OMBIX Performance — JPMorgan Mortgage-Backed Securities Fund, Class I
Data updated: 2025-07-28
OMBIX returned +6.33% over one year to May 2025. Annualised returns are +2.29% over 3 years and +0.53% over 5 years. The fund beat its Long-Term Core Bond category average: $100 invested three years ago grew to $107, against $105 for the category, and to $106 over one year, against $105. Volatility over the past three years was 6.86% a year. In the 12 months to May 2025 the fund took in a net $318.7M, and assets reached $5.88B.
OMBIX Growth of $100
What $100 invested in JPMorgan Mortgage-Backed Securities Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Core Bond category average over the same months.
| Period | OMBIX | Category average |
|---|---|---|
| 1 year (Jun 2024 – May 2025) | $106 | $105 |
| 3 years (Jun 2022 – May 2025) | $107 | $105 |
| 5 years (Jun 2020 – May 2025) | $103 | $98 |
| Since data start (Sep 2019 – May 2025) | $105 | $101 |
OMBIX Trailing Returns
Total returns to May 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +6.33% |
| 3 years (annualised) | +2.29% |
| 5 years (annualised) | +0.53% |
OMBIX Annual Returns
Calendar-year total returns of JPMorgan Mortgage-Backed Securities Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 (Jan–May) | +2.73% |
| 2024 | +2.72% |
| 2023 | +5.93% |
| 2022 | −10.27% |
| 2021 | −0.38% |
| 2020 | +5.59% |
| 2019 (Sep–Dec) | −0.06% |
OMBIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +0.6% | +2.3% | +0.1% | +0.6% | −0.9% | — | — | — | — | — | — | — |
| 2024 | +0.1% | −1.2% | +0.9% | −2.3% | +1.8% | +1.1% | +2.5% | +1.4% | +1.3% | −2.6% | +1.2% | −1.4% |
| 2023 | +3.1% | −2.0% | +2.4% | +0.5% | −0.9% | −0.6% | −0.2% | −0.4% | −2.2% | −1.7% | +4.3% | +3.8% |
| 2022 | −1.0% | −0.8% | −2.6% | −2.3% | +0.2% | −0.8% | +1.9% | −2.3% | −4.0% | −1.6% | +3.0% | −0.3% |
| 2021 | +0.1% | −0.3% | −0.2% | +0.5% | −0.1% | 0.0% | +0.5% | 0.0% | −0.3% | −0.2% | −0.1% | −0.3% |
| 2020 | +1.4% | +1.1% | −1.6% | +1.1% | +0.8% | +1.0% | +0.5% | +0.1% | +0.4% | 0.0% | +0.3% | +0.4% |
| 2019 | — | — | — | — | — | — | — | — | −0.2% | +0.3% | 0.0% | −0.1% |
OMBIX Risk
Risk measures from monthly returns over Jun 2022 – May 2025.
- 3-year volatility (annualised): 6.86%
- 3-year Sharpe ratio: -0.32 (vs 4.5% risk-free rate)
- Best month: +4.32% (Nov 2023)
- Worst month: −4.04% (Sep 2022)
OMBIX Fund Flows
Monthly money in and out of JPMorgan Mortgage-Backed Securities Fund, from SEC Form N-PORT.
- 12-month net flow: $318.7M
- 12-month gross sales (incl. reinvestments): $2.5B
- Sales ÷ redemptions: 1.14×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2025 | $167.8M | $181.6M | −$13.9M |
| Apr 2025 | $282.7M | $244.7M | $38.0M |
| Mar 2025 | $274.6M | $295.8M | −$21.1M |
| Feb 2025 | $173.0M | $202.0M | −$29.1M |
| Jan 2025 | $230.0M | $134.8M | $95.1M |
| Dec 2024 | $223.7M | $217.7M | $6.0M |
| Nov 2024 | $268.8M | $228.0M | $40.8M |
| Oct 2024 | $178.2M | $95.7M | $82.5M |
| Sep 2024 | $223.6M | $276.3M | −$52.7M |
| Aug 2024 | $235.5M | $102.8M | $132.7M |
| Jul 2024 | $134.6M | $112.5M | $22.1M |
| Jun 2024 | $135.2M | $116.9M | $18.3M |
OMBIX Assets Under Management
Net assets of JPMorgan Mortgage-Backed Securities Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-05-31 | $5.88B |
| 2025-02-28 | $5.95B |
| 2024-11-30 | $5.85B |
| 2024-08-31 | $5.85B |
| 2024-05-31 | $5.45B |
| 2024-02-29 | $5.12B |
| 2023-11-30 | $4.11B |
| 2023-08-31 | $4.25B |
| 2023-05-31 | $4.21B |
| 2023-02-28 | $3.91B |
| 2022-11-30 | $3.86B |
| 2022-08-31 | $4.01B |
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.