Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMBIX (JPMORGAN MORTGAGE-BACKED SECURITIES FUND CLASS I) | NA | 2.85% | 2.45% | 0.24% | 1.84% | 2.50% | 3.64% | … | … |
Data as of 08/07/2025, Common starting date is 08/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMBIX (JPMORGAN MORTGAGE-BACKED SECURITIES FUND CLASS I) | 08/30/2000 | 08/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.85 | 2.45 | 0.24 | 1.84 | 2.50 | 3.64 | … | … | 3.37 | 2.36 | 5.92 | -10.26 | -0.41 | 4.70 | 6.62 | 1.81 | 2.18 | 2.12 | 2.08 | 4.64 | -0.65 | 5.16 | 6.33 | 8.27 | 14.77 | 2.58 | 6.44 | 4.50 | 2.67 | 4.46 | 3.47 | 9.88 | 10.71 | 6.03 |
| Sharpe Ratio | NA | -0.14 | -0.15 | -0.37 | 0.09 | NA | NA | … | … | 0.56 | -0.78 | 0.23 | -1.91 | -0.29 | 1.80 | 2.27 | 0.23 | 0.74 | 0.94 | 0.85 | 2.44 | -0.33 | 3.47 | 3.40 | 4.05 | 4.81 | 0.31 | 0.95 | 0.46 | 0.19 | 1.11 | 1.15 | 2.32 | 1.92 | 5.38 |
| Standard Deviation(%) | NA | 4.76 | 6.23 | 5.22 | 4.02 | NA | NA | … | … | 4.82 | 5.44 | 7.21 | 6.13 | 1.51 | 2.48 | 2.30 | 2.20 | 2.10 | 2.03 | 2.43 | 1.89 | 2.05 | 1.49 | 1.85 | 2.02 | 3.05 | 5.33 | 3.66 | 2.68 | 2.59 | 3.17 | 2.41 | 3.78 | 4.45 | 2.78 |
| Draw Down(%) | NA | 4.67 | 8.12 | 14.45 | 14.45 | NA | NA | … | … | 2.52 | 4.15 | 7.13 | 13.46 | 1.29 | 4.21 | 1.22 | 1.63 | 1.14 | 2.46 | 1.16 | 0.78 | 3.00 | 0.78 | 0.97 | 0.99 | 1.33 | 3.05 | 2.25 | 1.32 | 1.91 | 3.27 | 1.75 | 1.51 | 2.89 | 0.82 |
| Yield(%) | 0.00 | 3.37 | 3.25 | 2.45 | 2.80 | 3.11 | 3.87 | … | … | 1.72 | 3.87 | 3.46 | 2.06 | 1.50 | 2.62 | 3.54 | 3.18 | 3.17 | 2.84 | 3.04 | 3.42 | 2.89 | 3.35 | 4.77 | 4.83 | 7.86 | 5.43 | 4.92 | 4.65 | 5.03 | 4.93 | 4.85 | 6.84 | 7.75 | 2.46 |
Data as of 08/07/2025, Common starting date is 08/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMBIX (JPMORGAN MORTGAGE-BACKED SECURITIES FUND CLASS I) |
-4.43%
Oct 2020 – Oct 2023 |
-0.19%
Oct 2017 – Oct 2022 |
0.95%
Oct 2012 – Oct 2022 |
2.53%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMBIX (JPMORGAN MORTGAGE-BACKED SECURITIES FUND CLASS I) |
10.21%
Oct 2008 – Oct 2011 |
7.92%
May 2006 – May 2011 |
7.14%
Sep 2000 – Sep 2010 |
6.00%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison Chart