Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GAOFX (JPMORGAN GLOBAL ALLOCATION FUND CLASS R4) | 5.61% | 15.31% | 12.07% | 4.22% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/05/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GAOFX (JPMORGAN GLOBAL ALLOCATION FUND CLASS R4) | 10/05/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 15.31 | 12.07 | 4.22 | NA | NA | NA | … | … | 5.61 | 14.76 | 8.30 | 12.70 | -18.68 | 9.39 | 15.43 | 16.14 | -5.39 |
| Sharpe Ratio | NA | 1.40 | 0.91 | 0.16 | NA | NA | NA | … | … | 0.95 | 1.10 | 0.52 | 1.00 | -1.41 | 0.99 | 0.80 | 2.40 | -2.18 |
| Standard Deviation(%) | NA | 9.78 | 10.18 | 10.93 | NA | NA | NA | … | … | 12.40 | 10.85 | 9.05 | 9.14 | 14.31 | 9.48 | 18.80 | 6.12 | 10.59 |
| Draw Down(%) | NA | 8.97 | 10.87 | 25.07 | NA | NA | NA | … | … | 8.97 | 10.87 | 5.43 | 9.54 | 24.74 | 4.62 | 23.72 | 3.13 | 7.70 |
| Yield(%) | 0.00 | 10.25 | 5.18 | 4.89 | 3.75 | 2.50 | 1.87 | … | … | 0.61 | 10.64 | 2.61 | 0.01 | 3.69 | 10.08 | 1.80 | 2.93 | 1.38 |
Data as of 06/04/2026, Common starting date is 10/05/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAOFX (JPMORGAN GLOBAL ALLOCATION FUND CLASS R4) |
-1.16%
Apr 2021 – Apr 2024 |
3.43%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GAOFX (JPMORGAN GLOBAL ALLOCATION FUND CLASS R4) |
13.80%
Sep 2022 – Sep 2025 |
8.25%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart