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QMHIX vs. JMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMHIX vs. JMSIX - Performance Comparison

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

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QMHIX vs. JMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMHIX
AQR Managed Futures Strategy HV Fund
14.62%19.97%10.78%-0.17%50.14%-2.08%-0.73%1.82%-14.44%-1.72%
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, QMHIX achieves a 14.62% return, which is significantly higher than JMSIX's -0.29% return. Over the past 10 years, QMHIX has outperformed JMSIX with an annualized return of 5.02%, while JMSIX has yielded a comparatively lower 3.93% annualized return.


QMHIX

1D
-0.62%
1M
2.92%
YTD
14.62%
6M
19.29%
1Y
27.61%
3Y*
18.04%
5Y*
16.43%
10Y*
5.02%

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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QMHIX vs. JMSIX - Expense Ratio Comparison

QMHIX has a 1.65% expense ratio, which is higher than JMSIX's 0.40% expense ratio.


Return for Risk

QMHIX vs. JMSIX — Risk / Return Rank

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

QMHIX
QMHIX Risk / Return Rank: 9090
Overall Rank
QMHIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QMHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
QMHIX Omega Ratio Rank: 8787
Omega Ratio Rank
QMHIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
QMHIX Martin Ratio Rank: 8585
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.

QMHIX vs. JMSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy HV Fund (QMHIX) 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.


QMHIXJMSIXDifference

Sharpe ratio

Return per unit of total volatility

2.01

2.15

-0.14

Sortino ratio

Return per unit of downside risk

2.45

3.84

-1.39

Omega ratio

Gain probability vs. loss probability

1.36

1.54

-0.17

Calmar ratio

Return relative to maximum drawdown

3.29

3.47

-0.17

Martin ratio

Return relative to average drawdown

8.79

13.30

-4.51

QMHIX vs. JMSIX - Sharpe Ratio Comparison

The current QMHIX Sharpe Ratio is 2.01, which is comparable to the JMSIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QMHIX 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


QMHIXJMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.15

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.76

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

1.02

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.76

-0.39

Correlation

The correlation between QMHIX and JMSIX is -0.14. 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

QMHIX vs. JMSIX - Dividend Comparison

QMHIX's dividend yield for the trailing twelve months is around 1.79%, less than JMSIX's 5.53% yield.


TTM20252024202320222021202020192018201720162015
QMHIX
AQR Managed Futures Strategy HV Fund
1.79%2.05%2.31%7.66%9.34%10.96%9.52%4.18%0.00%0.00%0.01%7.57%
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

QMHIX vs. JMSIX - Drawdown Comparison

The maximum QMHIX drawdown since its inception was -39.37%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for QMHIX and JMSIX.


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Drawdown Indicators


QMHIXJMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.37%

-18.40%

-20.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-1.64%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

-11.39%

-7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.54%

-18.40%

-16.14%

Current Drawdown

Current decline from peak

-0.62%

-1.39%

+0.77%

Average Drawdown

Average peak-to-trough decline

-18.05%

-2.60%

-15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

0.43%

+2.70%

Volatility

QMHIX vs. JMSIX - Volatility Comparison

AQR Managed Futures Strategy HV Fund (QMHIX) has a higher volatility of 3.98% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that QMHIX'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


QMHIXJMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

0.77%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

1.67%

+8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

2.59%

+11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

3.70%

+13.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

3.85%

+11.65%