WOBDX vs. PRCIX

In the year-to-date period, WOBDX achieves a 2.85% return, which is significantly higher than PRCIX's 2.12% return. Over the past 10 years, WOBDX has outperformed PRCIX with an annualized return of 1.39%, while PRCIX has yielded a comparatively lower 0.94% annualized return.

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WOBDX has a 0.50% expense ratio, which is higher than PRCIX's 0.44% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund (WOBDX) and T. Rowe Price New Income Fund (PRCIX). 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 current WOBDX Sharpe Ratio is 1.42, which is comparable to the PRCIX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of WOBDX and PRCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WOBDX's dividend yield for the trailing twelve months is around 3.58%, less than PRCIX's 4.48% yield.

The maximum WOBDX drawdown since its inception was -18.25%, smaller than the maximum PRCIX drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for WOBDX and PRCIX. For additional features, visit the drawdowns tool.

JPMorgan Core Bond Fund (WOBDX) and T. Rowe Price New Income Fund (PRCIX) have volatilities of 2.11% and 2.12%, 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.