SDSAX vs. JMSIX
Compare and contrast key facts about Western Asset Income Fund (SDSAX) and JPMorgan Income Fund (JMSIX).
SDSAX is managed by Franklin Templeton. It was launched on Nov 5, 1992. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
SDSAX vs. JMSIX - Performance Comparison
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SDSAX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDSAX Western Asset Income Fund | -1.36% | 7.99% | 4.35% | 9.03% | -13.53% | 1.75% | 3.67% | 12.48% | -3.95% | 8.41% |
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, SDSAX achieves a -1.36% return, which is significantly lower than JMSIX's -0.29% return. Over the past 10 years, SDSAX has underperformed JMSIX with an annualized return of 3.39%, while JMSIX has yielded a comparatively higher 3.93% annualized return.
SDSAX
- 1D
- 0.20%
- 1M
- -2.57%
- YTD
- -1.36%
- 6M
- -0.02%
- 1Y
- 4.92%
- 3Y*
- 5.46%
- 5Y*
- 1.63%
- 10Y*
- 3.39%
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%
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SDSAX vs. JMSIX - Expense Ratio Comparison
SDSAX has a 0.92% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
SDSAX vs. JMSIX — Risk / Return Rank
SDSAX
JMSIX
SDSAX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Income Fund (SDSAX) 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.
| SDSAX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 2.15 | -0.69 |
Sortino ratioReturn per unit of downside risk | 2.21 | 3.84 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.54 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.47 | -1.55 |
Martin ratioReturn relative to average drawdown | 7.34 | 13.30 | -5.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDSAX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.15 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.76 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.02 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.76 | +0.38 |
Correlation
The correlation between SDSAX and JMSIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SDSAX vs. JMSIX - Dividend Comparison
SDSAX's dividend yield for the trailing twelve months is around 6.33%, more than JMSIX's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDSAX Western Asset Income Fund | 6.33% | 6.85% | 6.05% | 6.54% | 4.78% | 3.39% | 4.48% | 5.69% | 5.97% | 4.90% | 5.14% | 9.07% |
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
SDSAX vs. JMSIX - Drawdown Comparison
The maximum SDSAX drawdown since its inception was -27.16%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for SDSAX and JMSIX.
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Drawdown Indicators
| SDSAX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.16% | -18.40% | -8.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -1.64% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -17.75% | -11.39% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -18.40% | -2.15% |
Current DrawdownCurrent decline from peak | -2.57% | -1.39% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -2.60% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 0.43% | +0.29% |
Volatility
SDSAX vs. JMSIX - Volatility Comparison
Western Asset Income Fund (SDSAX) has a higher volatility of 1.18% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that SDSAX'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
| SDSAX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.77% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 1.67% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 2.59% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 3.70% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.81% | 3.85% | +0.96% |