIX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage Backed Securities Fund (OMBIX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
OMBIX vs. ITOT - Dividend Comparison
OMBIX's dividend yield for the trailing twelve months is around 3.72%, more than ITOT's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMBIX JPMorgan Mortgage Backed Securities Fund | 3.72% | 3.89% | 3.40% | 2.34% | 1.56% | 3.42% | 3.44% | 3.23% | 3.18% | 2.86% | 3.07% | 3.38% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
OMBIX vs. ITOT - Drawdown Comparison
The maximum OMBIX drawdown since its inception was -14.41%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for OMBIX and ITOT.
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Volatility
OMBIX vs. ITOT - Volatility Comparison
The current volatility for JPMorgan Mortgage Backed Securities Fund (OMBIX) is 1.58%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.97%. This indicates that OMBIX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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