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Johnson Institutional Core Bond Fund (JIBFX) Sortino Ratio: 1.89

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks a high level of income over the long term consistent with preservation of capital. The fund invests at least 80% of its net assets, plus any amounts for borrowing, in a broad range of investment grade fixed income securities, including bonds, notes, domestic and foreign corporate and government securities (including securities issued by government agencies), mortgage-backed securities, collateralized mortgage obligations, asset-backed securities, municipal securities, and short term obligations. It does not limit itself to securities of a particular maturity range but will normally maintain a dollar weighted duration between 4 and 8 years.

JIBFX's Sortino Ratio of 1.89 indicates that for each unit of downside volatility, it generates 1.89 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

JIBFX Sortino Ratio Rank

JIBFX Sortino Ratio Rank: 20.220
Below Average

JIBFX ranks above 20.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

JIBFX Sortino Ratio Market Positioning

The chart shows JIBFX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.07 or lower
  • Yellow zone (middle 50%): 2.07 to 3.61
  • Green zone (top 25%): 3.61 or higher
  • Top 1%: 9.13+
  • Median: 2.99 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Johnson Institutional Core Bond Fund's Sortino Ratio with other mutual funds in the Intermediate Core Bond category across multiple time periods, showing how JIBFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
LSSAXLoomis Sayles Securitized Asset Fund3.29
PCGTXPACE Mortgage-Backed Securities Fixed Income Investments3.09
STWTXHartford Schroders Tax-Aware Bond Fund2.95
MCDWXManning & Napier Credit Series2.64
PRCIXT. Rowe Price New Income Fund2.64
FSMOXFidelity SAI Investment Grade Securitized Fund2.63
FMBPXFederated Hermes Mortgage Strategy Portfolio2.62
FEDUXFidelity Education Income Fund2.60
MCBDXMassMutual Core Bond Fund2.57
DFXIXDFA Diversified Fixed Income Portfolio2.49
JIBFXJohnson Institutional Core Bond Fund1.89

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows JIBFX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JIBFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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