PTCRX vs. JMSIX
PTCRX (Performance Trust Credit Fund) and JMSIX (JPMorgan Income Fund) are both Multisector Bonds funds. Over the past 5 years, PTCRX returned 3.75%/yr vs 2.78%/yr for JMSIX. A 0.71 correlation means they provide meaningful diversification when combined. PTCRX charges 0.99%/yr vs 0.40%/yr for JMSIX.
Performance
PTCRX vs. JMSIX - Performance Comparison
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Returns By Period
In the year-to-date period, PTCRX achieves a 1.46% return, which is significantly higher than JMSIX's 0.99% return.
PTCRX
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- 1.46%
- 6M
- 1.57%
- 1Y
- 5.48%
- 3Y*
- 7.82%
- 5Y*
- 3.75%
- 10Y*
- —
JMSIX
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 0.99%
- 6M
- 1.49%
- 1Y
- 5.06%
- 3Y*
- 7.17%
- 5Y*
- 2.78%
- 10Y*
- 3.96%
PTCRX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PTCRX Performance Trust Credit Fund | 1.46% | 6.58% | 8.01% | 10.10% | -10.71% | 8.22% |
JMSIX JPMorgan Income Fund | 0.99% | 7.68% | 7.78% | 6.14% | -8.24% | 3.48% |
Correlation
The correlation between PTCRX and JMSIX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2021 | 0.71 |
The correlation between PTCRX and JMSIX shifts across timeframes, from 0.61 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PTCRX vs. JMSIX — Risk / Return Rank
PTCRX
JMSIX
PTCRX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Trust Credit Fund (PTCRX) 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.
| PTCRX | JMSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.52 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.20 | -0.69 |
| Martin ratioReturn relative to average drawdown | 9.66 | 13.16 | -3.50 |
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Drawdowns
PTCRX vs. JMSIX - Drawdown Comparison
The maximum PTCRX drawdown since its inception was -14.09%, smaller than the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for PTCRX and JMSIX.
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Drawdown Indicators
| PTCRX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -18.40% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.28% | -1.62% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -2.98% | -2.31% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -14.09% | -11.39% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | -0.11% | -0.47% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -2.56% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.39% | +0.20% |
Volatility
PTCRX vs. JMSIX - Volatility Comparison
The current volatility for Performance Trust Credit Fund (PTCRX) is 0.72%, while JPMorgan Income Fund (JMSIX) has a volatility of 0.76%. This indicates that PTCRX experiences smaller price fluctuations and is considered to be less risky than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTCRX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 0.76% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 1.93% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 2.54% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 3.73% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.87% | 3.86% | +0.01% |
PTCRX vs. JMSIX - Expense Ratio Comparison
PTCRX has a 0.99% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Dividends
PTCRX vs. JMSIX - Dividend Comparison
PTCRX's dividend yield for the trailing twelve months is around 5.37%, less than JMSIX's 6.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTCRX Performance Trust Credit Fund | 5.37% | 4.34% | 5.67% | 5.95% | 4.69% | 8.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PTCRX and JMSIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMSIX has higher volatility (0.76%) compared to PTCRX (0.72%). In terms of maximum drawdown, PTCRX dropped -14.09% vs JMSIX's -18.40%.
PTCRX currently has the higher Sharpe Ratio (2.08 vs 2.05), 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.
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