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JIBEX vs. EXCRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, JIBEX achieves a 0.02% return, which is significantly lower than EXCRX's 0.55% return. Over the past 10 years, JIBEX has outperformed EXCRX with an annualized return of 2.07%, while EXCRX has yielded a comparatively lower 1.51% annualized return.


JIBEX

1D
0.27%
1M
0.48%
YTD
0.02%
6M
0.15%
1Y
3.64%
3Y*
4.53%
5Y*
0.94%
10Y*
2.07%

EXCRX

1D
0.22%
1M
1.01%
YTD
0.55%
6M
0.66%
1Y
4.38%
3Y*
3.83%
5Y*
-0.21%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIBEX vs. EXCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JIBEX
Johnson Institutional Intermediate Bond Fund
0.02%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%
EXCRX
Manning & Napier Core Bond Series
0.55%6.82%1.05%5.47%-13.20%-1.89%8.66%8.18%-0.74%2.91%

Correlation

The correlation between JIBEX and EXCRX 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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2005

0.87

The correlation between JIBEX and EXCRX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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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: 2424
Overall Rank
JIBEX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 2525
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 2020
Martin Ratio Rank

EXCRX
EXCRX Risk / Return Rank: 1818
Overall Rank
EXCRX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXCRX Sortino Ratio Rank: 1919
Sortino Ratio Rank
EXCRX Omega Ratio Rank: 1717
Omega Ratio Rank
EXCRX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXCRX Martin Ratio Rank: 1717
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JIBEXEXCRXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratioReturn relative to maximum drawdown

1.68

1.45

+0.23

Martin ratioReturn relative to average drawdown

4.69

4.24

+0.46

JIBEX vs. EXCRX - Sharpe Ratio Comparison

The current JIBEX Sharpe Ratio is 1.36, which is comparable to the EXCRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of JIBEX and EXCRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-2.21%

-3.10%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-3.37%

-6.03%

+2.66%

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

-1.34%

-2.52%

+1.18%

Average Drawdown

Average peak-to-trough decline

-3.63%

-2.87%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.06%

-0.27%

Volatility

JIBEX vs. EXCRX - Volatility Comparison

The current volatility for Johnson Institutional Intermediate Bond Fund (JIBEX) is 1.00%, while Manning & Napier Core Bond Series (EXCRX) has a volatility of 1.19%. 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

1.00%

1.19%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

3.02%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

3.98%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.40%

5.91%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

4.86%

-1.27%

JIBEX vs. EXCRX - Expense Ratio Comparison

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


Dividends

JIBEX vs. EXCRX - Dividend Comparison

JIBEX's dividend yield for the trailing twelve months is around 3.68%, less than EXCRX's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
EXCRX
Manning & Napier Core Bond Series
4.22%4.18%3.82%3.64%2.23%2.28%5.15%2.01%2.32%1.94%2.14%2.45%
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%

Frequently Asked Questions


With a correlation of 0.93, JIBEX and EXCRX 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.

EXCRX has higher volatility (1.19%) compared to JIBEX (1.00%). In terms of maximum drawdown, JIBEX dropped -13.85% vs EXCRX's -18.70%.

JIBEX currently has the higher Sharpe Ratio (1.36 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for JIBEX and EXCRX

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