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PONPX vs. JMSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PONPX and JMSIX is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

PONPX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Income Fund Class I-2 (PONPX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

44.00%46.00%48.00%50.00%52.00%54.00%56.00%NovemberDecember2025FebruaryMarchApril
53.69%
47.94%
PONPX
JMSIX

Key characteristics

Sharpe Ratio

PONPX:

2.08

JMSIX:

3.48

Sortino Ratio

PONPX:

3.18

JMSIX:

6.59

Omega Ratio

PONPX:

1.42

JMSIX:

1.96

Calmar Ratio

PONPX:

3.06

JMSIX:

5.51

Martin Ratio

PONPX:

9.21

JMSIX:

22.93

Ulcer Index

PONPX:

0.93%

JMSIX:

0.39%

Daily Std Dev

PONPX:

4.12%

JMSIX:

2.61%

Max Drawdown

PONPX:

-13.39%

JMSIX:

-18.40%

Current Drawdown

PONPX:

-0.93%

JMSIX:

-0.47%

Returns By Period

In the year-to-date period, PONPX achieves a 2.60% return, which is significantly higher than JMSIX's 1.88% return. Over the past 10 years, PONPX has outperformed JMSIX with an annualized return of 4.22%, while JMSIX has yielded a comparatively lower 3.80% annualized return.


PONPX

YTD

2.60%

1M

0.13%

6M

3.40%

1Y

9.19%

5Y*

4.79%

10Y*

4.22%

JMSIX

YTD

1.88%

1M

0.39%

6M

3.08%

1Y

9.15%

5Y*

5.11%

10Y*

3.80%

*Annualized

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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.


Expense ratio chart for PONPX: current value is 0.72%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PONPX: 0.72%
Expense ratio chart for JMSIX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JMSIX: 0.40%

Risk-Adjusted Performance

PONPX vs. JMSIX — Risk-Adjusted Performance Rank

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

PONPX
The Risk-Adjusted Performance Rank of PONPX is 9393
Overall Rank
The Sharpe Ratio Rank of PONPX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PONPX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PONPX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of PONPX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PONPX is 9393
Martin Ratio Rank

JMSIX
The Risk-Adjusted Performance Rank of JMSIX is 9898
Overall Rank
The Sharpe Ratio Rank of JMSIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of JMSIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JMSIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of JMSIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JMSIX is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PONPX, currently valued at 2.15, compared to the broader market-1.000.001.002.003.00
PONPX: 2.15
JMSIX: 3.48
The chart of Sortino ratio for PONPX, currently valued at 3.30, compared to the broader market-2.000.002.004.006.008.00
PONPX: 3.30
JMSIX: 6.59
The chart of Omega ratio for PONPX, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.00
PONPX: 1.44
JMSIX: 1.96
The chart of Calmar ratio for PONPX, currently valued at 3.14, compared to the broader market0.002.004.006.008.0010.00
PONPX: 3.14
JMSIX: 5.51
The chart of Martin ratio for PONPX, currently valued at 9.43, compared to the broader market0.0010.0020.0030.0040.0050.00
PONPX: 9.43
JMSIX: 22.93

The current PONPX Sharpe Ratio is 2.08, which is lower than the JMSIX Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of PONPX and JMSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50NovemberDecember2025FebruaryMarchApril
2.15
3.48
PONPX
JMSIX

Dividends

PONPX vs. JMSIX - Dividend Comparison

PONPX's dividend yield for the trailing twelve months is around 6.10%, more than JMSIX's 5.98% yield.


TTM20242023202220212020201920182017201620152014
PONPX
PIMCO Income Fund Class I-2
6.10%6.16%6.10%6.28%3.92%4.79%5.76%5.58%5.32%5.47%7.64%6.18%
JMSIX
JPMorgan Income Fund
5.98%5.78%5.31%4.80%4.04%4.84%5.07%5.42%5.42%5.47%5.72%0.92%

Drawdowns

PONPX vs. JMSIX - Drawdown Comparison

The maximum PONPX drawdown since its inception was -13.39%, smaller than the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for PONPX and JMSIX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.93%
-0.47%
PONPX
JMSIX

Volatility

PONPX vs. JMSIX - Volatility Comparison

PIMCO Income Fund Class I-2 (PONPX) has a higher volatility of 1.97% compared to JPMorgan Income Fund (JMSIX) at 1.18%. 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.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.97%
1.18%
PONPX
JMSIX