JSCP vs. BSV
JSCP (JPMorgan Short Duration Core Plus ETF) and BSV (Vanguard Short-Term Bond Index Fund ETF Shares) are both Short-Term Bond funds. JSCP is actively managed, while BSV is passively managed. Over the past 5 years, JSCP returned 2.38%/yr vs 1.63%/yr for BSV. Their correlation of 0.85 suggests significant overlap in exposure. JSCP charges 0.33%/yr vs 0.03%/yr for BSV.
Performance
JSCP vs. BSV - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.67% return, which is significantly higher than BSV's 0.37% return.
JSCP
- 1D
- 0.06%
- 1M
- 0.17%
- YTD
- 0.67%
- 6M
- 1.06%
- 1Y
- 4.44%
- 3Y*
- 5.55%
- 5Y*
- 2.38%
- 10Y*
- —
BSV
- 1D
- 0.08%
- 1M
- 0.09%
- YTD
- 0.37%
- 6M
- 0.68%
- 1Y
- 3.51%
- 3Y*
- 4.41%
- 5Y*
- 1.63%
- 10Y*
- 1.96%
JSCP vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.67% | 6.86% | 5.06% | 6.22% | -5.80% | 0.18% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.37% | 6.00% | 3.78% | 4.90% | -5.49% | -0.77% |
Correlation
The correlation between JSCP and BSV 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 | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021 | 0.85 |
The correlation between JSCP and BSV has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
JSCP vs. BSV — Risk / Return Rank
JSCP
BSV
JSCP vs. BSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.
| JSCP | BSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.74 | +0.78 |
| Martin ratioReturn relative to average drawdown | 13.34 | 9.60 | +3.74 |
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
| JSCP | BSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.97 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.60 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.85 | +0.09 |
Drawdowns
JSCP vs. BSV - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, roughly equal to the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for JSCP and BSV.
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Drawdown Indicators
| JSCP | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -8.54% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -1.29% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -1.53% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -8.54% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.54% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.55% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -0.97% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.37% | -0.03% |
Volatility
JSCP vs. BSV - Volatility Comparison
JPMorgan Short Duration Core Plus ETF (JSCP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV) have volatilities of 0.54% and 0.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 0.53% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 1.26% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 1.81% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 2.72% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 2.37% | +0.18% |
JSCP vs. BSV - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is higher than BSV's 0.03% expense ratio.
Dividends
JSCP vs. BSV - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.49%, more than BSV's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.99% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
JSCP JPMorgan Short Duration Core Plus ETF | 4.49% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, JSCP and BSV 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.
JSCP has higher volatility (0.54%) compared to BSV (0.53%). In terms of maximum drawdown, JSCP dropped -8.90% vs BSV's -8.54%.
On 5-year performance, JSCP leads with 2.38% vs 1.63% for BSV. On fees, BSV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JSCP has performed better with a 2.38% return vs 1.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSV is cheaper with a 0.03% expense ratio, compared with 0.33% for JSCP.
JSCP has the higher dividend yield at 4.49%, compared with 3.99% for BSV.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.33% for JSCP and 0.03% for BSV.
JSCP currently has the higher Sharpe Ratio (2.60 vs 1.97), 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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