PCEF vs. JSOSX
Compare and contrast key facts about Invesco CEF Income Composite ETF (PCEF) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
PCEF is a passively managed fund by Invesco that tracks the performance of the S-Network Composite Closed-End Fund Index. It was launched on Feb 19, 2010. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.
Performance
PCEF vs. JSOSX - Performance Comparison
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PCEF vs. JSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCEF Invesco CEF Income Composite ETF | -3.43% | 12.59% | 16.70% | 9.39% | -18.66% | 15.38% | 4.61% | 24.08% | -8.88% | 14.48% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
Returns By Period
In the year-to-date period, PCEF achieves a -3.43% return, which is significantly lower than JSOSX's 0.41% return. Over the past 10 years, PCEF has outperformed JSOSX with an annualized return of 6.84%, while JSOSX has yielded a comparatively lower 3.32% annualized return.
PCEF
- 1D
- 2.51%
- 1M
- -5.48%
- YTD
- -3.43%
- 6M
- -1.94%
- 1Y
- 8.22%
- 3Y*
- 10.45%
- 5Y*
- 4.22%
- 10Y*
- 6.84%
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
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PCEF vs. JSOSX - Expense Ratio Comparison
PCEF has a 2.71% expense ratio, which is higher than JSOSX's 0.77% expense ratio.
Return for Risk
PCEF vs. JSOSX — Risk / Return Rank
PCEF
JSOSX
PCEF vs. JSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco CEF Income Composite ETF (PCEF) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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.
| PCEF | JSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 5.06 | -4.45 |
Sortino ratioReturn per unit of downside risk | 0.89 | 9.95 | -9.06 |
Omega ratioGain probability vs. loss probability | 1.16 | 3.85 | -2.70 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 13.42 | -12.65 |
Martin ratioReturn relative to average drawdown | 3.65 | 93.93 | -90.28 |
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
| PCEF | JSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 5.06 | -4.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 3.99 | -3.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 2.59 | -2.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.98 | -1.45 |
Correlation
The correlation between PCEF and JSOSX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PCEF vs. JSOSX - Dividend Comparison
PCEF's dividend yield for the trailing twelve months is around 8.32%, more than JSOSX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCEF Invesco CEF Income Composite ETF | 8.32% | 7.96% | 8.79% | 9.86% | 8.93% | 6.67% | 7.54% | 7.12% | 8.21% | 6.96% | 7.72% | 9.18% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
Drawdowns
PCEF vs. JSOSX - Drawdown Comparison
The maximum PCEF drawdown since its inception was -38.64%, which is greater than JSOSX's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for PCEF and JSOSX.
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Drawdown Indicators
| PCEF | JSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.64% | -6.40% | -32.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -0.26% | -10.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.25% | -0.98% | -23.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.64% | -6.19% | -32.45% |
Current DrawdownCurrent decline from peak | -6.00% | -0.26% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -0.47% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 0.04% | +2.26% |
Volatility
PCEF vs. JSOSX - Volatility Comparison
Invesco CEF Income Composite ETF (PCEF) has a higher volatility of 5.03% compared to JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) at 0.34%. This indicates that PCEF's price experiences larger fluctuations and is considered to be riskier than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCEF | JSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 0.34% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.05% | 0.50% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.49% | 0.68% | +12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.42% | 0.78% | +10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 1.29% | +11.96% |