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OGVCX vs. VSBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGVCX vs. VSBSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Government Bond Fund Class C (OGVCX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

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OGVCX vs. VSBSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGVCX
JPMorgan Government Bond Fund Class C
-0.52%5.99%0.61%3.50%-12.55%-3.00%5.95%5.76%-0.05%1.45%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
0.19%5.08%4.39%4.23%-3.87%-0.69%3.09%3.51%1.52%0.35%

Returns By Period

In the year-to-date period, OGVCX achieves a -0.52% return, which is significantly lower than VSBSX's 0.19% return. Over the past 10 years, OGVCX has underperformed VSBSX with an annualized return of 0.36%, while VSBSX has yielded a comparatively higher 1.73% annualized return.


OGVCX

1D
0.52%
1M
-2.23%
YTD
-0.52%
6M
0.35%
1Y
2.79%
3Y*
2.27%
5Y*
-0.75%
10Y*
0.36%

VSBSX

1D
0.15%
1M
-0.53%
YTD
0.19%
6M
1.30%
1Y
3.63%
3Y*
4.08%
5Y*
1.81%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OGVCX vs. VSBSX - Expense Ratio Comparison

OGVCX has a 1.39% expense ratio, which is higher than VSBSX's 0.07% expense ratio.


Return for Risk

OGVCX vs. VSBSX — Risk / Return Rank

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

OGVCX
OGVCX Risk / Return Rank: 3434
Overall Rank
OGVCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
OGVCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OGVCX Omega Ratio Rank: 2222
Omega Ratio Rank
OGVCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
OGVCX Martin Ratio Rank: 3434
Martin Ratio Rank

VSBSX
VSBSX Risk / Return Rank: 9797
Overall Rank
VSBSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSBSX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBSX Martin Ratio Rank: 9898
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.

OGVCX vs. VSBSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Government Bond Fund Class C (OGVCX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.


OGVCXVSBSXDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.56

-1.84

Sortino ratio

Return per unit of downside risk

1.05

4.06

-3.00

Omega ratio

Gain probability vs. loss probability

1.13

1.55

-0.42

Calmar ratio

Return relative to maximum drawdown

1.33

4.65

-3.31

Martin ratio

Return relative to average drawdown

3.66

18.04

-14.38

OGVCX vs. VSBSX - Sharpe Ratio Comparison

The current OGVCX Sharpe Ratio is 0.72, which is lower than the VSBSX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of OGVCX and VSBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OGVCXVSBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.56

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.94

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

1.13

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.07

-0.52

Correlation

The correlation between OGVCX and VSBSX is 0.74, 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

OGVCX vs. VSBSX - Dividend Comparison

OGVCX's dividend yield for the trailing twelve months is around 2.34%, less than VSBSX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
OGVCX
JPMorgan Government Bond Fund Class C
2.34%2.24%2.10%1.82%1.21%0.58%0.95%1.49%1.57%1.54%1.76%2.90%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.57%3.98%4.50%3.29%1.12%0.63%1.72%2.26%1.80%1.10%0.76%0.71%

Drawdowns

OGVCX vs. VSBSX - Drawdown Comparison

The maximum OGVCX drawdown since its inception was -19.66%, which is greater than VSBSX's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for OGVCX and VSBSX.


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Drawdown Indicators


OGVCXVSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.66%

-5.77%

-13.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-0.84%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-5.77%

-12.24%

Max Drawdown (10Y)

Largest decline over 10 years

-19.66%

-5.77%

-13.89%

Current Drawdown

Current decline from peak

-7.96%

-0.53%

-7.43%

Average Drawdown

Average peak-to-trough decline

-3.51%

-0.59%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.22%

+0.78%

Volatility

OGVCX vs. VSBSX - Volatility Comparison

JPMorgan Government Bond Fund Class C (OGVCX) has a higher volatility of 1.44% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.53%. This indicates that OGVCX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OGVCXVSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.53%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

0.84%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

1.44%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

1.94%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

1.53%

+3.04%