Correlation
The correlation between RBSIX and JSOSX is -0.17. 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.
RBSIX vs. JSOSX
Compare and contrast key facts about RBC BlueBay Strategic Income Fund (RBSIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
RBSIX is managed by RBC Global Asset Management.. It was launched on Oct 31, 2021. JSOSX is managed by JPMorgan Chase. It was launched on Oct 10, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RBSIX or JSOSX.
Performance
RBSIX vs. JSOSX - Performance Comparison
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Key characteristics
RBSIX:
2.26
JSOSX:
4.24
RBSIX:
3.32
JSOSX:
7.03
RBSIX:
1.72
JSOSX:
2.50
RBSIX:
2.80
JSOSX:
11.97
RBSIX:
9.71
JSOSX:
59.14
RBSIX:
0.62%
JSOSX:
0.07%
RBSIX:
2.63%
JSOSX:
0.97%
RBSIX:
-3.48%
JSOSX:
-6.40%
RBSIX:
-0.57%
JSOSX:
-0.35%
Returns By Period
In the year-to-date period, RBSIX achieves a 0.59% return, which is significantly lower than JSOSX's 1.36% return.
RBSIX
0.59%
0.70%
1.06%
5.92%
5.22%
N/A
N/A
JSOSX
1.36%
0.09%
2.07%
4.10%
4.39%
3.09%
2.80%
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RBSIX vs. JSOSX - Expense Ratio Comparison
RBSIX has a 0.63% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Risk-Adjusted Performance
RBSIX vs. JSOSX — Risk-Adjusted Performance Rank
RBSIX
JSOSX
RBSIX vs. JSOSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RBC BlueBay Strategic Income Fund (RBSIX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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.
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Dividends
RBSIX vs. JSOSX - Dividend Comparison
RBSIX's dividend yield for the trailing twelve months is around 5.10%, more than JSOSX's 4.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBSIX RBC BlueBay Strategic Income Fund | 5.10% | 4.46% | 7.66% | 5.12% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 4.28% | 5.05% | 4.78% | 1.69% | 0.56% | 1.26% | 2.84% | 3.00% | 3.23% | 4.30% | 3.44% | 1.59% |
Drawdowns
RBSIX vs. JSOSX - Drawdown Comparison
The maximum RBSIX drawdown since its inception was -3.48%, smaller than the maximum JSOSX drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for RBSIX and JSOSX.
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Volatility
RBSIX vs. JSOSX - Volatility Comparison
The current volatility for RBC BlueBay Strategic Income Fund (RBSIX) is 0.36%, while JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a volatility of 0.41%. This indicates that RBSIX experiences smaller price fluctuations and is considered to be less risky than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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