JCBUX vs. BND
Compare and contrast key facts about JPMorgan Core Bond Fund Class R6 (JCBUX) and Vanguard Total Bond Market ETF (BND).
JCBUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 22, 2005. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007. Both JCBUX and BND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JCBUX vs. BND - Performance Comparison
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JCBUX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 0.15% | 7.55% | 2.25% | 5.85% | -12.18% | -0.95% | 8.28% | 8.59% | 0.35% | 3.88% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, JCBUX achieves a 0.15% return, which is significantly higher than BND's 0.09% return. Over the past 10 years, JCBUX has outperformed BND with an annualized return of 2.17%, while BND has yielded a comparatively lower 1.68% annualized return.
JCBUX
- 1D
- 0.19%
- 1M
- -1.36%
- YTD
- 0.15%
- 6M
- 0.91%
- 1Y
- 4.37%
- 3Y*
- 4.04%
- 5Y*
- 0.78%
- 10Y*
- 2.17%
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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JCBUX vs. BND - Expense Ratio Comparison
JCBUX has a 0.33% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
JCBUX vs. BND — Risk / Return Rank
JCBUX
BND
JCBUX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) and Vanguard Total Bond Market ETF (BND). 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.
| JCBUX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.93 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.32 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.75 | +0.03 |
Martin ratioReturn relative to average drawdown | 5.07 | 4.78 | +0.29 |
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
| JCBUX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.93 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.04 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.30 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.59 | +0.24 |
Correlation
The correlation between JCBUX and BND is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JCBUX vs. BND - Dividend Comparison
JCBUX's dividend yield for the trailing twelve months is around 4.20%, more than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 4.20% | 4.12% | 4.12% | 3.66% | 2.85% | 2.98% | 4.15% | 3.37% | 3.06% | 3.03% | 3.07% | 2.77% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
JCBUX vs. BND - Drawdown Comparison
The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for JCBUX and BND.
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Drawdown Indicators
| JCBUX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -18.58% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.44% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -17.91% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | -18.58% | +2.12% |
Current DrawdownCurrent decline from peak | -1.92% | -2.54% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -3.07% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.90% | +0.04% |
Volatility
JCBUX vs. BND - Volatility Comparison
JPMorgan Core Bond Fund Class R6 (JCBUX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.61% and 1.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCBUX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.63% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 2.52% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 4.30% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 6.00% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 5.52% | -0.85% |