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JCBUX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCBUX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Bond Fund Class R6 (JCBUX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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JCBUX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCBUX
JPMorgan Core Bond Fund Class R6
-0.04%7.55%2.25%5.85%-12.18%-0.95%8.28%8.59%0.35%3.88%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, JCBUX achieves a -0.04% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, JCBUX has underperformed SWPPX with an annualized return of 2.15%, while SWPPX has yielded a comparatively higher 13.71% annualized return.


JCBUX

1D
0.58%
1M
-2.10%
YTD
-0.04%
6M
1.00%
1Y
4.37%
3Y*
3.97%
5Y*
0.81%
10Y*
2.15%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCBUX vs. SWPPX - Expense Ratio Comparison

JCBUX has a 0.33% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

JCBUX vs. SWPPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JCBUX
JCBUX Risk / Return Rank: 6060
Overall Rank
JCBUX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JCBUX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JCBUX Omega Ratio Rank: 4343
Omega Ratio Rank
JCBUX Calmar Ratio Rank: 8282
Calmar Ratio Rank
JCBUX Martin Ratio Rank: 5959
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JCBUX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) and Schwab S&P 500 Index Fund (SWPPX). 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.


JCBUXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.84

+0.21

Sortino ratio

Return per unit of downside risk

1.53

1.30

+0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.98

1.06

+0.92

Martin ratio

Return relative to average drawdown

5.66

5.14

+0.52

JCBUX vs. SWPPX - Sharpe Ratio Comparison

The current JCBUX Sharpe Ratio is 1.05, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JCBUX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JCBUXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.84

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.68

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.48

+0.35

Correlation

The correlation between JCBUX and SWPPX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

JCBUX vs. SWPPX - Dividend Comparison

JCBUX's dividend yield for the trailing twelve months is around 4.21%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
JCBUX
JPMorgan Core Bond Fund Class R6
4.21%4.12%4.12%3.66%2.85%2.98%4.15%3.37%3.06%3.03%3.07%2.77%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

JCBUX vs. SWPPX - Drawdown Comparison

The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for JCBUX and SWPPX.


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Drawdown Indicators


JCBUXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-55.06%

+38.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-12.10%

+9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-24.51%

+8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-33.80%

+17.34%

Current Drawdown

Current decline from peak

-2.10%

-8.89%

+6.79%

Average Drawdown

Average peak-to-trough decline

-2.29%

-10.00%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.49%

-1.56%

Volatility

JCBUX vs. SWPPX - Volatility Comparison

The current volatility for JPMorgan Core Bond Fund Class R6 (JCBUX) is 1.66%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that JCBUX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCBUXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

4.29%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

9.11%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

18.14%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

16.89%

-11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

18.19%

-13.52%