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JCBUX vs. TAIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCBUX vs. TAIBX - Performance Comparison

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

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JCBUX vs. TAIBX - 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%
TAIBX
PGIM Core Bond Fund
-0.56%7.36%1.44%5.89%-14.59%-1.73%8.40%9.13%-0.44%4.03%

Returns By Period

In the year-to-date period, JCBUX achieves a -0.04% return, which is significantly higher than TAIBX's -0.56% return. Over the past 10 years, JCBUX has outperformed TAIBX with an annualized return of 2.15%, while TAIBX has yielded a comparatively lower 1.69% 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%

TAIBX

1D
0.58%
1M
-2.46%
YTD
-0.56%
6M
0.56%
1Y
4.02%
3Y*
3.62%
5Y*
-0.02%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCBUX vs. TAIBX - Expense Ratio Comparison

Both JCBUX and TAIBX have an expense ratio of 0.33%.


Return for Risk

JCBUX vs. TAIBX — 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

TAIBX
TAIBX Risk / Return Rank: 5454
Overall Rank
TAIBX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TAIBX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TAIBX Omega Ratio Rank: 4040
Omega Ratio Rank
TAIBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TAIBX Martin Ratio Rank: 5050
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. TAIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) and PGIM Core Bond Fund (TAIBX). 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.


JCBUXTAIBXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.02

+0.03

Sortino ratio

Return per unit of downside risk

1.53

1.47

+0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.98

1.70

+0.28

Martin ratio

Return relative to average drawdown

5.66

4.95

+0.71

JCBUX vs. TAIBX - Sharpe Ratio Comparison

The current JCBUX Sharpe Ratio is 1.05, which is comparable to the TAIBX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of JCBUX and TAIBX, 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


JCBUXTAIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.02

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.00

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.34

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.03

-0.20

Correlation

The correlation between JCBUX and TAIBX is 0.88, 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. TAIBX - Dividend Comparison

JCBUX's dividend yield for the trailing twelve months is around 4.21%, more than TAIBX's 4.08% 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%
TAIBX
PGIM Core Bond Fund
4.08%4.41%3.77%3.47%2.48%1.98%3.14%3.03%3.03%2.53%2.55%2.49%

Drawdowns

JCBUX vs. TAIBX - Drawdown Comparison

The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum TAIBX drawdown of -20.09%. Use the drawdown chart below to compare losses from any high point for JCBUX and TAIBX.


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Drawdown Indicators


JCBUXTAIBXDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-20.09%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.02%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-19.91%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-20.09%

+3.63%

Current Drawdown

Current decline from peak

-2.10%

-3.75%

+1.65%

Average Drawdown

Average peak-to-trough decline

-2.29%

-2.31%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.04%

-0.11%

Volatility

JCBUX vs. TAIBX - Volatility Comparison

JPMorgan Core Bond Fund Class R6 (JCBUX) and PGIM Core Bond Fund (TAIBX) have volatilities of 1.66% and 1.62%, 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


JCBUXTAIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.62%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.66%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.46%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

6.05%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

5.02%

-0.35%