JIBFX vs. JIBEX
JIBFX (Johnson Institutional Core Bond Fund) and JIBEX (Johnson Institutional Intermediate Bond Fund) are both Intermediate Core Bond funds from Johnson Mutual Funds. Over the past 10 years, JIBFX returned 1.57%/yr vs 1.91%/yr for JIBEX. Their 0.96 correlation means they have historically moved very closely together. Both charge a 0.25% expense ratio.
Performance
JIBFX vs. JIBEX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JIBFX having a -0.45% return and JIBEX slightly lower at -0.46%. Over the past 10 years, JIBFX has underperformed JIBEX with an annualized return of 1.57%, while JIBEX has yielded a comparatively higher 1.91% annualized return.
JIBFX
- 1D
- 0.07%
- 1M
- -0.82%
- 6M
- -0.64%
- YTD
- -0.45%
- 1Y
- 2.13%
- 3Y*
- 3.95%
- 5Y*
- -0.50%
- 10Y*
- 1.57%
- ALL TIME*
- 1.14%
JIBEX
- 1D
- 0.07%
- 1M
- -0.27%
- 6M
- -0.60%
- YTD
- -0.46%
- 1Y
- 1.68%
- 3Y*
- 4.31%
- 5Y*
- 0.67%
- 10Y*
- 1.91%
- ALL TIME*
- 1.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JIBFX vs. JIBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIBFX Johnson Institutional Core Bond Fund | -0.45% | 7.87% | 1.21% | 5.43% | -13.69% | -2.04% | 9.71% | 8.95% | 0.10% | 3.73% |
JIBEX Johnson Institutional Intermediate Bond Fund | -0.46% | 7.39% | 2.58% | 5.46% | -9.24% | -1.72% | 7.20% | 7.54% | 0.41% | 2.81% |
Correlation
The correlation between JIBFX and JIBEX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2000 | 0.96 |
The correlation between JIBFX and JIBEX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
JIBFX vs. JIBEX — Risk / Return Rank
JIBFX
JIBEX
JIBFX vs. JIBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Core Bond Fund (JIBFX) and Johnson Institutional Intermediate Bond Fund (JIBEX). 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.
| JIBFX | JIBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.11 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.45 | 2.54 | -0.09 |
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Drawdowns
JIBFX vs. JIBEX - Drawdown Comparison
The maximum JIBFX drawdown since its inception was -19.54%, which is greater than JIBEX's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for JIBFX and JIBEX.
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Drawdown Indicators
| JIBFX | JIBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -13.85% | -5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -2.21% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -5.81% | -3.37% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -13.76% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -19.54% | -13.85% | -5.69% |
Current DrawdownCurrent decline from peak | -3.50% | -1.81% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -3.62% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.96% | +0.29% |
Volatility
JIBFX vs. JIBEX - Volatility Comparison
Johnson Institutional Core Bond Fund (JIBFX) has a higher volatility of 1.00% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 0.66%. This indicates that JIBFX's price experiences larger fluctuations and is considered to be riskier than JIBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBFX | JIBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 0.66% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.13% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 2.71% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.54% | 4.40% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 3.59% | +1.74% |
JIBFX vs. JIBEX - Expense Ratio Comparison
Both JIBFX and JIBEX 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%.
Dividends
JIBFX vs. JIBEX - Dividend Comparison
JIBFX's dividend yield for the trailing twelve months is around 4.01%, more than JIBEX's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIBEX Johnson Institutional Intermediate Bond Fund | 3.35% | 4.03% | 3.39% | 2.90% | 2.14% | 1.79% | 3.15% | 2.69% | 2.74% | 2.33% | 2.39% | 1.54% |
JIBFX Johnson Institutional Core Bond Fund | 4.01% | 3.85% | 3.69% | 2.92% | 2.41% | 1.75% | 3.11% | 2.76% | 2.77% | 2.52% | 3.03% | 2.60% |
Frequently Asked Questions
With a correlation of 0.94, JIBFX and JIBEX 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.
JIBFX has higher volatility (1.00%) compared to JIBEX (0.66%). In terms of maximum drawdown, JIBFX dropped -19.54% vs JIBEX's -13.85%.
JIBEX currently has the higher Sharpe Ratio (0.90 vs 0.78), 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.
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