Find A Portfolio/Ticker
Comparison Box
JDGTX: INTECH GLOBAL INCOME MANAGED VOLATILITY FUND CLASS T (MUTUAL FUND)
Basic Info
Asset Class: | WORLD STOCK |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/16/2011 |
Last Dividend Date: | 05/18/2022 |
12-Mo. Yield | 3.69% |
Expenses | 1.05% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/20/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -2.9 | 5.4 | 5.5 | 8.4 | 8.1 | -5.0 | 10.2 | 2.2 | 16.3 | -3.2 | 16.0 | 5.4 | 7.6 | -1.0 | 20.6 | 11.6 | 3.4 |
Sharpe Ratio | NA | -0.3 | 0.29 | 0.33 | 0.64 | 0.62 | -1.05 | 1.08 | 0.07 | 2.03 | -0.49 | 3.16 | 0.51 | 0.67 | -0.11 | 1.96 | 1.0 | 10.25 |
Draw Down(%) | NA | 7.6 | 31.3 | 31.3 | 31.3 | 31.3 | 6.6 | 8.1 | 31.3 | 4.9 | 8.0 | 2.9 | 6.3 | 7.9 | 11.4 | 8.5 | 10.5 | 1.1 |
Standard Deviation(%) | NA | 10.2 | 17.5 | 14.4 | 12.5 | 12.5 | 12.2 | 9.4 | 27.2 | 7.3 | 9.2 | 4.9 | 10.1 | 11.3 | 9.6 | 10.5 | 11.7 | 15.2 |
Treynor Ratio | NA | -0.07 | 0.07 | 0.07 | 0.12 | 0.12 | -0.29 | 0.23 | 0.02 | 0.29 | -0.1 | 0.43 | 0.1 | 0.12 | -0.01 | 0.25 | 0.17 | 2.24 |
Alpha | NA | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | -0.03 | 0.02 | 0.01 | 0.02 | 0.01 | 0.04 | 0.01 | 0.03 | 0.0 | 0.15 |
Beta | NA | 0.45 | 0.72 | 0.67 | 0.66 | 0.66 | 0.44 | 0.44 | 0.84 | 0.52 | 0.47 | 0.36 | 0.49 | 0.61 | 0.84 | 0.81 | 0.69 | 0.7 |
RSquared | NA | 0.46 | 0.69 | 0.64 | 0.68 | 0.69 | 0.54 | 0.34 | 0.79 | 0.54 | 0.48 | 0.28 | 0.67 | 0.68 | 0.89 | 0.88 | 0.89 | 0.95 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 9.5 | 3.4 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 208.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/15/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See WORLD STOCK Asset Class Trend Rankings |
Top Rated Funds in WORLD STOCK
Best Mutual Funds
- TAVFX (THIRD AVENUE VALUE FUND INSTITUTIONAL CLASS) (100%)
- VHGEX (VANGUARD GLOBAL EQUITY FUND INVESTOR SHARES) (100%)
- FWWFX (FIDELITY WORLDWIDE FUND FIDELITY WORLDWIDE FUND) (99%)
- JAWWX (JANUS GLOBAL RESEARCH FUND CLASS T) (99%)
- TWEBX (TWEEDY BROWNE VALUE FUND TWEEDY BROWNE VALUE FUND) (95%)
- WWNPX (KINETICS PARADIGM FUND NO LOAD CLASS) (95%)
- GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) (95%)
- GMGEX (GMO GLOBAL EQUITY ALLOCATION FUND CLASS III) (94%)
- MDISX (FRANKLIN MUTUAL GLOBAL DISCOVERY FUND CLASS Z) (94%)
- CSUIX (COHEN & STEERS GLOBAL INFRASTRUCTURE FUND INC. CLASS I) (94%)
Best ETFs
- DGT (SPDR® Global Dow ETF) (100%)
- TOK (iShares MSCI Kokusai ETF) (96%)
- ACWI (iShares MSCI ACWI ETF) (96%)
- DEW (WisdomTree Global High Dividend Fund) (96%)
- FGD (First Trust Dow Jones Global Select Dividend Index Fund) (96%)
- IOO (iShares Global 100 ETF) (96%)
- VT (Vanguard Total World Stock Index Fund ETF Shares) (95%)
- SDIV (Global X SuperDividend ETF) (33%)
- URTH (iShares MSCI World ETF) (33%)
- ACWV (iShares MSCI Global Min Vol Factor ETF) (32%)
Best Closed End Funds
- AGD (Aberdeen Global Dynamic Dividend Fund) (99%)
- BOE (BlackRock Global Opportunities Equity Trust) (99%)
- GLQ (Clough Global EF) (99%)
- ETG (Eaton Vance Tax Advantaged Global Dividend Income Closed Fund) (98%)
- ETO (Eaton Vance Tax Advantaged Global Dividend Opportunities Closed Fund) (98%)
- ETW (Eaton Vance Tax Managed Global Buy Write Opportunities Closed Fund) (98%)
- EXG (Eaton Vance Tax-Managed Global Diversified Equity Income Closed Fund) (98%)
- EOD (Allspring Global Dividend Opportunity Fund) (98%)
- IGA (Voya Global Advantage & Premium Opportunity Fund) (97%)
- IGD (Voya Global Equity Dividend & Premium Opportunity Closed Fund) (97%)