PONPX vs. JMSIX
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and JPMorgan Income Fund (JMSIX).
PONPX is managed by PIMCO. 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: PONPX or JMSIX.
Performance
PONPX vs. JMSIX - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.76% return, which is significantly lower than JMSIX's 7.17% return. Over the past 10 years, PONPX has outperformed JMSIX with an annualized return of 4.04%, while JMSIX has yielded a comparatively lower 3.73% annualized return.
PONPX
4.76%
-0.15%
3.90%
9.34%
3.07%
4.04%
JMSIX
7.17%
0.03%
4.57%
10.84%
2.51%
3.73%
Key characteristics
| PONPX | JMSIX | |
|---|---|---|
| Sharpe Ratio | 2.15 | 3.73 |
| Sortino Ratio | 3.25 | 6.57 |
| Omega Ratio | 1.42 | 1.99 |
| Calmar Ratio | 2.37 | 1.84 |
| Martin Ratio | 10.29 | 24.72 |
| Ulcer Index | 0.90% | 0.44% |
| Daily Std Dev | 4.30% | 2.90% |
| Max Drawdown | -13.39% | -18.41% |
| Current Drawdown | -1.72% | -0.67% |
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PONPX vs. JMSIX - Expense Ratio Comparison
PONPX has a 0.72% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Correlation
The correlation between PONPX 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
PONPX vs. JMSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) 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
PONPX vs. JMSIX - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.13%, more than JMSIX's 5.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | 6.13% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
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
PONPX vs. JMSIX - Drawdown Comparison
The maximum PONPX 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 PONPX and JMSIX. For additional features, visit the drawdowns tool.
Volatility
PONPX vs. JMSIX - Volatility Comparison
PIMCO Income Fund Class I-2 (PONPX) has a higher volatility of 1.00% compared to JPMorgan Income Fund (JMSIX) at 0.55%. This indicates that PONPX'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.