JSDUX vs. VIITX
JSDUX (JPMorgan Short Duration Bond Fund Class R6) and VIITX (Vanguard Institutional Intermediate-Term Bond Fund) are both Short-Term Bond funds. Over the past 10 years, JSDUX returned 2.35%/yr vs 2.02%/yr for VIITX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. JSDUX charges 0.28%/yr vs 0.02%/yr for VIITX.
Performance
JSDUX vs. VIITX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JSDUX having a 0.45% return and VIITX slightly lower at 0.43%. Over the past 10 years, JSDUX has outperformed VIITX with an annualized return of 2.35%, while VIITX has yielded a comparatively lower 2.02% annualized return.
JSDUX
- 1D
- 0.00%
- 1M
- 0.07%
- 6M
- 0.21%
- YTD
- 0.45%
- 1Y
- 2.42%
- 3Y*
- 4.74%
- 5Y*
- 2.40%
- 10Y*
- 2.35%
- ALL TIME*
- 2.44%
VIITX
- 1D
- 0.09%
- 1M
- -0.33%
- 6M
- 0.11%
- YTD
- 0.43%
- 1Y
- 3.00%
- 3Y*
- 4.86%
- 5Y*
- 1.35%
- 10Y*
- 2.02%
- ALL TIME*
- 2.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JSDUX vs. VIITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDUX JPMorgan Short Duration Bond Fund Class R6 | 0.45% | 5.26% | 5.22% | 5.46% | -3.65% | -0.01% | 4.57% | 4.52% | 1.32% | 1.12% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 0.43% | 7.23% | 3.67% | 5.31% | -7.99% | -1.02% | 6.17% | 6.44% | 0.87% | 2.00% |
Correlation
The correlation between JSDUX and VIITX is 0.78, 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. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2015 | 0.76 |
The correlation between JSDUX and VIITX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
JSDUX vs. VIITX — Risk / Return Rank
JSDUX
VIITX
JSDUX vs. VIITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond Fund Class R6 (JSDUX) and Vanguard Institutional Intermediate-Term Bond Fund (VIITX). 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.
| JSDUX | VIITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.94 | +0.80 |
| Martin ratioReturn relative to average drawdown | 7.81 | 5.42 | +2.39 |
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Drawdowns
JSDUX vs. VIITX - Drawdown Comparison
The maximum JSDUX drawdown since its inception was -5.69%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for JSDUX and VIITX.
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Drawdown Indicators
| JSDUX | VIITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.69% | -11.86% | +6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -1.09% | -1.89% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -1.09% | -2.89% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -5.68% | -11.82% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -5.69% | -11.86% | +6.17% |
Current DrawdownCurrent decline from peak | -0.39% | -1.00% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -0.46% | -2.11% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.67% | -0.29% |
Volatility
JSDUX vs. VIITX - Volatility Comparison
The current volatility for JPMorgan Short Duration Bond Fund Class R6 (JSDUX) is 0.38%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 0.71%. This indicates that JSDUX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSDUX | VIITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 0.71% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 2.03% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.51% | 2.51% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.02% | 3.87% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.68% | 3.07% | -1.39% |
JSDUX vs. VIITX - Expense Ratio Comparison
JSDUX has a 0.28% expense ratio, which is higher than VIITX's 0.02% expense ratio.
Dividends
JSDUX vs. VIITX - Dividend Comparison
JSDUX's dividend yield for the trailing twelve months is around 3.53%, less than VIITX's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDUX JPMorgan Short Duration Bond Fund Class R6 | 3.53% | 3.92% | 4.05% | 3.01% | 1.52% | 1.27% | 2.09% | 2.55% | 1.96% | 1.49% | 1.20% | 1.27% |
VIITX Vanguard Institutional Intermediate-Term Bond Fund | 4.19% | 4.51% | 4.71% | 3.61% | 2.14% | 2.20% | 2.87% | 2.69% | 2.62% | 2.04% | 2.95% | 0.57% |
Frequently Asked Questions
JSDUX and VIITX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIITX has higher volatility (0.71%) compared to JSDUX (0.38%). In terms of maximum drawdown, JSDUX dropped -5.69% vs VIITX's -11.86%.
JSDUX currently has the higher Sharpe Ratio (1.99 vs 1.47), 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.
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