JIBDX vs. SWSBX
Compare and contrast key facts about Johnson Institutional Short Duration Bond Fund (JIBDX) and Schwab Short-Term Bond Index Fund (SWSBX).
JIBDX is managed by Johnson Mutual Funds. It was launched on Aug 31, 2000. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Performance
JIBDX vs. SWSBX - Performance Comparison
Loading graphics...
JIBDX vs. SWSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.07% |
SWSBX Schwab Short-Term Bond Index Fund | -0.27% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
Returns By Period
In the year-to-date period, JIBDX achieves a -0.14% return, which is significantly higher than SWSBX's -0.27% 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%
SWSBX
- 1D
- 0.21%
- 1M
- -1.23%
- YTD
- -0.27%
- 6M
- 0.88%
- 1Y
- 3.63%
- 3Y*
- 3.74%
- 5Y*
- 1.25%
- 10Y*
- —
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. SWSBX - Expense Ratio Comparison
JIBDX has a 0.25% expense ratio, which is higher than SWSBX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JIBDX vs. SWSBX — Risk / Return Rank
JIBDX
SWSBX
JIBDX vs. SWSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Short Duration Bond Fund (JIBDX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.
| JIBDX | SWSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.71 | +0.96 |
Sortino ratioReturn per unit of downside risk | 4.09 | 2.83 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.36 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.79 | +0.67 |
Martin ratioReturn relative to average drawdown | 18.68 | 10.25 | +8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JIBDX | SWSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 1.71 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.42 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.76 | -0.31 |
Correlation
The correlation between JIBDX and SWSBX is 0.81, 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
JIBDX vs. SWSBX - Dividend Comparison
JIBDX's dividend yield for the trailing twelve months is around 3.65%, less than SWSBX's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWSBX Schwab Short-Term Bond Index Fund | 3.79% | 4.09% | 3.66% | 2.36% | 1.11% | 0.97% | 1.82% | 2.41% | 2.12% | 1.56% | 0.00% | 0.00% |
Drawdowns
JIBDX vs. SWSBX - Drawdown Comparison
The maximum JIBDX drawdown since its inception was -8.51%, smaller than the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for JIBDX and SWSBX.
Loading graphics...
Drawdown Indicators
| JIBDX | SWSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.51% | -9.06% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.19% | -1.54% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -6.87% | -9.06% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -6.95% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -1.23% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -1.81% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.42% | -0.20% |
Volatility
JIBDX vs. SWSBX - Volatility Comparison
The current volatility for Johnson Institutional Short Duration Bond Fund (JIBDX) is 0.61%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.73%. This indicates that JIBDX experiences smaller price fluctuations and is considered to be less risky than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JIBDX | SWSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.73% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.93% | 1.49% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.47% | 2.40% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.11% | 2.95% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.78% | 2.47% | -0.69% |