JSDSX vs. KO
JSDSX (JPMorgan Short Duration Core Plus Fund) is Short-Term Bond fund managed by JPMorgan, while KO (The Coca-Cola Company) is a stock. Over the past 10 years, JSDSX returned 3.13%/yr vs 10.64%/yr for KO. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
JSDSX vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, JSDSX achieves a 0.22% return, which is significantly lower than KO's 26.97% return. Over the past 10 years, JSDSX has underperformed KO with an annualized return of 3.13%, while KO has yielded a comparatively higher 10.64% annualized return.
JSDSX
- 1D
- 0.11%
- 1M
- -0.04%
- 6M
- -0.09%
- YTD
- 0.22%
- 1Y
- 2.48%
- 3Y*
- 5.22%
- 5Y*
- 2.20%
- 10Y*
- 3.13%
- ALL TIME*
- 2.92%
KO
- 1D
- -1.02%
- 1M
- 4.10%
- 6M
- 18.65%
- YTD
- 26.97%
- 1Y
- 30.80%
- 3Y*
- 15.70%
- 5Y*
- 12.23%
- 10Y*
- 10.64%
- ALL TIME*
- 12.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.49B | $1.47B | $1.44B |
JSDSX vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 0.22% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.87% | 4.09% |
KO The Coca-Cola Company | 26.97% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between JSDSX and KO is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.14 |
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Return for Risk
JSDSX vs. KO — Risk / Return Rank
JSDSX
KO
JSDSX vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and The Coca-Cola Company (KO). 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.
| JSDSX | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 4.17 | -2.24 |
| Martin ratioReturn relative to average drawdown | 5.29 | 9.09 | -3.81 |
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Drawdowns
JSDSX vs. KO - Drawdown Comparison
The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for JSDSX and KO.
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Drawdown Indicators
| JSDSX | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.93% | -68.23% | +59.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -7.87% | +6.29% |
Max Drawdown (3Y)Largest decline over 3 years | -1.58% | -15.50% | +13.92% |
Max Drawdown (5Y)Largest decline over 5 years | -8.93% | -17.27% | +8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -8.93% | -36.99% | +28.06% |
Current DrawdownCurrent decline from peak | -0.85% | -1.67% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -16.06% | +14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 3.60% | -3.03% |
Volatility
JSDSX vs. KO - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.55%, while The Coca-Cola Company (KO) has a volatility of 9.09%. This indicates that JSDSX experiences smaller price fluctuations and is considered to be less risky than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSDSX | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 9.09% | -8.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 15.06% | -13.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.85% | 18.66% | -16.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.65% | 16.64% | -13.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 18.42% | -16.08% |
Dividends
JSDSX vs. KO - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 3.67%, more than KO's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 3.67% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
KO The Coca-Cola Company | 2.37% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Frequently Asked Questions
JSDSX and KO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (9.09%) compared to JSDSX (0.55%). In terms of maximum drawdown, JSDSX dropped -8.93% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.76 vs 1.65), 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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