PortfoliosLab logoPortfoliosLab logo
POMIX vs. JMSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POMIX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Equity Market Index Fund (POMIX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, POMIX achieves a 10.88% return, which is significantly higher than JMSIX's 1.11% return. Over the past 10 years, POMIX has outperformed JMSIX with an annualized return of 14.70%, while JMSIX has yielded a comparatively lower 3.95% annualized return.


POMIX

1D
1.14%
1M
1.04%
YTD
10.88%
6M
10.17%
1Y
27.81%
3Y*
20.70%
5Y*
12.87%
10Y*
14.70%

JMSIX

1D
0.00%
1M
0.62%
YTD
1.11%
6M
1.73%
1Y
5.43%
3Y*
7.12%
5Y*
2.84%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POMIX vs. JMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POMIX
T. Rowe Price Total Equity Market Index Fund
10.88%17.09%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%19.09%
JMSIX
JPMorgan Income Fund
1.11%7.68%7.78%6.14%-8.24%3.59%3.07%11.82%1.03%6.00%

Correlation

The correlation between POMIX and JMSIX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.23

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

0.29

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.23

Compare stocks, funds, or ETFs

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


Return for Risk

POMIX vs. JMSIX — Risk / Return Rank

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

POMIX
POMIX Risk / Return Rank: 7272
Overall Rank
POMIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
POMIX Omega Ratio Rank: 6464
Omega Ratio Rank
POMIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
POMIX Martin Ratio Rank: 8484
Martin Ratio Rank

JMSIX
JMSIX Risk / Return Rank: 8181
Overall Rank
JMSIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 8888
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 8282
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.

POMIX vs. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Equity Market Index Fund (POMIX) 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.

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.


POMIXJMSIXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.40

1.57

-0.16

Calmar ratioReturn relative to maximum drawdown

3.23

3.43

-0.20

Martin ratioReturn relative to average drawdown

14.52

14.19

+0.33

POMIX vs. JMSIX - Sharpe Ratio Comparison

The current POMIX Sharpe Ratio is 2.25, which is comparable to the JMSIX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of POMIX and JMSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

POMIX vs. JMSIX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -55.54%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for POMIX and JMSIX.


Loading charts...

Drawdown Indicators


POMIXJMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-18.40%

-37.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-1.62%

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-2.31%

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-11.39%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-18.40%

-16.65%

Current Drawdown

Current decline from peak

-1.00%

-0.35%

-0.65%

Average Drawdown

Average peak-to-trough decline

-10.63%

-2.56%

-8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

0.39%

+1.55%

Volatility

POMIX vs. JMSIX - Volatility Comparison

T. Rowe Price Total Equity Market Index Fund (POMIX) has a higher volatility of 4.86% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that POMIX'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.


Loading charts...

Volatility by Period


POMIXJMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

0.77%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

1.93%

+8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

2.54%

+10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

3.73%

+13.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

3.87%

+14.69%

POMIX vs. JMSIX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is lower than JMSIX's 0.40% expense ratio.


Dividends

POMIX vs. JMSIX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 1.92%, less than JMSIX's 6.04% yield.


PositionTTM20252024202320222021202020192018201720162015
JMSIX
JPMorgan Income Fund
6.04%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%0.00%
POMIX
T. Rowe Price Total Equity Market Index Fund
1.92%2.13%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%

Frequently Asked Questions


POMIX and JMSIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POMIX has higher volatility (4.86%) compared to JMSIX (0.77%). In terms of maximum drawdown, POMIX dropped -55.54% vs JMSIX's -18.40%.

POMIX currently has the higher Sharpe Ratio (2.25 vs 2.19), 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

Find the right allocation for POMIX and JMSIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer