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JPMorgan Short Duration Core Plus Fund (JSDSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

JPMorgan Short Duration Core Plus Fund (JSDSX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The investment seeks total return, consistent with preservation of capital. The fund uses a multi-sector strategy in order to create a diversified portfolio that generates total return while managing risk. It principally invests in traditional fixed income sectors (for example, investment grade corporate bonds), while also having the flexibility to allocate its assets to extended sectors such as below investment grade securities (also known as high yield or junk bonds) and foreign and emerging markets debt.

Fund Info

ISIN

US46637K4554

CUSIP

46637K455

Issuer

JPMorgan Chase

Inception Date

Mar 1, 2013

Category

Short-Term Bond

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

JSDSX has an expense ratio of 0.60%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Short Duration Core Plus Fund

Popular comparisons:
JSDSX vs. SPUS
Popular comparisons:
JSDSX vs. SPUS

Performance

Performance Chart

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S&P 500

Returns By Period

JPMorgan Short Duration Core Plus Fund (JSDSX) returned 2.51% year-to-date (YTD) and 7.03% over the past 12 months. Over the past 10 years, JSDSX returned 2.84% annually, underperforming the S&P 500 benchmark at 10.85%.

JSDSX

YTD

2.51%

1M

-0.21%

6M

2.64%

1Y

7.03%

3Y*

3.93%

5Y*

2.41%

10Y*

2.84%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of JSDSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.65%1.09%0.35%0.82%-0.43%2.51%
20240.61%-0.47%0.65%-0.64%1.11%0.66%1.54%1.10%0.97%-0.94%0.55%0.02%5.26%
20231.81%-0.97%1.18%0.54%-0.37%-0.40%0.63%0.27%-0.60%-0.15%2.11%1.98%6.12%
2022-1.12%-0.81%-1.63%-1.18%0.52%-1.76%1.32%-1.09%-1.97%-0.20%1.62%0.27%-5.96%
20210.12%-0.07%-0.06%0.46%0.13%0.03%0.23%0.02%-0.07%-0.39%-0.39%0.21%0.22%
20200.91%0.71%-3.89%1.65%1.48%1.35%1.01%0.37%-0.04%0.16%0.89%0.54%5.13%
20190.99%0.34%0.93%0.46%0.72%0.86%0.03%0.94%-0.01%0.32%-0.02%0.31%6.02%
2018-0.35%-0.31%0.13%-0.10%0.22%0.07%0.13%0.44%-0.11%-0.05%0.26%0.56%0.91%
20170.97%0.76%0.17%0.70%0.63%-0.13%0.73%-0.08%0.49%-0.01%-0.30%0.13%4.12%
2016-1.15%0.40%2.51%2.45%0.72%0.39%1.46%1.05%0.59%0.59%-0.06%1.20%10.55%
20150.15%1.66%-0.22%0.89%0.44%-0.47%-0.34%-1.13%-1.72%1.30%-1.71%-1.30%-2.49%
20140.34%0.67%0.22%0.20%0.55%0.42%-0.77%0.74%-1.12%0.79%-0.01%-1.16%0.85%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, JSDSX is among the top 4% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of JSDSX is 9696
Overall Rank
The Sharpe Ratio Rank of JSDSX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSDSX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of JSDSX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of JSDSX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSDSX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Short Duration Core Plus Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.99
  • 5-Year: 0.94
  • 10-Year: 1.10
  • All Time: 1.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Short Duration Core Plus Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

JPMorgan Short Duration Core Plus Fund provided a 3.73% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 3 consecutive years.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.35$0.36$0.30$0.22$0.18$0.24$0.26$0.25$0.38$0.45$0.43$0.44

Dividend yield

3.73%3.91%3.33%2.50%1.87%2.39%2.65%2.72%3.96%4.72%4.81%4.53%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Short Duration Core Plus Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.04$0.00$0.13
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2023$0.02$0.02$0.03$0.03$0.03$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.30
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.22
2021$0.01$0.01$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.04$0.18
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.24
2019$0.02$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.26
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.25
2017$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.03$0.03$0.02$0.02$0.02$0.38
2016$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.45
2015$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2014$0.03$0.03$0.03$0.04$0.04$0.03$0.03$0.03$0.04$0.04$0.04$0.06$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Short Duration Core Plus Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Short Duration Core Plus Fund was 8.93%, occurring on Oct 20, 2022. Recovery took 392 trading sessions.

The current JPMorgan Short Duration Core Plus Fund drawdown is 0.43%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.93%Sep 7, 2021284Oct 20, 2022392May 14, 2024676
-8.27%Jun 3, 2015176Feb 11, 201692Jun 23, 2016268
-7.65%Mar 6, 202014Mar 25, 202069Jul 2, 202083
-3.25%Jul 8, 2014114Dec 16, 201448Feb 26, 2015162
-2.76%May 13, 201331Jun 25, 201378Oct 15, 2013109
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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