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 2.88%/yr vs 23.44%/yr for GS. At a correlation of -0.09, they often move in opposite directions.
Performance
CBFSX vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, CBFSX achieves a 0.29% return, which is significantly lower than GS's 19.58% return. Over the past 10 years, CBFSX has underperformed GS with an annualized return of 2.88%, while GS has yielded a comparatively higher 23.44% annualized return.
CBFSX
- 1D
- 0.12%
- 1M
- 1.01%
- YTD
- 0.29%
- 6M
- 0.02%
- 1Y
- 5.97%
- 3Y*
- 5.40%
- 5Y*
- 0.75%
- 10Y*
- 2.88%
GS
- 1D
- -2.21%
- 1M
- 15.76%
- YTD
- 19.58%
- 6M
- 25.65%
- 1Y
- 75.87%
- 3Y*
- 51.11%
- 5Y*
- 24.59%
- 10Y*
- 23.44%
CBFSX vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | 0.29% | 7.45% | 2.71% | 9.20% | -16.06% | -0.77% | 10.23% | 15.05% | -2.31% | 6.89% |
GS The Goldman Sachs Group, Inc. | 19.58% | 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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | -0.09 |
The correlation between CBFSX and GS shifts across timeframes, from -0.09 (all time) to 0.33 (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.
| CBFSX | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.93 | -2.17 |
| Martin ratioReturn relative to average drawdown | 5.29 | 13.17 | -7.88 |
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 | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.80 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.89 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.79 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.33 | +0.20 |
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 | -6.62% | -30.90% | +24.28% |
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 | -1.50% | -2.21% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -22.63% | +18.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 5.78% | -4.63% |
Volatility
CBFSX vs. GS - Volatility Comparison
The current volatility for JPMorgan Corporate Bond Fund (CBFSX) is 1.47%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 8.10%. 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 | 1.47% | 8.10% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 22.06% | -18.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 27.25% | -22.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.64% | 27.86% | -21.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.00% | 29.76% | -23.76% |
Dividends
CBFSX vs. GS - Dividend Comparison
CBFSX's dividend yield for the trailing twelve months is around 4.53%, more than GS's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBFSX JPMorgan Corporate Bond Fund | 4.53% | 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. | 1.63% | 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 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (8.10%) compared to CBFSX (1.47%). In terms of maximum drawdown, CBFSX dropped -22.42% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.80 vs 1.43), 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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