JIBEX vs. PRCIX
Compare and contrast key facts about Johnson Institutional Intermediate Bond Fund (JIBEX) and T. Rowe Price New Income Fund (PRCIX).
JIBEX is managed by Johnson Mutual Funds. It was launched on Aug 31, 2000. PRCIX is managed by T. Rowe Price. It was launched on Aug 31, 1973.
Performance
JIBEX vs. PRCIX - Performance Comparison
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JIBEX vs. PRCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRCIX T. Rowe Price New Income Fund | -0.24% | 10.79% | 1.31% | 5.31% | -14.87% | -0.54% | 5.77% | 9.28% | -0.62% | 4.01% |
Returns By Period
In the year-to-date period, JIBEX achieves a -0.38% return, which is significantly lower than PRCIX's -0.24% return. Over the past 10 years, JIBEX has outperformed PRCIX with an annualized return of 2.16%, while PRCIX has yielded a comparatively lower 1.78% annualized 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%
PRCIX
- 1D
- 0.51%
- 1M
- -2.46%
- YTD
- -0.24%
- 6M
- 2.00%
- 1Y
- 7.55%
- 3Y*
- 4.38%
- 5Y*
- 0.50%
- 10Y*
- 1.78%
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JIBEX vs. PRCIX - Expense Ratio Comparison
JIBEX has a 0.25% expense ratio, which is lower than PRCIX's 0.44% expense ratio.
Return for Risk
JIBEX vs. PRCIX — Risk / Return Rank
JIBEX
PRCIX
JIBEX vs. PRCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Intermediate Bond Fund (JIBEX) and T. Rowe Price New Income Fund (PRCIX). 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.
| JIBEX | PRCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.80 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.67 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.96 | -0.60 |
Martin ratioReturn relative to average drawdown | 9.06 | 9.93 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIBEX | PRCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.80 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.08 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.36 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.46 |
Correlation
The correlation between JIBEX and PRCIX is 0.83, 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. PRCIX - Dividend Comparison
JIBEX's dividend yield for the trailing twelve months is around 3.69%, less than PRCIX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRCIX T. Rowe Price New Income Fund | 8.24% | 7.79% | 4.48% | 4.37% | 1.80% | 2.65% | 3.33% | 2.88% | 3.03% | 2.66% | 2.56% | 2.55% |
Drawdowns
JIBEX vs. PRCIX - Drawdown Comparison
The maximum JIBEX drawdown since its inception was -13.85%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for JIBEX and PRCIX.
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Drawdown Indicators
| JIBEX | PRCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.85% | -22.34% | +8.49% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | -2.96% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -13.81% | -19.65% | +5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -13.85% | -19.65% | +5.80% |
Current DrawdownCurrent decline from peak | -1.73% | -2.46% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -4.43% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.88% | -0.34% |
Volatility
JIBEX vs. PRCIX - Volatility Comparison
The current volatility for Johnson Institutional Intermediate Bond Fund (JIBEX) is 1.09%, while T. Rowe Price New Income Fund (PRCIX) has a volatility of 1.67%. This indicates that JIBEX experiences smaller price fluctuations and is considered to be less risky than PRCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBEX | PRCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.67% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 2.81% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.04% | 4.58% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.38% | 5.93% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.57% | 4.93% | -1.36% |