CBFSX vs. GS
CBFSX (JPMorgan Corporate Bond Fund) is Corporate Bonds fund managed by JPMorgan, while GS (The Goldman Sachs Group, Inc.) is a stock. Over the past 10 years, CBFSX returned 2.49%/yr vs 23.09%/yr for GS. Their -0.08 correlation means they have often moved in opposite directions in the past.
Performance
CBFSX vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, CBFSX achieves a -1.46% return, which is significantly lower than GS's 20.95% return. Over the past 10 years, CBFSX has underperformed GS with an annualized return of 2.49%, while GS has yielded a comparatively higher 23.09% annualized return.
CBFSX
- 1D
- 0.24%
- 1M
- -1.50%
- 6M
- -1.82%
- YTD
- -1.46%
- 1Y
- 0.94%
- 3Y*
- 4.87%
- 5Y*
- -0.31%
- 10Y*
- 2.49%
- ALL TIME*
- 2.84%
GS
- 1D
- 2.52%
- 1M
- 3.13%
- 6M
- 13.23%
- YTD
- 20.95%
- 1Y
- 47.95%
- 3Y*
- 47.33%
- 5Y*
- 25.33%
- 10Y*
- 23.09%
- ALL TIME*
- 11.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.16B | $2.15B | $2.28B |
CBFSX vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | -1.46% | 7.45% | 2.71% | 9.20% | -16.06% | -0.77% | 10.23% | 15.05% | -2.31% | 6.89% |
GS The Goldman Sachs Group, Inc. | 20.95% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between CBFSX and GS is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | -0.08 |
The correlation between CBFSX and GS shifts across timeframes, from -0.08 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBFSX vs. GS — Risk / Return Rank
CBFSX
GS
CBFSX vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Fund (CBFSX) and The Goldman Sachs Group, Inc. (GS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBFSX | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.48 | -2.14 |
| Martin ratioReturn relative to average drawdown | 0.79 | 7.57 | -6.78 |
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Drawdowns
CBFSX vs. GS - Drawdown Comparison
The maximum CBFSX drawdown since its inception was -22.42%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for CBFSX and GS.
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Drawdown Indicators
| CBFSX | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -78.84% | +56.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -19.42% | +15.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.41% | -30.90% | +25.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -32.84% | +10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -48.75% | +26.33% |
Current DrawdownCurrent decline from peak | -3.21% | -8.60% | +5.39% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -22.56% | +18.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 6.36% | -4.86% |
Volatility
CBFSX vs. GS - Volatility Comparison
The current volatility for JPMorgan Corporate Bond Fund (CBFSX) is 1.16%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 14.23%. This indicates that CBFSX experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBFSX | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 14.23% | -13.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 26.12% | -22.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 31.52% | -27.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.64% | 28.63% | -21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.01% | 30.07% | -24.06% |
Dividends
CBFSX vs. GS - Dividend Comparison
CBFSX's dividend yield for the trailing twelve months is around 4.19%, more than GS's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | 4.19% | 4.54% | 4.99% | 4.18% | 4.06% | 7.96% | 3.74% | 3.14% | 4.55% | 6.78% | 3.11% | 3.11% |
GS The Goldman Sachs Group, Inc. | 1.61% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Frequently Asked Questions
CBFSX and GS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (14.23%) compared to CBFSX (1.16%). In terms of maximum drawdown, CBFSX dropped -22.42% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (1.53 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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