JCBUX vs. WFBIX
JCBUX (JPMorgan Core Bond Fund Class R6) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 10 years, JCBUX returned 2.08%/yr vs 1.96%/yr for WFBIX. Their correlation of 0.93 suggests significant overlap in exposure. JCBUX charges 0.33%/yr vs 0.05%/yr for WFBIX.
Performance
JCBUX vs. WFBIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JCBUX having a 0.41% return and WFBIX slightly higher at 0.43%. Over the past 10 years, JCBUX has outperformed WFBIX with an annualized return of 2.08%, while WFBIX has yielded a comparatively lower 1.96% annualized return.
JCBUX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.41%
- 6M
- 0.28%
- 1Y
- 5.50%
- 3Y*
- 4.38%
- 5Y*
- 0.71%
- 10Y*
- 2.08%
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
JCBUX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 0.41% | 7.55% | 2.25% | 5.85% | -12.18% | -0.95% | 8.28% | 8.59% | 0.35% | 3.88% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Correlation
The correlation between JCBUX and WFBIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2005 | 0.93 |
The correlation between JCBUX and WFBIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
JCBUX vs. WFBIX — Risk / Return Rank
JCBUX
WFBIX
JCBUX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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 | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.78 | +0.09 |
| Martin ratioReturn relative to average drawdown | 5.58 | 5.34 | +0.24 |
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 | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.36 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.16 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.38 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.94 | -0.12 |
Drawdowns
JCBUX vs. WFBIX - Drawdown Comparison
The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for JCBUX and WFBIX.
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Drawdown Indicators
| JCBUX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -18.68% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -3.02% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -5.81% | -6.09% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -17.84% | +1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | -18.68% | +2.22% |
Current DrawdownCurrent decline from peak | -1.66% | -1.50% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -2.26% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.00% | -0.01% |
Volatility
JCBUX vs. WFBIX - Volatility Comparison
JPMorgan Core Bond Fund Class R6 (JCBUX) and iShares U.S. Aggregate Bond Index Fund (WFBIX) have volatilities of 1.32% and 1.34%, 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 | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.34% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.83% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 3.97% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 6.40% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 5.17% | -0.49% |
JCBUX vs. WFBIX - Expense Ratio Comparison
JCBUX has a 0.33% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
JCBUX vs. WFBIX - Dividend Comparison
JCBUX's dividend yield for the trailing twelve months is around 4.22%, more than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 4.22% | 4.12% | 4.12% | 3.66% | 2.85% | 2.98% | 4.15% | 3.37% | 3.06% | 3.03% | 3.07% | 2.77% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.93, JCBUX and WFBIX 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.
WFBIX has higher volatility (1.34%) compared to JCBUX (1.32%). In terms of maximum drawdown, JCBUX dropped -16.46% vs WFBIX's -18.68%.
JCBUX currently has the higher Sharpe Ratio (1.41 vs 1.36), 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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