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

Performance

JIBEX vs. JIBDX - Performance Comparison

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

Loading graphics...

JIBEX vs. JIBDX - 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%
JIBDX
Johnson Institutional Short Duration Bond Fund
-0.01%5.91%3.98%4.77%-4.29%-0.91%3.91%4.65%1.14%1.54%

Returns By Period

In the year-to-date period, JIBEX achieves a -0.18% return, which is significantly lower than JIBDX's -0.01% return. Both investments have delivered pretty close results over the past 10 years, with JIBEX having a 2.18% annualized return and JIBDX not far behind at 2.12%.


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%

JIBDX

1D
0.13%
1M
-0.73%
YTD
-0.01%
6M
1.10%
1Y
3.97%
3Y*
4.44%
5Y*
1.91%
10Y*
2.12%
*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.


JIBEX vs. JIBDX - Expense Ratio Comparison

Both JIBEX and JIBDX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

JIBEX vs. JIBDX — 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

JIBDX
JIBDX Risk / Return Rank: 9797
Overall Rank
JIBDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JIBDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
JIBDX Omega Ratio Rank: 9797
Omega Ratio Rank
JIBDX Calmar Ratio Rank: 9494
Calmar Ratio Rank
JIBDX Martin Ratio Rank: 9797
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. JIBDX - Risk-Adjusted Trends Comparison

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


JIBEXJIBDXDifference

Sharpe ratio

Return per unit of total volatility

1.49

2.75

-1.26

Sortino ratio

Return per unit of downside risk

2.22

4.24

-2.02

Omega ratio

Gain probability vs. loss probability

1.27

1.62

-0.35

Calmar ratio

Return relative to maximum drawdown

2.22

3.40

-1.18

Martin ratio

Return relative to average drawdown

8.39

17.83

-9.44

JIBEX vs. JIBDX - Sharpe Ratio Comparison

The current JIBEX Sharpe Ratio is 1.49, which is lower than the JIBDX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of JIBEX and JIBDX, 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


JIBEXJIBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.75

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.91

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

1.19

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.13

Correlation

The correlation between JIBEX and JIBDX is 0.88, 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. JIBDX - Dividend Comparison

JIBEX's dividend yield for the trailing twelve months is around 3.68%, more than JIBDX's 3.64% 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%
JIBDX
Johnson Institutional Short Duration Bond Fund
3.64%3.92%2.88%2.08%1.26%0.99%1.73%2.39%2.21%1.67%1.97%0.92%

Drawdowns

JIBEX vs. JIBDX - Drawdown Comparison

The maximum JIBEX drawdown since its inception was -13.85%, which is greater than JIBDX's maximum drawdown of -8.51%. Use the drawdown chart below to compare losses from any high point for JIBEX and JIBDX.


Loading graphics...

Drawdown Indicators


JIBEXJIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-8.51%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-1.19%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-6.87%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-13.85%

-6.95%

-6.90%

Current Drawdown

Current decline from peak

-1.53%

-0.86%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.65%

-2.50%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.23%

+0.32%

Volatility

JIBEX vs. JIBDX - Volatility Comparison

Johnson Institutional Intermediate Bond Fund (JIBEX) has a higher volatility of 1.09% compared to Johnson Institutional Short Duration Bond Fund (JIBDX) at 0.63%. This indicates that JIBEX's price experiences larger fluctuations and is considered to be riskier than JIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JIBEXJIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.63%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

0.93%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

1.47%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

2.11%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

1.78%

+1.79%