JSCP vs. TDTF
JSCP (JPMorgan Short Duration Core Plus ETF) and TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while TDTF is a Inflation-Protected Bonds fund tracking the iBoxx 5-Year Target Duration TIPS. JSCP is actively managed, while TDTF is passively managed. Over the past 5 years, JSCP returned 2.42%/yr vs 1.06%/yr for TDTF. Their 0.68 correlation means they have sometimes moved together and sometimes differently. JSCP charges 0.33%/yr vs 0.18%/yr for TDTF.
Performance
JSCP vs. TDTF - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.81% return, which is significantly lower than TDTF's 0.96% return.
JSCP
- 1D
- -0.09%
- 1M
- -0.17%
- 6M
- 0.52%
- YTD
- 0.81%
- 1Y
- 3.14%
- 3Y*
- 5.52%
- 5Y*
- 2.42%
- 10Y*
- —
- ALL TIME*
- 2.35%
TDTF
- 1D
- -0.04%
- 1M
- -0.17%
- 6M
- 0.35%
- YTD
- 0.96%
- 1Y
- 2.15%
- 3Y*
- 4.52%
- 5Y*
- 1.06%
- 10Y*
- 2.82%
- ALL TIME*
- 2.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.77M | $14.57M | $12.08M | |
| $2.84M | $3.24M | $4.14M |
JSCP vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.81% | 6.86% | 5.06% | 6.22% | -5.80% | 0.15% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.96% | 7.83% | 2.40% | 4.10% | -9.73% | 6.05% |
Correlation
The correlation between JSCP and TDTF is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | 0.68 |
The correlation between JSCP and TDTF shifts across timeframes, from 0.68 (all time) to 0.80 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JSCP vs. TDTF — Risk / Return Rank
JSCP
TDTF
JSCP vs. TDTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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 | TDTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.82 | +1.11 |
| Martin ratioReturn relative to average drawdown | 10.89 | 4.65 | +6.25 |
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Drawdowns
JSCP vs. TDTF - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for JSCP and TDTF.
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Drawdown Indicators
| JSCP | TDTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -12.02% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -1.58% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -3.40% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -12.02% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.02% | — |
Current DrawdownCurrent decline from peak | -0.23% | -1.12% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -2.89% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.62% | -0.28% |
Volatility
JSCP vs. TDTF - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.43%, while FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a volatility of 0.76%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than TDTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | TDTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 0.76% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 1.34% | 2.28% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 3.09% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.58% | 5.67% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.53% | 5.07% | -2.54% |
JSCP vs. TDTF - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is higher than TDTF's 0.18% expense ratio.
Dividends
JSCP vs. TDTF - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.46%, less than TDTF's 5.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.07% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 5.02% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Frequently Asked Questions
JSCP and TDTF have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDTF has higher volatility (0.76%) compared to JSCP (0.43%). In terms of maximum drawdown, JSCP dropped -8.90% vs TDTF's -12.02%.
On 5-year performance, JSCP leads with 2.42% vs 1.06% for TDTF. On fees, TDTF is cheaper at 0.18% per year. On volatility, JSCP has been the lower-risk option at 0.43%. 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 2.42% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTF is cheaper with a 0.18% expense ratio, compared with 0.33% for JSCP.
TDTF has the higher dividend yield at 5.02%, compared with 4.07% for JSCP.
JSCP is categorized as Short-Term Bond, while TDTF is Inflation-Protected Bonds. They also come from different issuers: JPMorgan and Northern Trust. Their fees differ too: 0.33% for JSCP and 0.18% for TDTF.
JSCP currently has the higher Sharpe Ratio (2.15 vs 0.93), 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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