HLGFX Performance — JPMorgan Limited Duration Bond Fund, Class I
Data updated: 2023-07-27
HLGFX returned +1.89% over one year to May 2023. The annualised 3-year return is +0.38%. Against its Money Market category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $101, against $110 for the category, and to $102 over one year, against $97. Volatility over the past three years was 1.71% a year. In the 12 months to May 2023 the fund lost a net $171.3M, and assets reached $1.04B.
HLGFX Growth of $100
What $100 invested in JPMorgan Limited Duration Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | HLGFX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $102 | $97 |
| 3 years (Jun 2020 – May 2023) | $101 | $110 |
| Since data start (Sep 2019 – May 2023) | $102 | $107 |
HLGFX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +1.89% |
| 3 years (annualised) | +0.38% |
HLGFX Annual Returns
Calendar-year total returns of JPMorgan Limited Duration Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +2.18% |
| 2022 | −2.84% |
| 2021 | −0.24% |
| 2020 | +2.69% |
| 2019 (Sep–Dec) | +0.40% |
HLGFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.3% | −0.1% | +0.6% | +0.4% | 0.0% | — | — | — | — | — | — | — |
| 2022 | −0.3% | −0.5% | −1.1% | −0.5% | −0.1% | −0.4% | +0.7% | −0.4% | −0.9% | −0.5% | +0.9% | +0.5% |
| 2021 | +0.1% | 0.0% | −0.1% | +0.1% | +0.1% | 0.0% | +0.2% | 0.0% | 0.0% | −0.3% | −0.1% | 0.0% |
| 2020 | +0.7% | +0.6% | −3.2% | +1.5% | +1.0% | +1.0% | +0.3% | +0.2% | +0.2% | 0.0% | +0.2% | +0.2% |
| 2019 | — | — | — | — | — | — | — | — | 0.0% | +0.3% | 0.0% | +0.1% |
HLGFX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 1.71%
- 3-year Sharpe ratio: -2.40 (vs 4.5% risk-free rate)
- Best month: +1.33% (Jan 2023)
- Worst month: −1.12% (Mar 2022)
HLGFX Fund Flows
Monthly money in and out of JPMorgan Limited Duration Bond Fund, from SEC Form N-PORT.
- 12-month net flow: −$171.3M
- 12-month gross sales (incl. reinvestments): $263.0M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2023 | $11.4M | $51.8M | −$40.4M |
| Apr 2023 | $16.1M | $44.6M | −$28.5M |
| Mar 2023 | $16.2M | $32.2M | −$16.1M |
| Feb 2023 | $17.0M | $31.7M | −$14.7M |
| Jan 2023 | $22.2M | $20.8M | $1.4M |
| Dec 2022 | $34.8M | $47.2M | −$12.4M |
| Nov 2022 | $24.6M | $57.7M | −$33.1M |
| Oct 2022 | $30.9M | $56.7M | −$25.7M |
| Sep 2022 | $27.4M | $26.9M | $521K |
| Aug 2022 | $17.7M | $21.7M | −$3.9M |
| Jul 2022 | $13.5M | $24.0M | −$10.5M |
| Jun 2022 | $31.1M | $19.1M | $12.0M |
HLGFX Assets Under Management
Net assets of JPMorgan Limited Duration Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-05-31 | $1.04B |
| 2023-02-28 | $1.12B |
| 2022-11-30 | $1.14B |
| 2022-08-31 | $1.22B |
| 2022-05-31 | $1.23B |
| 2022-02-28 | $1.27B |
| 2021-11-30 | $1.36B |
| 2021-08-31 | $1.40B |
| 2021-05-31 | $1.45B |
| 2021-02-28 | $1.49B |
| 2020-11-30 | $1.40B |
| 2020-08-31 | $1.32B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.