PortfoliosLab logoPortfoliosLab logo
JIBDX vs. JEQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIBDX vs. JEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Institutional Short Duration Bond Fund (JIBDX) and Johnson Equity Income Fund (JEQIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JIBDX vs. JEQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBDX
Johnson Institutional Short Duration Bond Fund
-0.14%5.91%3.98%4.77%-4.29%-0.91%3.91%4.65%1.14%1.54%
JEQIX
Johnson Equity Income Fund
-4.34%11.76%4.39%13.42%-9.65%25.94%12.25%34.04%-2.69%25.04%

Returns By Period

In the year-to-date period, JIBDX achieves a -0.14% return, which is significantly higher than JEQIX's -4.34% return. Over the past 10 years, JIBDX has underperformed JEQIX with an annualized return of 2.11%, while JEQIX has yielded a comparatively higher 10.98% annualized return.


JIBDX

1D
0.20%
1M
-0.99%
YTD
-0.14%
6M
1.10%
1Y
3.90%
3Y*
4.40%
5Y*
1.90%
10Y*
2.11%

JEQIX

1D
0.22%
1M
-8.29%
YTD
-4.34%
6M
-2.12%
1Y
5.78%
3Y*
7.47%
5Y*
6.29%
10Y*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JIBDX vs. JEQIX - Expense Ratio Comparison

JIBDX has a 0.25% expense ratio, which is lower than JEQIX's 1.00% expense ratio.


Return for Risk

JIBDX vs. JEQIX — Risk / Return Rank

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

JIBDX
JIBDX Risk / Return Rank: 9797
Overall Rank
JIBDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JIBDX Sortino Ratio Rank: 9797
Sortino Ratio Rank
JIBDX Omega Ratio Rank: 9696
Omega Ratio Rank
JIBDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
JIBDX Martin Ratio Rank: 9898
Martin Ratio Rank

JEQIX
JEQIX Risk / Return Rank: 1818
Overall Rank
JEQIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JEQIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEQIX Omega Ratio Rank: 1717
Omega Ratio Rank
JEQIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JEQIX Martin Ratio Rank: 2020
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.

JIBDX vs. JEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Short Duration Bond Fund (JIBDX) and Johnson Equity Income Fund (JEQIX). 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.


JIBDXJEQIXDifference

Sharpe ratio

Return per unit of total volatility

2.67

0.47

+2.20

Sortino ratio

Return per unit of downside risk

4.09

0.76

+3.33

Omega ratio

Gain probability vs. loss probability

1.60

1.11

+0.49

Calmar ratio

Return relative to maximum drawdown

3.46

0.49

+2.96

Martin ratio

Return relative to average drawdown

18.68

2.12

+16.56

JIBDX vs. JEQIX - Sharpe Ratio Comparison

The current JIBDX Sharpe Ratio is 2.67, which is higher than the JEQIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JIBDX and JEQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JIBDXJEQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.47

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.44

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

0.66

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Correlation

The correlation between JIBDX and JEQIX is -0.11. 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

JIBDX vs. JEQIX - Dividend Comparison

JIBDX's dividend yield for the trailing twelve months is around 3.65%, less than JEQIX's 4.37% yield.


TTM20252024202320222021202020192018201720162015
JIBDX
Johnson Institutional Short Duration Bond Fund
3.65%3.92%2.88%2.08%1.26%0.99%1.73%2.39%2.21%1.67%1.97%0.92%
JEQIX
Johnson Equity Income Fund
4.37%4.18%0.00%2.66%6.43%8.36%2.03%5.74%8.67%7.82%3.11%7.64%

Drawdowns

JIBDX vs. JEQIX - Drawdown Comparison

The maximum JIBDX drawdown since its inception was -8.51%, smaller than the maximum JEQIX drawdown of -51.66%. Use the drawdown chart below to compare losses from any high point for JIBDX and JEQIX.


Loading graphics...

Drawdown Indicators


JIBDXJEQIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.51%

-51.66%

+43.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.19%

-10.60%

+9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-6.87%

-19.09%

+12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-6.95%

-35.64%

+28.69%

Current Drawdown

Current decline from peak

-0.99%

-8.29%

+7.30%

Average Drawdown

Average peak-to-trough decline

-2.50%

-7.80%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.46%

-2.24%

Volatility

JIBDX vs. JEQIX - Volatility Comparison

The current volatility for Johnson Institutional Short Duration Bond Fund (JIBDX) is 0.61%, while Johnson Equity Income Fund (JEQIX) has a volatility of 3.69%. This indicates that JIBDX experiences smaller price fluctuations and is considered to be less risky than JEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JIBDXJEQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

3.69%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

7.27%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

1.47%

14.37%

-12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

14.52%

-12.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

16.64%

-14.86%