JSDSX vs. TD
JSDSX (JPMorgan Short Duration Core Plus Fund) is Short-Term Bond fund managed by JPMorgan, while TD (The Toronto-Dominion Bank) is a stock. Over the past 10 years, JSDSX returned 3.32%/yr vs 14.46%/yr for TD. At a 0.17 correlation, their price movements are largely independent.
Performance
JSDSX vs. TD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JSDSX achieves a 0.37% return, which is significantly lower than TD's 21.22% return. Over the past 10 years, JSDSX has underperformed TD with an annualized return of 3.32%, while TD has yielded a comparatively higher 14.46% annualized return.
JSDSX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.37%
- 6M
- 0.74%
- 1Y
- 4.34%
- 3Y*
- 5.39%
- 5Y*
- 2.28%
- 10Y*
- 3.32%
TD
- 1D
- -0.85%
- 1M
- 5.75%
- YTD
- 21.22%
- 6M
- 35.34%
- 1Y
- 66.49%
- 3Y*
- 30.08%
- 5Y*
- 13.99%
- 10Y*
- 14.46%
JSDSX vs. TD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 0.37% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.87% | 4.09% |
TD The Toronto-Dominion Bank | 21.22% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
Correlation
The correlation between JSDSX and TD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2013 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JSDSX vs. TD — Risk / Return Rank
JSDSX
TD
JSDSX vs. TD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and The Toronto-Dominion Bank (TD). 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.
| JSDSX | TD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.66 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 8.91 | -6.15 |
| Martin ratioReturn relative to average drawdown | 9.32 | 34.77 | -25.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JSDSX | TD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 4.05 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.71 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.41 | 0.67 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.60 | +0.63 |
Drawdowns
JSDSX vs. TD - Drawdown Comparison
The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum TD drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for JSDSX and TD.
Loading charts...
Drawdown Indicators
| JSDSX | TD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.93% | -64.18% | +55.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -7.50% | +5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -1.58% | -19.19% | +17.61% |
Max Drawdown (5Y)Largest decline over 5 years | -8.93% | -30.93% | +22.00% |
Max Drawdown (10Y)Largest decline over 10 years | -8.93% | -41.98% | +33.05% |
Current DrawdownCurrent decline from peak | -0.70% | -1.07% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -11.23% | +9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 1.92% | -1.45% |
Volatility
JSDSX vs. TD - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.59%, while The Toronto-Dominion Bank (TD) has a volatility of 5.57%. This indicates that JSDSX experiences smaller price fluctuations and is considered to be less risky than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JSDSX | TD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 5.57% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 1.25% | 12.99% | -11.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.77% | 16.53% | -14.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.63% | 19.82% | -17.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.37% | 21.72% | -19.35% |
Dividends
JSDSX vs. TD - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 3.96%, more than TD's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 3.96% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
TD The Toronto-Dominion Bank | 2.74% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Frequently Asked Questions
JSDSX and TD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TD has higher volatility (5.57%) compared to JSDSX (0.59%). In terms of maximum drawdown, JSDSX dropped -8.93% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.05 vs 2.47), 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.
Find the right allocation for JSDSX and TD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer