PortfoliosLab logoPortfoliosLab logo
MABDX vs. JIBEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MABDX vs. JIBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Bond Fund (MABDX) and Johnson Institutional Intermediate Bond Fund (JIBEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MABDX vs. JIBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MABDX
Mutual of America Bond Fund
-0.39%7.58%0.53%4.08%-12.96%-2.98%914.19%
JIBEX
Johnson Institutional Intermediate Bond Fund
-0.38%7.39%2.58%5.46%-9.24%-1.72%7.00%

Returns By Period

The year-to-date returns for both investments are quite close, with MABDX having a -0.39% return and JIBEX slightly higher at -0.38%.


MABDX

1D
0.49%
1M
-1.83%
YTD
-0.39%
6M
0.86%
1Y
4.27%
3Y*
3.02%
5Y*
-0.31%
10Y*

JIBEX

1D
0.34%
1M
-1.73%
YTD
-0.38%
6M
0.76%
1Y
4.30%
3Y*
4.14%
5Y*
1.10%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MABDX vs. JIBEX - Expense Ratio Comparison

MABDX has a 0.43% expense ratio, which is higher than JIBEX's 0.25% expense ratio.


Return for Risk

MABDX vs. JIBEX — Risk / Return Rank

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

MABDX
MABDX Risk / Return Rank: 6464
Overall Rank
MABDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MABDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MABDX Omega Ratio Rank: 4545
Omega Ratio Rank
MABDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
MABDX Martin Ratio Rank: 6868
Martin Ratio Rank

JIBEX
JIBEX Risk / Return Rank: 8181
Overall Rank
JIBEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 6969
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 8686
Martin Ratio Rank
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.

MABDX vs. JIBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Bond Fund (MABDX) and Johnson Institutional Intermediate Bond Fund (JIBEX). 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.


MABDXJIBEXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.45

-0.31

Sortino ratio

Return per unit of downside risk

1.62

2.15

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

2.03

2.36

-0.33

Martin ratio

Return relative to average drawdown

6.43

9.06

-2.63

MABDX vs. JIBEX - Sharpe Ratio Comparison

The current MABDX Sharpe Ratio is 1.14, which is comparable to the JIBEX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MABDX and JIBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MABDXJIBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.45

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.25

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.32

-0.19

Correlation

The correlation between MABDX and JIBEX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MABDX vs. JIBEX - Dividend Comparison

MABDX's dividend yield for the trailing twelve months is around 4.12%, more than JIBEX's 3.69% yield.


TTM20252024202320222021202020192018201720162015
MABDX
Mutual of America Bond Fund
4.12%4.10%3.26%2.42%1.66%1.77%0.00%0.00%0.00%0.00%0.00%0.00%
JIBEX
Johnson Institutional Intermediate Bond Fund
3.69%4.03%3.39%2.90%2.14%1.79%3.15%2.69%2.74%2.33%2.39%1.54%

Drawdowns

MABDX vs. JIBEX - Drawdown Comparison

The maximum MABDX drawdown since its inception was -23.20%, which is greater than JIBEX's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for MABDX and JIBEX.


Loading graphics...

Drawdown Indicators


MABDXJIBEXDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-13.85%

-9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.06%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-13.81%

-4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-13.85%

Current Drawdown

Current decline from peak

-10.01%

-1.73%

-8.28%

Average Drawdown

Average peak-to-trough decline

-12.06%

-3.65%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.54%

+0.30%

Volatility

MABDX vs. JIBEX - Volatility Comparison

Mutual of America Bond Fund (MABDX) has a higher volatility of 1.35% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 1.09%. This indicates that MABDX's price experiences larger fluctuations and is considered to be riskier than JIBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MABDXJIBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.09%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

1.79%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

3.04%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

4.38%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

381.49%

3.57%

+377.92%