CBFSX vs. CSH2.L
Compare and contrast key facts about JPMorgan Corporate Bond Fund (CBFSX) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).
CBFSX is managed by JPMorgan. It was launched on Mar 1, 2013. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.
Performance
CBFSX vs. CSH2.L - Performance Comparison
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CBFSX vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | -1.27% | 7.45% | 2.71% | 9.20% | -16.06% | -0.77% | 10.23% | 15.05% | -2.31% | 6.89% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | -0.69% | 12.57% | 3.85% | 10.24% | -9.32% | -0.78% | 3.37% | 4.86% | -5.00% | 9.98% |
Different Trading Currencies
CBFSX is traded in USD, while CSH2.L is traded in GBp. To make them comparable, the CSH2.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CBFSX achieves a -1.27% return, which is significantly lower than CSH2.L's -0.97% return. Over the past 10 years, CBFSX has outperformed CSH2.L with an annualized return of 2.93%, while CSH2.L has yielded a comparatively lower 1.25% annualized return.
CBFSX
- 1D
- 0.48%
- 1M
- -3.03%
- YTD
- -1.27%
- 6M
- -0.51%
- 1Y
- 4.00%
- 3Y*
- 4.55%
- 5Y*
- 0.78%
- 10Y*
- 2.93%
CSH2.L
- 1D
- 0.00%
- 1M
- -1.77%
- YTD
- -0.97%
- 6M
- 0.25%
- 1Y
- 6.74%
- 3Y*
- 7.41%
- 5Y*
- 2.54%
- 10Y*
- 1.25%
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CBFSX vs. CSH2.L - Expense Ratio Comparison
CBFSX has a 0.50% expense ratio, which is higher than CSH2.L's 0.07% expense ratio.
Return for Risk
CBFSX vs. CSH2.L — Risk / Return Rank
CBFSX
CSH2.L
CBFSX vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Fund (CBFSX) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CBFSX | CSH2.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.91 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.35 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.65 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.75 | 3.74 | +1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBFSX | CSH2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.91 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.30 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.13 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.04 | +0.48 |
Correlation
The correlation between CBFSX and CSH2.L is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CBFSX vs. CSH2.L - Dividend Comparison
CBFSX's dividend yield for the trailing twelve months is around 4.59%, while CSH2.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | 4.59% | 4.54% | 4.99% | 4.18% | 4.06% | 7.96% | 3.74% | 3.14% | 4.55% | 6.78% | 3.11% | 3.11% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CBFSX vs. CSH2.L - Drawdown Comparison
The maximum CBFSX drawdown since its inception was -22.42%, smaller than the maximum CSH2.L drawdown of -29.83%. Use the drawdown chart below to compare losses from any high point for CBFSX and CSH2.L.
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Drawdown Indicators
| CBFSX | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -0.37% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -0.16% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -0.29% | -22.13% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -0.37% | -22.05% |
Current DrawdownCurrent decline from peak | -3.03% | 0.00% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -4.39% | 0.00% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.03% | +0.97% |
Volatility
CBFSX vs. CSH2.L - Volatility Comparison
The current volatility for JPMorgan Corporate Bond Fund (CBFSX) is 1.85%, while Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) has a volatility of 2.51%. This indicates that CBFSX experiences smaller price fluctuations and is considered to be less risky than CSH2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBFSX | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 2.51% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 4.79% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 7.41% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.63% | 8.56% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.99% | 9.38% | -3.39% |