JPMORGAN STRATEGIC Correlations

JSORX Fund

USD 11.44 -0.01 -0.09%

Current 90-days correlation between JPMorgan Strategic Income and Dodge Global Bond is 0.32 (i.e., Moderate diversification).Its correlation with fixed-income and commodity benchmarks reveals whether the stock behaves as risk-on or risk-off.

JPMORGAN STRATEGIC Correlation With Market

Strong inverse diversification

Across the chosen horizon, JPMORGAN STRATEGIC and Dow Jones show a correlation of -0.41 and fall into the Strong inverse diversification bucket. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Review Risk vs Return Analysis to understand diversified portfolio construction. All figures are based on reported data and are informational in nature. Portfolio analysis tools can evaluate how JPMorgan Strategic Income fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence JPMorgan Strategic Income's mutual fund valuation — related indicators include signals in real.

Moving together with JPMORGAN Mutual Fund

0.63	PMZNX	PIMCO Mortgage	Pair Corr
0.63	PMZAX	PIMCO Mortgage	Pair Corr
0.99	JSOZX	JPMorgan Strategic Income	Pair Corr
0.98	JSOCX	JPMorgan Strategic Income	Pair Corr
0.98	OSPPX	Oppenheimer Steelpath Mlp	Pair Corr
0.98	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.98	SPMJX	Invesco Steelpath Mlp	Pair Corr
0.98	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.98	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.62	FIKGX	Fidelity Advisor	Pair Corr
0.98	MLPMX	Oppenheimer Steelpath Mlp	Pair Corr
0.61	CAT	Caterpillar	Pair Corr
0.72	TRV	The Travelers Companies	Pair Corr
0.74	MCD	McDonalds Sell-off Trend	Pair Corr
0.7	CVX	Chevron Corp	Pair Corr
0.9	PFE	Pfizer Inc	Pair Corr
0.77	VZ	Verizon Communications	Pair Corr
0.73	KO	Coca Cola	Pair Corr
0.7	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.73	T	ATT Inc Aggressive Push	Pair Corr

Moving against JPMORGAN Mutual Fund

0.78	DIS	Walt Disney	Pair Corr
0.78	JPM	JPMorgan Chase	Pair Corr
0.73	IBM	International Business	Pair Corr
0.51	HPQ	HP Inc	Pair Corr
0.34	BA	Boeing	Pair Corr

Related Correlations Analysis

	DUTMX	TTRBX	VMLTX	CFBNX	PATFX	QDIBX	RHYCX	DODLX
DUTMX		0.85	0.84	0.94	0.89	0.96	0.34	0.84	DUTMX
TTRBX	0.85		0.83	0.96	0.86	0.86	0.72	0.94	TTRBX
VMLTX	0.84	0.83		0.82	0.98	0.76	0.42	0.82	VMLTX
CFBNX	0.94	0.96	0.82		0.87	0.95	0.57	0.94	CFBNX
PATFX	0.89	0.86	0.98	0.87		0.84	0.41	0.84	PATFX
QDIBX	0.96	0.86	0.76	0.95	0.84		0.34	0.84	QDIBX
RHYCX	0.34	0.72	0.42	0.57	0.41	0.34		0.59	RHYCX
DODLX	0.84	0.94	0.82	0.94	0.84	0.84	0.59		DODLX
	DUTMX	TTRBX	VMLTX	CFBNX	PATFX	QDIBX	RHYCX	DODLX

Risk-Adjusted Indicators

Return momentum in JPMORGAN Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Reviewing JPMORGAN STRATEGIC's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DUTMX	0.25	-0.01	0.00	-0.25	0.00	0.00	0.55	-0.54	1.62
TTRBX	0.12	-0.01	0.00	-0.66	0.00	0.00	0.20	-0.30	0.80
VMLTX	0.06	0.00	0.30	-0.78	0.06	-0.13	0.09	-0.18	0.73
CFBNX	0.17	-0.02	0.00	-0.40	0.00	0.00	0.33	-0.39	1.27
PATFX	0.14	-0.01	0.16	-0.21	0.24	-0.15	0.27	-0.45	1.16
QDIBX	0.17	-0.02	0.00	-0.87	0.00	0.00	0.34	-0.34	1.01
RHYCX	0.16	-0.01	0.00	-0.14	0.00	0.00	0.37	-0.36	1.10
DODLX	0.20	-0.01	0.00	-0.16	0.00	0.00	0.27	-0.53	1.42

Macroaxis provides analytical tools and reference data for investors of all levels to evaluate holdings and assess risk across market volatility, economic shifts, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC

JPMORGAN STRATEGIC Correlations

JPMORGAN STRATEGIC Correlation With Market

Moving together with JPMORGAN Mutual Fund

Moving against JPMORGAN Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY