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QGMIX vs. JMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QGMIX vs. JMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Macro Opportunities Fund (QGMIX) and JPMorgan Income Fund (JMSIX). The values are adjusted to include any dividend payments, if applicable.

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QGMIX vs. JMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QGMIX
AQR Macro Opportunities Fund
2.15%4.00%-0.95%0.01%29.30%-4.54%1.60%4.90%7.80%-3.38%
JMSIX
JPMorgan Income Fund
-0.29%7.68%7.78%6.14%-8.24%3.59%3.07%11.82%1.03%6.00%

Returns By Period

In the year-to-date period, QGMIX achieves a 2.15% return, which is significantly higher than JMSIX's -0.29% return. Over the past 10 years, QGMIX has underperformed JMSIX with an annualized return of 3.68%, while JMSIX has yielded a comparatively higher 3.93% annualized return.


QGMIX

1D
0.00%
1M
-1.19%
YTD
2.15%
6M
0.75%
1Y
-0.54%
3Y*
2.54%
5Y*
4.62%
10Y*
3.68%

JMSIX

1D
0.24%
1M
-1.39%
YTD
-0.29%
6M
1.33%
1Y
5.02%
3Y*
6.36%
5Y*
2.78%
10Y*
3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QGMIX vs. JMSIX - Expense Ratio Comparison

QGMIX has a 1.20% expense ratio, which is higher than JMSIX's 0.40% expense ratio.


Return for Risk

QGMIX vs. JMSIX — Risk / Return Rank

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

QGMIX
QGMIX Risk / Return Rank: 44
Overall Rank
QGMIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QGMIX Sortino Ratio Rank: 33
Sortino Ratio Rank
QGMIX Omega Ratio Rank: 33
Omega Ratio Rank
QGMIX Calmar Ratio Rank: 66
Calmar Ratio Rank
QGMIX Martin Ratio Rank: 66
Martin Ratio Rank

JMSIX
JMSIX Risk / Return Rank: 9696
Overall Rank
JMSIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JMSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
JMSIX Omega Ratio Rank: 9595
Omega Ratio Rank
JMSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JMSIX Martin Ratio Rank: 9595
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.

QGMIX vs. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Macro Opportunities Fund (QGMIX) 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.


QGMIXJMSIXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

2.15

-2.29

Sortino ratio

Return per unit of downside risk

-0.12

3.84

-3.96

Omega ratio

Gain probability vs. loss probability

0.98

1.54

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.05

3.47

-3.52

Martin ratio

Return relative to average drawdown

-0.13

13.30

-13.43

QGMIX vs. JMSIX - Sharpe Ratio Comparison

The current QGMIX Sharpe Ratio is -0.13, which is lower than the JMSIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QGMIX 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.


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Sharpe Ratios by Period


QGMIXJMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

2.15

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.76

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.02

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.76

-0.34

Correlation

The correlation between QGMIX and JMSIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QGMIX vs. JMSIX - Dividend Comparison

QGMIX's dividend yield for the trailing twelve months is around 1.41%, less than JMSIX's 5.53% yield.


TTM20252024202320222021202020192018201720162015
QGMIX
AQR Macro Opportunities Fund
1.41%1.44%1.92%10.07%7.48%1.49%0.96%0.05%3.92%0.04%6.05%5.30%
JMSIX
JPMorgan Income Fund
5.53%5.95%5.78%4.43%4.78%4.00%4.95%5.10%5.43%5.42%0.46%0.00%

Drawdowns

QGMIX vs. JMSIX - Drawdown Comparison

The maximum QGMIX drawdown since its inception was -13.48%, smaller than the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for QGMIX and JMSIX.


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Drawdown Indicators


QGMIXJMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.48%

-18.40%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-1.64%

-7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

-11.39%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-13.48%

-18.40%

+4.92%

Current Drawdown

Current decline from peak

-2.61%

-1.39%

-1.22%

Average Drawdown

Average peak-to-trough decline

-3.95%

-2.60%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

0.43%

+3.04%

Volatility

QGMIX vs. JMSIX - Volatility Comparison

AQR Macro Opportunities Fund (QGMIX) has a higher volatility of 2.18% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that QGMIX'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.


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Volatility by Period


QGMIXJMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

0.77%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

1.67%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

2.59%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.98%

3.70%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

3.85%

+4.52%