SCCR vs. JBND
SCCR (Schwab Core Bond ETF) and JBND (Jpmorgan Active Bond ETF) are both Intermediate Core Bond funds. Both are actively managed. Over the past year, SCCR returned 5.16% vs 4.74% for JBND. Their correlation of 0.91 suggests significant overlap in exposure. SCCR charges 0.16%/yr vs 0.30%/yr for JBND.
Performance
SCCR vs. JBND - Performance Comparison
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Returns By Period
In the year-to-date period, SCCR achieves a 0.52% return, which is significantly higher than JBND's 0.39% return.
SCCR
- 1D
- 0.20%
- 1M
- 0.77%
- YTD
- 0.52%
- 6M
- 0.71%
- 1Y
- 5.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JBND
- 1D
- 0.04%
- 1M
- 0.55%
- YTD
- 0.39%
- 6M
- 0.57%
- 1Y
- 4.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCCR vs. JBND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCCR Schwab Core Bond ETF | 0.52% | 7.00% |
JBND Jpmorgan Active Bond ETF | 0.39% | 7.26% |
Correlation
The correlation between SCCR and JBND 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 (All Time) Calculated using the full available price history since Feb 5, 2025 | 0.91 |
The correlation between SCCR and JBND has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
SCCR vs. JBND — Risk / Return Rank
SCCR
JBND
SCCR vs. JBND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Jpmorgan Active Bond ETF (JBND). 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.
| SCCR | JBND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.62 | +0.22 |
| Martin ratioReturn relative to average drawdown | 5.22 | 4.64 | +0.59 |
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Drawdowns
SCCR vs. JBND - Drawdown Comparison
The maximum SCCR drawdown since its inception was -2.81%, smaller than the maximum JBND drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for SCCR and JBND.
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Drawdown Indicators
| SCCR | JBND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.81% | -4.48% | +1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -2.94% | +0.13% |
Current DrawdownCurrent decline from peak | -1.37% | -1.58% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -1.16% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.02% | -0.03% |
Volatility
SCCR vs. JBND - Volatility Comparison
Schwab Core Bond ETF (SCCR) and Jpmorgan Active Bond ETF (JBND) have volatilities of 1.06% and 1.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCR | JBND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.09% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.76% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 3.77% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 4.83% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.37% | 4.83% | -0.46% |
SCCR vs. JBND - Expense Ratio Comparison
SCCR has a 0.16% expense ratio, which is lower than JBND's 0.30% expense ratio.
Dividends
SCCR vs. JBND - Dividend Comparison
SCCR's dividend yield for the trailing twelve months is around 4.62%, more than JBND's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JBND Jpmorgan Active Bond ETF | 4.40% | 4.42% | 4.58% | 1.00% |
SCCR Schwab Core Bond ETF | 4.62% | 3.91% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, SCCR and JBND 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.
JBND has higher volatility (1.09%) compared to SCCR (1.06%). In terms of maximum drawdown, SCCR dropped -2.81% vs JBND's -4.48%.
On 1-year performance, SCCR leads with 5.16% vs 4.74% for JBND. On fees, SCCR is cheaper at 0.16% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCCR has performed better with a 5.16% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCCR is cheaper with a 0.16% expense ratio, compared with 0.30% for JBND.
SCCR has the higher dividend yield at 4.62%, compared with 4.40% for JBND.
They also come from different issuers: Charles Schwab and JPMorgan. Their fees differ too: 0.16% for SCCR and 0.30% for JBND.
SCCR currently has the higher Sharpe Ratio (1.40 vs 1.26), 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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