CBFSX vs. VICSX
CBFSX (JPMorgan Corporate Bond Fund) and VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares) are both Corporate Bonds funds. Over the past 10 years, CBFSX returned 2.83%/yr vs 2.90%/yr for VICSX. Their correlation of 0.93 suggests significant overlap in exposure. CBFSX charges 0.50%/yr vs 0.07%/yr for VICSX.
Performance
CBFSX vs. VICSX - Performance Comparison
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Returns By Period
In the year-to-date period, CBFSX achieves a 0.29% return, which is significantly higher than VICSX's 0.27% return. Both investments have delivered pretty close results over the past 10 years, with CBFSX having a 2.83% annualized return and VICSX not far ahead at 2.90%.
CBFSX
- 1D
- 0.24%
- 1M
- 0.77%
- YTD
- 0.29%
- 6M
- 0.14%
- 1Y
- 4.45%
- 3Y*
- 5.28%
- 5Y*
- 0.44%
- 10Y*
- 2.83%
VICSX
- 1D
- 0.14%
- 1M
- 0.59%
- YTD
- 0.27%
- 6M
- 0.22%
- 1Y
- 4.78%
- 3Y*
- 6.23%
- 5Y*
- 1.20%
- 10Y*
- 2.90%
CBFSX vs. VICSX - 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% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 0.27% | 9.36% | 3.66% | 8.88% | -14.09% | -1.56% | 9.52% | 13.99% | -1.73% | 5.47% |
Correlation
The correlation between CBFSX and VICSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.93 |
The correlation between CBFSX and VICSX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
CBFSX vs. VICSX — Risk / Return Rank
CBFSX
VICSX
CBFSX vs. VICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Fund (CBFSX) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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 | VICSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.75 | -0.37 |
| Martin ratioReturn relative to average drawdown | 3.96 | 5.49 | -1.54 |
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Drawdowns
CBFSX vs. VICSX - Drawdown Comparison
The maximum CBFSX drawdown since its inception was -22.42%, which is greater than VICSX's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for CBFSX and VICSX.
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Drawdown Indicators
| CBFSX | VICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -20.53% | -1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -2.98% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -6.62% | -6.02% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -20.53% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -20.53% | -1.89% |
Current DrawdownCurrent decline from peak | -1.50% | -1.26% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -3.15% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 0.95% | +0.27% |
Volatility
CBFSX vs. VICSX - Volatility Comparison
The current volatility for JPMorgan Corporate Bond Fund (CBFSX) is 1.11%, while Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a volatility of 1.17%. This indicates that CBFSX experiences smaller price fluctuations and is considered to be less risky than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBFSX | VICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.17% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.17% | 2.98% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 3.90% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.64% | 6.17% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.01% | 5.34% | +0.67% |
CBFSX vs. VICSX - Expense Ratio Comparison
CBFSX has a 0.50% expense ratio, which is higher than VICSX's 0.07% expense ratio.
Dividends
CBFSX vs. VICSX - Dividend Comparison
CBFSX's dividend yield for the trailing twelve months is around 4.53%, less than VICSX's 4.77% 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% |
VICSX Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares | 4.77% | 4.59% | 4.77% | 3.70% | 3.00% | 2.76% | 2.77% | 3.35% | 3.62% | 3.22% | 3.03% | 3.36% |
Frequently Asked Questions
With a correlation of 0.95, CBFSX and VICSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VICSX has higher volatility (1.17%) compared to CBFSX (1.11%). In terms of maximum drawdown, CBFSX dropped -22.42% vs VICSX's -20.53%.
VICSX currently has the higher Sharpe Ratio (1.34 vs 1.15), 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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