SSASX vs. JCPUX
Compare and contrast key facts about State Street Income Fund (SSASX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX).
SSASX is managed by State Street. It was launched on Jan 2, 1980. JCPUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 23, 2005.
Performance
SSASX vs. JCPUX - Performance Comparison
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SSASX vs. JCPUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SSASX State Street Income Fund | -0.61% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | -0.02% | 8.07% | 2.87% | 6.46% | -12.73% | 1.22% |
Returns By Period
In the year-to-date period, SSASX achieves a -0.61% return, which is significantly lower than JCPUX's -0.02% return.
SSASX
- 1D
- 0.51%
- 1M
- -2.48%
- YTD
- -0.61%
- 6M
- 0.37%
- 1Y
- 3.71%
- 3Y*
- 2.41%
- 5Y*
- —
- 10Y*
- —
JCPUX
- 1D
- 0.42%
- 1M
- -2.16%
- YTD
- -0.02%
- 6M
- 1.23%
- 1Y
- 5.00%
- 3Y*
- 4.52%
- 5Y*
- 1.11%
- 10Y*
- 2.52%
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SSASX vs. JCPUX - Expense Ratio Comparison
SSASX has a 0.20% expense ratio, which is lower than JCPUX's 0.38% expense ratio.
Return for Risk
SSASX vs. JCPUX — Risk / Return Rank
SSASX
JCPUX
SSASX vs. JCPUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Income Fund (SSASX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX). 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.
| SSASX | JCPUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.23 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.75 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.20 | -0.62 |
Martin ratioReturn relative to average drawdown | 4.37 | 6.59 | -2.22 |
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
| SSASX | JCPUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.23 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.94 | -1.06 |
Correlation
The correlation between SSASX and JCPUX is 0.95, 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
SSASX vs. JCPUX - Dividend Comparison
SSASX's dividend yield for the trailing twelve months is around 3.66%, less than JCPUX's 5.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSASX State Street Income Fund | 3.66% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 5.06% | 4.94% | 4.96% | 4.10% | 3.45% | 3.32% | 4.43% | 3.30% | 3.15% | 2.89% | 2.84% | 3.49% |
Drawdowns
SSASX vs. JCPUX - Drawdown Comparison
The maximum SSASX drawdown since its inception was -19.65%, which is greater than JCPUX's maximum drawdown of -16.81%. Use the drawdown chart below to compare losses from any high point for SSASX and JCPUX.
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Drawdown Indicators
| SSASX | JCPUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -16.81% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.61% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.81% | — |
Current DrawdownCurrent decline from peak | -5.84% | -2.16% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -2.31% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.87% | +0.26% |
Volatility
SSASX vs. JCPUX - Volatility Comparison
State Street Income Fund (SSASX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX) have volatilities of 1.60% and 1.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSASX | JCPUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.59% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.46% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.82% | 4.22% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 5.66% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.56% | 4.62% | +1.94% |