JSCP vs. SCHJ

Last updated Jun 24, 2026

JSCP (JPMorgan Short Duration Core Plus ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while SCHJ is a Corporate Bonds fund tracking the Bloomberg US Corporate (1-5 Y). JSCP is actively managed, while SCHJ is passively managed. Over the past 5 years, JSCP returned 2.45%/yr vs 2.38%/yr for SCHJ. Their correlation of 0.82 suggests significant overlap in exposure. JSCP charges 0.33%/yr vs 0.05%/yr for SCHJ.

Performance

JSCP vs. SCHJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus ETF (JSCP) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JSCP having a 0.69% return and SCHJ slightly higher at 0.72%.

JSCP

• 1D: 0.10%
• 1M: 0.39%
• YTD: 0.69%
• 6M: 0.91%
• 1Y: 4.02%
• 3Y*: 5.58%
• 5Y*: 2.45%
• 10Y*: —

SCHJ

• 1D: 0.16%
• 1M: 0.33%
• YTD: 0.72%
• 6M: 0.96%
• 1Y: 4.13%
• 3Y*: 5.60%
• 5Y*: 2.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JSCP vs. SCHJ - 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%
SCHJ Schwab 1-5 Year Corporate Bond ETF	0.72%	6.80%	4.89%	6.36%	-5.73%	-0.43%

Correlation

The correlation between JSCP and SCHJ is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021	0.82

The correlation between JSCP and SCHJ has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Return for Risk

JSCP vs. SCHJ — Risk / Return Rank

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

JSCP

JSCP Risk / Return Rank: 76
JSCP Sharpe Ratio Rank: 78
JSCP Sortino Ratio Rank: 86
JSCP Omega Ratio Rank: 82
JSCP Calmar Ratio Rank: 68
JSCP Martin Ratio Rank: 68

SCHJ

SCHJ Risk / Return Rank: 70
SCHJ Sharpe Ratio Rank: 71
SCHJ Sortino Ratio Rank: 80
SCHJ Omega Ratio Rank: 76
SCHJ Calmar Ratio Rank: 60
SCHJ Martin Ratio Rank: 63

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.

JSCP vs. SCHJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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	SCHJ	Difference
Sharpe ratio: Return per unit of total volatility	2.32	2.17	+0.15
Sortino ratio: Return per unit of downside risk	3.61	3.32	+0.29
Omega ratio: Gain probability vs. loss probability	1.46	1.42	+0.03
Calmar ratio: Return relative to maximum drawdown	3.19	2.82	+0.37
Martin ratio: Return relative to average drawdown	11.76	10.90	+0.86

JSCP vs. SCHJ - Sharpe Ratio Comparison

The current JSCP Sharpe Ratio is 2.32, which is comparable to the SCHJ Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of JSCP and SCHJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JSCP vs. SCHJ - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for JSCP and SCHJ.

Drawdown Indicators

	JSCP	SCHJ	Difference
Max Drawdown Largest peak-to-trough decline	-8.90%	-13.62%	+4.72%
Max Drawdown (1Y) Largest decline over 1 year	-1.27%	-1.47%	+0.20%
Max Drawdown (3Y) Largest decline over 3 years	-1.59%	-1.47%	-0.12%
Max Drawdown (5Y) Largest decline over 5 years	-8.90%	-9.43%	+0.53%
Current Drawdown Current decline from peak	-0.28%	-0.29%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.04%	-1.87%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	0.38%	-0.04%

Volatility

JSCP vs. SCHJ - Volatility Comparison

The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.61%, while Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a volatility of 0.69%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSCP	SCHJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	0.69%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	1.29%	1.46%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	1.76%	1.92%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.58%	2.95%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.55%	4.12%	-1.57%

JSCP vs. SCHJ - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than SCHJ's 0.05% expense ratio.

Dividends

JSCP vs. SCHJ - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.49%, which matches SCHJ's 4.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JSCP JPMorgan Short Duration Core Plus ETF	4.49%	4.64%	4.76%	4.13%	2.51%	1.09%	0.00%	0.00%
SCHJ Schwab 1-5 Year Corporate Bond ETF	4.50%	4.42%	4.00%	2.98%	1.64%	0.94%	2.54%	0.42%

Frequently Asked Questions

Can I hold both JSCP and SCHJ in my portfolio?

JSCP and SCHJ have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JSCP or SCHJ?

SCHJ has higher volatility (0.69%) compared to JSCP (0.61%). In terms of maximum drawdown, JSCP dropped -8.90% vs SCHJ's -13.62%.

Which ETF is better, JSCP or SCHJ?

On 5-year performance, JSCP leads with 2.45% vs 2.38% for SCHJ. On fees, SCHJ is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JSCP or SCHJ?

Over the 5-year period, JSCP has performed better with a 2.45% return vs 2.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JSCP or SCHJ?

SCHJ is cheaper with a 0.05% expense ratio, compared with 0.33% for JSCP.

Which ETF pays a higher dividend yield, JSCP or SCHJ?

JSCP and SCHJ have nearly identical dividend yields, around 4.49%.

What is the main difference between JSCP and SCHJ?

JSCP is categorized as Short-Term Bond, while SCHJ is Corporate Bonds. They also come from different issuers: JPMorgan and Charles Schwab. Their fees differ too: 0.33% for JSCP and 0.05% for SCHJ.

Which has better risk-adjusted returns?

JSCP currently has the higher Sharpe Ratio (2.32 vs 2.17), 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.