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JIBEX vs. EXCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JIBEX vs. EXCRX - Performance Comparison

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

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JIBEX vs. EXCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBEX
Johnson Institutional Intermediate Bond Fund
-0.18%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%
EXCRX
Manning & Napier Core Bond Series
-0.06%6.82%1.05%5.47%-13.20%-1.89%8.66%8.18%-0.74%2.91%

Returns By Period

In the year-to-date period, JIBEX achieves a -0.18% return, which is significantly lower than EXCRX's -0.06% return. Over the past 10 years, JIBEX has outperformed EXCRX with an annualized return of 2.18%, while EXCRX has yielded a comparatively lower 1.58% annualized return.


JIBEX

1D
0.20%
1M
-1.20%
YTD
-0.18%
6M
0.76%
1Y
4.30%
3Y*
4.21%
5Y*
1.09%
10Y*
2.18%

EXCRX

1D
0.11%
1M
-1.55%
YTD
-0.06%
6M
0.53%
1Y
3.31%
3Y*
3.35%
5Y*
-0.01%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JIBEX vs. EXCRX - Expense Ratio Comparison

JIBEX has a 0.25% expense ratio, which is lower than EXCRX's 0.65% expense ratio.


Return for Risk

JIBEX vs. EXCRX — Risk / Return Rank

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

JIBEX
JIBEX Risk / Return Rank: 7676
Overall Rank
JIBEX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 6666
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 7777
Martin Ratio Rank

EXCRX
EXCRX Risk / Return Rank: 3131
Overall Rank
EXCRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EXCRX Sortino Ratio Rank: 3131
Sortino Ratio Rank
EXCRX Omega Ratio Rank: 2222
Omega Ratio Rank
EXCRX Calmar Ratio Rank: 4141
Calmar Ratio Rank
EXCRX Martin Ratio Rank: 2727
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. EXCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Intermediate Bond Fund (JIBEX) and Manning & Napier Core Bond Series (EXCRX). 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.


JIBEXEXCRXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.85

+0.64

Sortino ratio

Return per unit of downside risk

2.22

1.22

+0.99

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.22

1.29

+0.93

Martin ratio

Return relative to average drawdown

8.39

3.59

+4.80

JIBEX vs. EXCRX - Sharpe Ratio Comparison

The current JIBEX Sharpe Ratio is 1.49, which is higher than the EXCRX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of JIBEX and EXCRX, 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


JIBEXEXCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.85

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.00

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.33

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.72

-0.39

Correlation

The correlation between JIBEX and EXCRX is 0.87, 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. EXCRX - Dividend Comparison

JIBEX's dividend yield for the trailing twelve months is around 3.68%, less than EXCRX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
JIBEX
Johnson Institutional Intermediate Bond Fund
3.68%4.03%3.39%2.90%2.14%1.79%3.15%2.69%2.74%2.33%2.39%1.54%
EXCRX
Manning & Napier Core Bond Series
4.26%4.18%3.82%3.64%2.23%2.28%5.15%2.01%2.32%1.94%2.14%2.45%

Drawdowns

JIBEX vs. EXCRX - Drawdown Comparison

The maximum JIBEX drawdown since its inception was -13.85%, smaller than the maximum EXCRX drawdown of -18.70%. Use the drawdown chart below to compare losses from any high point for JIBEX and EXCRX.


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Drawdown Indicators


JIBEXEXCRXDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-18.70%

+4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-3.09%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-18.65%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-13.85%

-18.70%

+4.85%

Current Drawdown

Current decline from peak

-1.53%

-3.11%

+1.58%

Average Drawdown

Average peak-to-trough decline

-3.65%

-2.87%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

1.11%

-0.56%

Volatility

JIBEX vs. EXCRX - Volatility Comparison

The current volatility for Johnson Institutional Intermediate Bond Fund (JIBEX) is 1.09%, while Manning & Napier Core Bond Series (EXCRX) has a volatility of 1.79%. This indicates that JIBEX experiences smaller price fluctuations and is considered to be less risky than EXCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JIBEXEXCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.79%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

2.73%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

4.60%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

5.87%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

4.83%

-1.26%