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RBFFX vs. JIBEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBFFX vs. JIBEX - Performance Comparison

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

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Returns By Period

In the year-to-date period, RBFFX achieves a 0.13% return, which is significantly higher than JIBEX's 0.02% return. Both investments have delivered pretty close results over the past 10 years, with RBFFX having a 1.99% annualized return and JIBEX not far ahead at 2.07%.


RBFFX

1D
0.18%
1M
0.91%
YTD
0.13%
6M
0.59%
1Y
4.60%
3Y*
4.01%
5Y*
-0.00%
10Y*
1.99%

JIBEX

1D
0.27%
1M
0.48%
YTD
0.02%
6M
0.15%
1Y
3.64%
3Y*
4.53%
5Y*
0.94%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBFFX vs. JIBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RBFFX
American Funds The Bond Fund of America
0.13%7.49%1.47%4.65%-13.03%-0.64%11.07%8.13%0.17%3.53%
JIBEX
Johnson Institutional Intermediate Bond Fund
0.02%7.39%2.58%5.46%-9.24%-1.72%7.20%7.54%0.41%2.81%

Correlation

The correlation between RBFFX and JIBEX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2003

0.84

The correlation between RBFFX and JIBEX shifts across timeframes, from 0.84 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RBFFX vs. JIBEX — Risk / Return Rank

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

RBFFX
RBFFX Risk / Return Rank: 2020
Overall Rank
RBFFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RBFFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
RBFFX Omega Ratio Rank: 1919
Omega Ratio Rank
RBFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
RBFFX Martin Ratio Rank: 1717
Martin Ratio Rank

JIBEX
JIBEX Risk / Return Rank: 2424
Overall Rank
JIBEX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JIBEX Sortino Ratio Rank: 2828
Sortino Ratio Rank
JIBEX Omega Ratio Rank: 2525
Omega Ratio Rank
JIBEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
JIBEX Martin Ratio Rank: 2020
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.

RBFFX vs. JIBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (RBFFX) 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.

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.


RBFFXJIBEXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.53

1.68

-0.16

Martin ratioReturn relative to average drawdown

4.29

4.69

-0.40

RBFFX vs. JIBEX - Sharpe Ratio Comparison

The current RBFFX Sharpe Ratio is 1.21, which is comparable to the JIBEX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RBFFX and JIBEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RBFFX vs. JIBEX - Drawdown Comparison

The maximum RBFFX drawdown since its inception was -17.62%, which is greater than JIBEX's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for RBFFX and JIBEX.


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Drawdown Indicators


RBFFXJIBEXDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-13.85%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.21%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-3.37%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-13.81%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-17.62%

-13.85%

-3.77%

Current Drawdown

Current decline from peak

-1.59%

-1.34%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.81%

-3.63%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.79%

+0.30%

Volatility

RBFFX vs. JIBEX - Volatility Comparison

American Funds The Bond Fund of America (RBFFX) has a higher volatility of 1.23% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 1.00%. This indicates that RBFFX'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.


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Volatility by Period


RBFFXJIBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.00%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.05%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

2.74%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

4.40%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

3.59%

+1.31%

RBFFX vs. JIBEX - Expense Ratio Comparison

RBFFX has a 0.29% expense ratio, which is higher than JIBEX's 0.25% expense ratio.


Dividends

RBFFX vs. JIBEX - Dividend Comparison

RBFFX's dividend yield for the trailing twelve months is around 4.45%, more than JIBEX's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
JIBEX
Johnson Institutional Intermediate Bond Fund
3.68%4.03%3.39%2.90%2.14%1.79%3.15%2.69%2.74%2.33%2.39%1.54%
RBFFX
American Funds The Bond Fund of America
4.45%4.43%4.61%3.53%2.42%2.31%5.34%3.76%2.67%2.14%2.07%2.30%

Frequently Asked Questions


With a correlation of 0.91, RBFFX and JIBEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RBFFX has higher volatility (1.23%) compared to JIBEX (1.00%). In terms of maximum drawdown, RBFFX dropped -17.62% vs JIBEX's -13.85%.

JIBEX currently has the higher Sharpe Ratio (1.36 vs 1.21), 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.

Portfolio Optimizer

Find the right allocation for RBFFX and JIBEX

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