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JIBEX vs. DHRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIBEX vs. DHRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Institutional Intermediate Bond Fund (JIBEX) and Diamond Hill Core Bond Fund (DHRAX). The values are adjusted to include any dividend payments, if applicable.

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JIBEX vs. DHRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBEX
Johnson Institutional Intermediate Bond Fund
-0.38%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%
DHRAX
Diamond Hill Core Bond Fund
0.05%6.55%3.18%6.20%-12.05%-1.24%7.60%7.63%1.28%3.75%

Returns By Period

In the year-to-date period, JIBEX achieves a -0.38% return, which is significantly lower than DHRAX's 0.05% return.


JIBEX

1D
0.34%
1M
-1.73%
YTD
-0.38%
6M
0.76%
1Y
4.30%
3Y*
4.14%
5Y*
1.10%
10Y*
2.16%

DHRAX

1D
0.49%
1M
-1.89%
YTD
0.05%
6M
0.92%
1Y
3.87%
3Y*
4.21%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIBEX vs. DHRAX - Expense Ratio Comparison

JIBEX has a 0.25% expense ratio, which is lower than DHRAX's 0.76% expense ratio.


Return for Risk

JIBEX vs. DHRAX — Risk / Return Rank

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

JIBEX
JIBEX Risk / Return Rank: 8181
Overall Rank
JIBEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 6969
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 8686
Martin Ratio Rank

DHRAX
DHRAX Risk / Return Rank: 5858
Overall Rank
DHRAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DHRAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DHRAX Omega Ratio Rank: 4242
Omega Ratio Rank
DHRAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DHRAX Martin Ratio Rank: 5555
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.

JIBEX vs. DHRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Intermediate Bond Fund (JIBEX) and Diamond Hill Core Bond Fund (DHRAX). 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.


JIBEXDHRAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.05

+0.39

Sortino ratio

Return per unit of downside risk

2.15

1.52

+0.63

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

2.36

1.89

+0.47

Martin ratio

Return relative to average drawdown

9.06

5.33

+3.73

JIBEX vs. DHRAX - Sharpe Ratio Comparison

The current JIBEX Sharpe Ratio is 1.45, which is higher than the DHRAX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of JIBEX and DHRAX, 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


JIBEXDHRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.05

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.16

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.50

-0.17

Correlation

The correlation between JIBEX and DHRAX is 0.91, 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

JIBEX vs. DHRAX - Dividend Comparison

JIBEX's dividend yield for the trailing twelve months is around 3.69%, less than DHRAX's 4.39% yield.


TTM20252024202320222021202020192018201720162015
JIBEX
Johnson Institutional Intermediate Bond Fund
3.69%4.03%3.39%2.90%2.14%1.79%3.15%2.69%2.74%2.33%2.39%1.54%
DHRAX
Diamond Hill Core Bond Fund
4.39%4.02%4.72%4.05%2.63%1.99%2.05%2.49%2.69%2.24%0.00%0.00%

Drawdowns

JIBEX vs. DHRAX - Drawdown Comparison

The maximum JIBEX drawdown since its inception was -13.85%, smaller than the maximum DHRAX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for JIBEX and DHRAX.


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Drawdown Indicators


JIBEXDHRAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-16.15%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-2.50%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-16.15%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-13.85%

Current Drawdown

Current decline from peak

-1.73%

-1.89%

+0.16%

Average Drawdown

Average peak-to-trough decline

-3.65%

-3.75%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.89%

-0.35%

Volatility

JIBEX vs. DHRAX - Volatility Comparison

The current volatility for Johnson Institutional Intermediate Bond Fund (JIBEX) is 1.09%, while Diamond Hill Core Bond Fund (DHRAX) has a volatility of 1.52%. This indicates that JIBEX experiences smaller price fluctuations and is considered to be less risky than DHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIBEXDHRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.52%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

2.39%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

3.92%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

5.48%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

4.68%

-1.11%