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WOBDX vs. HLIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WOBDX and HLIPX is -0.10. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

WOBDX vs. HLIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Bond Fund (WOBDX) and JPMorgan Core Plus Bond Fund (HLIPX). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
237.86%
178.74%
WOBDX
HLIPX

Key characteristics

Sharpe Ratio

WOBDX:

1.42

HLIPX:

1.52

Sortino Ratio

WOBDX:

2.13

HLIPX:

2.25

Omega Ratio

WOBDX:

1.25

HLIPX:

1.27

Calmar Ratio

WOBDX:

0.58

HLIPX:

0.67

Martin Ratio

WOBDX:

3.60

HLIPX:

4.13

Ulcer Index

WOBDX:

2.05%

HLIPX:

1.89%

Daily Std Dev

WOBDX:

5.19%

HLIPX:

5.13%

Max Drawdown

WOBDX:

-18.25%

HLIPX:

-19.44%

Current Drawdown

WOBDX:

-5.89%

HLIPX:

-4.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with WOBDX having a 2.85% return and HLIPX slightly lower at 2.74%. Over the past 10 years, WOBDX has underperformed HLIPX with an annualized return of 1.41%, while HLIPX has yielded a comparatively higher 1.81% annualized return.


WOBDX

YTD

2.85%

1M

0.10%

6M

2.07%

1Y

7.63%

5Y*

-0.50%

10Y*

1.41%

HLIPX

YTD

2.74%

1M

-0.00%

6M

2.02%

1Y

8.13%

5Y*

0.11%

10Y*

1.81%

*Annualized

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WOBDX vs. HLIPX - Expense Ratio Comparison

WOBDX has a 0.50% expense ratio, which is higher than HLIPX's 0.46% expense ratio.


Expense ratio chart for WOBDX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WOBDX: 0.50%
Expense ratio chart for HLIPX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HLIPX: 0.46%

Risk-Adjusted Performance

WOBDX vs. HLIPX — Risk-Adjusted Performance Rank

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

WOBDX
The Risk-Adjusted Performance Rank of WOBDX is 8181
Overall Rank
The Sharpe Ratio Rank of WOBDX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of WOBDX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of WOBDX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of WOBDX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of WOBDX is 7777
Martin Ratio Rank

HLIPX
The Risk-Adjusted Performance Rank of HLIPX is 8484
Overall Rank
The Sharpe Ratio Rank of HLIPX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIPX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of HLIPX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HLIPX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HLIPX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WOBDX vs. HLIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) and JPMorgan Core Plus Bond Fund (HLIPX). 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.


The chart of Sharpe ratio for WOBDX, currently valued at 1.42, compared to the broader market-1.000.001.002.003.00
WOBDX: 1.42
HLIPX: 1.52
The chart of Sortino ratio for WOBDX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.00
WOBDX: 2.13
HLIPX: 2.25
The chart of Omega ratio for WOBDX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.00
WOBDX: 1.25
HLIPX: 1.27
The chart of Calmar ratio for WOBDX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
WOBDX: 0.58
HLIPX: 0.67
The chart of Martin ratio for WOBDX, currently valued at 3.60, compared to the broader market0.0010.0020.0030.0040.00
WOBDX: 3.60
HLIPX: 4.13

The current WOBDX Sharpe Ratio is 1.42, which is comparable to the HLIPX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of WOBDX and HLIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.42
1.52
WOBDX
HLIPX

Dividends

WOBDX vs. HLIPX - Dividend Comparison

WOBDX's dividend yield for the trailing twelve months is around 3.58%, less than HLIPX's 4.43% yield.


TTM20242023202220212020201920182017201620152014
WOBDX
JPMorgan Core Bond Fund
3.58%3.96%3.49%2.68%2.07%2.36%2.77%2.80%2.66%2.47%2.34%2.53%
HLIPX
JPMorgan Core Plus Bond Fund
4.43%4.88%4.01%3.37%2.57%2.74%3.26%3.11%2.84%2.77%3.03%3.44%

Drawdowns

WOBDX vs. HLIPX - Drawdown Comparison

The maximum WOBDX drawdown since its inception was -18.25%, smaller than the maximum HLIPX drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for WOBDX and HLIPX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-5.89%
-4.21%
WOBDX
HLIPX

Volatility

WOBDX vs. HLIPX - Volatility Comparison

JPMorgan Core Bond Fund (WOBDX) and JPMorgan Core Plus Bond Fund (HLIPX) have volatilities of 2.11% and 2.05%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.11%
2.05%
WOBDX
HLIPX