PIMIX vs. JMSIX
Compare and contrast key facts about PIMCO Income Fund Institutional Class (PIMIX) and JPMorgan Income Fund (JMSIX).
PIMIX is managed by PIMCO. It was launched on Mar 30, 2007. JMSIX is managed by JPMorgan Chase. It was launched on Jun 1, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIMIX or JMSIX.
Performance
PIMIX vs. JMSIX - Performance Comparison
Returns By Period
In the year-to-date period, PIMIX achieves a 4.85% return, which is significantly lower than JMSIX's 7.17% return. Over the past 10 years, PIMIX has outperformed JMSIX with an annualized return of 4.16%, while JMSIX has yielded a comparatively lower 3.73% annualized return.
PIMIX
4.85%
-0.14%
3.95%
9.46%
3.19%
4.16%
JMSIX
7.17%
0.03%
4.57%
10.84%
2.51%
3.73%
Key characteristics
| PIMIX | JMSIX | |
|---|---|---|
| Sharpe Ratio | 2.17 | 3.73 |
| Sortino Ratio | 3.29 | 6.57 |
| Omega Ratio | 1.43 | 1.99 |
| Calmar Ratio | 2.55 | 1.84 |
| Martin Ratio | 10.44 | 24.72 |
| Ulcer Index | 0.90% | 0.44% |
| Daily Std Dev | 4.31% | 2.90% |
| Max Drawdown | -13.39% | -18.41% |
| Current Drawdown | -1.71% | -0.67% |
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PIMIX vs. JMSIX - Expense Ratio Comparison
PIMIX has a 0.62% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Correlation
The correlation between PIMIX and JMSIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PIMIX vs. JMSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) and JPMorgan Income Fund (JMSIX). 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.
Dividends
PIMIX vs. JMSIX - Dividend Comparison
PIMIX's dividend yield for the trailing twelve months is around 6.24%, more than JMSIX's 5.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIMIX PIMCO Income Fund Institutional Class | 6.24% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
JMSIX JPMorgan Income Fund | 5.65% | 5.31% | 4.80% | 4.04% | 4.84% | 5.07% | 5.42% | 5.42% | 5.47% | 5.72% | 0.92% | 0.00% |
Drawdowns
PIMIX vs. JMSIX - Drawdown Comparison
The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum JMSIX drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for PIMIX and JMSIX. For additional features, visit the drawdowns tool.
Volatility
PIMIX vs. JMSIX - Volatility Comparison
PIMCO Income Fund Institutional Class (PIMIX) has a higher volatility of 1.01% compared to JPMorgan Income Fund (JMSIX) at 0.55%. This indicates that PIMIX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.