JSCP vs. IJR
JSCP (JPMorgan Short Duration Core Plus ETF) and IJR (iShares Core S&P Small-Cap ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. JSCP is actively managed, while IJR is passively managed. Over the past 5 years, JSCP returned 2.45%/yr vs 6.29%/yr for IJR. At a 0.25 correlation, their price movements are largely independent. JSCP charges 0.33%/yr vs 0.06%/yr for IJR.
Performance
JSCP vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.69% return, which is significantly lower than IJR's 19.34% return.
JSCP
- 1D
- 0.10%
- 1M
- 0.39%
- YTD
- 0.69%
- 6M
- 0.91%
- 1Y
- 4.02%
- 3Y*
- 5.58%
- 5Y*
- 2.45%
- 10Y*
- —
IJR
- 1D
- -0.34%
- 1M
- 4.22%
- YTD
- 19.34%
- 6M
- 16.86%
- 1Y
- 34.47%
- 3Y*
- 16.15%
- 5Y*
- 6.29%
- 10Y*
- 11.30%
JSCP vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.69% | 6.86% | 5.06% | 6.22% | -5.80% | 0.15% |
IJR iShares Core S&P Small-Cap ETF | 19.34% | 5.89% | 8.63% | 16.06% | -16.20% | 7.38% |
Correlation
The correlation between JSCP and IJR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.25 |
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Return for Risk
JSCP vs. IJR — Risk / Return Rank
JSCP
IJR
JSCP vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and iShares Core S&P Small-Cap ETF (IJR). 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.
| JSCP | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.99 | -0.80 |
| Martin ratioReturn relative to average drawdown | 11.76 | 13.39 | -1.63 |
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Drawdowns
JSCP vs. IJR - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for JSCP and IJR.
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Drawdown Indicators
| JSCP | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -58.15% | +49.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -8.68% | +7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -28.02% | +26.43% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -28.02% | +19.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.36% | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.43% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -9.26% | +7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 2.58% | -2.24% |
Volatility
JSCP vs. IJR - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.61%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.96%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 4.96% | -4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.29% | 12.06% | -10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.76% | 17.73% | -15.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.58% | 21.40% | -18.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 22.90% | -20.35% |
JSCP vs. IJR - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
JSCP vs. IJR - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.49%, more than IJR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
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
JSCP and IJR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.96%) compared to JSCP (0.61%). In terms of maximum drawdown, JSCP dropped -8.90% vs IJR's -58.15%.
On 5-year performance, IJR leads with 6.29% vs 2.45% for JSCP. On fees, IJR is cheaper at 0.06% per year. On volatility, JSCP has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IJR has performed better with a 6.29% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJR is cheaper with a 0.06% expense ratio, compared with 0.33% for JSCP.
JSCP has the higher dividend yield at 4.49%, compared with 1.15% for IJR.
JSCP is categorized as Short-Term Bond, while IJR is Small Cap Blend Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.33% for JSCP and 0.06% for IJR.
JSCP currently has the higher Sharpe Ratio (2.32 vs 1.96), 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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