Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDVAX (JPMORGAN DIVERSIFIED FUND CLASS A) | 3.53% | 13.06% | 11.59% | 1.05% | 5.11% | 5.64% | 5.56% | … | … |
Data as of 06/03/2026, Common starting date is 03/27/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDVAX (JPMORGAN DIVERSIFIED FUND CLASS A) | 03/27/2003 | 06/03/2026 |
| 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 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 13.06 | 11.59 | 1.05 | 5.11 | 5.64 | 5.56 | … | … | 3.53 | 13.23 | 9.29 | 15.14 | -20.14 | -3.85 | 8.40 | 20.43 | -8.39 | 17.35 | 5.76 | -1.36 | 6.59 | 17.44 | 15.54 | -2.00 | 13.89 | 26.46 | -25.60 | 6.51 | 12.30 | 3.88 | 9.37 | 21.59 |
| Sharpe Ratio | NA | 1.26 | 0.87 | -0.11 | 0.28 | NA | NA | … | … | 0.63 | 0.94 | 0.62 | 1.31 | -1.41 | -0.22 | 0.38 | 2.73 | -0.96 | 3.34 | 0.57 | -0.14 | 0.86 | 2.15 | 1.68 | -0.12 | 1.08 | 1.44 | -1.09 | 0.33 | 1.26 | 0.24 | 1.10 | 3.31 |
| Standard Deviation(%) | NA | 8.88 | 10.08 | 12.97 | 12.56 | NA | NA | … | … | 11.18 | 11.09 | 9.18 | 8.87 | 15.31 | 17.90 | 21.51 | 6.95 | 10.21 | 5.03 | 9.80 | 9.88 | 7.61 | 8.11 | 9.31 | 16.53 | 12.73 | 18.29 | 24.40 | 10.23 | 7.08 | 6.81 | 7.61 | 8.59 |
| Draw Down(%) | NA | 8.08 | 11.44 | 33.30 | 33.30 | NA | NA | … | … | 8.08 | 11.10 | 5.12 | 8.64 | 21.72 | 17.62 | 25.97 | 3.52 | 15.48 | 1.48 | 8.89 | 9.49 | 5.82 | 6.75 | 7.95 | 16.03 | 9.93 | 17.89 | 35.07 | 6.61 | 6.09 | 4.74 | 6.49 | 5.02 |
| Yield(%) | 0.00 | 12.98 | 6.91 | 3.54 | 5.13 | 5.45 | 5.33 | … | … | 0.00 | 13.84 | 4.05 | 1.21 | 0.85 | 1.78 | 1.66 | 10.08 | 8.91 | 7.19 | 2.21 | 3.82 | 7.13 | 6.36 | 4.62 | 2.11 | 2.08 | 2.36 | 3.68 | 10.86 | 5.56 | 1.73 | 1.77 | 0.78 |
Data as of 06/03/2026, Common starting date is 03/27/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVAX (JPMORGAN DIVERSIFIED FUND CLASS A) |
-8.42%
Feb 2006 – Feb 2009 |
-2.80%
Feb 2004 – Feb 2009 |
2.23%
Oct 2013 – Oct 2023 |
3.52%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDVAX (JPMORGAN DIVERSIFIED FUND CLASS A) |
20.17%
Feb 2009 – Feb 2012 |
17.03%
Feb 2009 – Feb 2014 |
10.86%
Feb 2009 – Feb 2019 |
7.77%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart