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JMUNX vs. JIBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMUNX vs. JIBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Municipal Income Fund (JMUNX) and Johnson Institutional Core Bond Fund (JIBFX). The values are adjusted to include any dividend payments, if applicable.

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JMUNX vs. JIBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMUNX
Johnson Municipal Income Fund
-1.05%3.71%-0.19%5.75%-8.10%0.30%5.12%5.66%0.90%3.24%
JIBFX
Johnson Institutional Core Bond Fund
-0.34%7.87%1.21%5.43%-13.69%-2.04%9.71%8.95%0.10%3.73%

Returns By Period

In the year-to-date period, JMUNX achieves a -1.05% return, which is significantly lower than JIBFX's -0.34% return. Over the past 10 years, JMUNX has underperformed JIBFX with an annualized return of 1.32%, while JIBFX has yielded a comparatively higher 1.90% annualized return.


JMUNX

1D
0.31%
1M
-2.85%
YTD
-1.05%
6M
0.36%
1Y
3.02%
3Y*
1.89%
5Y*
0.21%
10Y*
1.32%

JIBFX

1D
0.21%
1M
-1.82%
YTD
-0.34%
6M
0.49%
1Y
3.95%
3Y*
3.53%
5Y*
0.11%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMUNX vs. JIBFX - Expense Ratio Comparison

JMUNX has a 0.65% expense ratio, which is higher than JIBFX's 0.25% expense ratio.


Return for Risk

JMUNX vs. JIBFX — Risk / Return Rank

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

JMUNX
JMUNX Risk / Return Rank: 1919
Overall Rank
JMUNX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JMUNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
JMUNX Omega Ratio Rank: 3535
Omega Ratio Rank
JMUNX Calmar Ratio Rank: 1515
Calmar Ratio Rank
JMUNX Martin Ratio Rank: 1616
Martin Ratio Rank

JIBFX
JIBFX Risk / Return Rank: 3535
Overall Rank
JIBFX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JIBFX Sortino Ratio Rank: 3333
Sortino Ratio Rank
JIBFX Omega Ratio Rank: 2424
Omega Ratio Rank
JIBFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
JIBFX Martin Ratio Rank: 3333
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.

JMUNX vs. JIBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Municipal Income Fund (JMUNX) and Johnson Institutional Core Bond Fund (JIBFX). 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.


JMUNXJIBFXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.91

-0.36

Sortino ratio

Return per unit of downside risk

0.75

1.30

-0.55

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

0.67

1.47

-0.80

Martin ratio

Return relative to average drawdown

2.31

4.37

-2.06

JMUNX vs. JIBFX - Sharpe Ratio Comparison

The current JMUNX Sharpe Ratio is 0.55, which is lower than the JIBFX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JMUNX and JIBFX, 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


JMUNXJIBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.91

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.02

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.36

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.24

+0.12

Correlation

The correlation between JMUNX and JIBFX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JMUNX vs. JIBFX - Dividend Comparison

JMUNX's dividend yield for the trailing twelve months is around 2.67%, less than JIBFX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
JMUNX
Johnson Municipal Income Fund
2.67%3.49%2.41%2.79%2.30%1.96%1.93%2.00%1.88%1.86%1.83%2.09%
JIBFX
Johnson Institutional Core Bond Fund
3.54%3.85%3.69%2.92%2.41%1.75%3.11%2.76%2.77%2.52%3.03%2.60%

Drawdowns

JMUNX vs. JIBFX - Drawdown Comparison

The maximum JMUNX drawdown since its inception was -13.08%, smaller than the maximum JIBFX drawdown of -19.54%. Use the drawdown chart below to compare losses from any high point for JMUNX and JIBFX.


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Drawdown Indicators


JMUNXJIBFXDifference

Max Drawdown

Largest peak-to-trough decline

-13.08%

-19.54%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-3.02%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

-18.96%

+5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.08%

-19.54%

+6.46%

Current Drawdown

Current decline from peak

-3.08%

-3.40%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.66%

-5.18%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.02%

+0.56%

Volatility

JMUNX vs. JIBFX - Volatility Comparison

The current volatility for Johnson Municipal Income Fund (JMUNX) is 1.40%, while Johnson Institutional Core Bond Fund (JIBFX) has a volatility of 1.68%. This indicates that JMUNX experiences smaller price fluctuations and is considered to be less risky than JIBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMUNXJIBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.68%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

2.76%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

6.12%

4.68%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

6.53%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

5.31%

-1.36%