SCHJ vs. JSCP

Last updated Jun 4, 2026

SCHJ (Schwab 1-5 Year Corporate Bond ETF) and JSCP (JPMorgan Short Duration Core Plus ETF) are both exchange-traded funds - SCHJ is a Corporate Bonds fund tracking the Bloomberg US Corporate (1-5 Y), while JSCP is a Short-Term Bond fund actively managed by JPMorgan. SCHJ is passively managed, while JSCP is actively managed. Over the past 5 years, SCHJ returned 2.31%/yr vs 2.37%/yr for JSCP. Their correlation of 0.82 suggests significant overlap in exposure. SCHJ charges 0.05%/yr vs 0.33%/yr for JSCP.

Performance

SCHJ vs. JSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1-5 Year Corporate Bond ETF (SCHJ) and JPMorgan Short Duration Core Plus ETF (JSCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHJ achieves a 0.56% return, which is significantly lower than JSCP's 0.60% return.

SCHJ

• 1D: -0.08%
• 1M: 0.13%
• YTD: 0.56%
• 6M: 0.86%
• 1Y: 4.52%
• 3Y*: 5.49%
• 5Y*: 2.31%
• 10Y*: —

JSCP

• 1D: -0.03%
• 1M: 0.18%
• YTD: 0.60%
• 6M: 0.93%
• 1Y: 4.64%
• 3Y*: 5.52%
• 5Y*: 2.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHJ vs. JSCP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SCHJ Schwab 1-5 Year Corporate Bond ETF	0.56%	6.80%	4.89%	6.36%	-5.73%	-0.43%
JSCP JPMorgan Short Duration Core Plus ETF	0.60%	6.86%	5.06%	6.22%	-5.80%	0.18%

Correlation

The correlation between SCHJ and JSCP is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021	0.82

The correlation between SCHJ and JSCP has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

SCHJ vs. JSCP - Sectors Allocation Comparison

Sectors	SCHJ	JSCP
Financial Services	30.8%	13.0%
Technology	8.3%	8.9%
Healthcare	7.9%	3.1%
Industrials	7.2%	0.5%
Consumer Cyclical	6.8%	1.4%
Utilities	6.4%	0.9%
Consumer Defensive	4.6%	0.5%
Communication Services	4.3%	19.8%
Real Estate	4.1%	8.3%
Energy	4.0%	1.0%
Basic Materials	1.4%	0.7%

Return for Risk

SCHJ vs. JSCP — Risk / Return Rank

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

SCHJ

SCHJ Risk / Return Rank: 72
SCHJ Sharpe Ratio Rank: 73
SCHJ Sortino Ratio Rank: 83
SCHJ Omega Ratio Rank: 79
SCHJ Calmar Ratio Rank: 61
SCHJ Martin Ratio Rank: 66

JSCP

JSCP Risk / Return Rank: 81
JSCP Sharpe Ratio Rank: 82
JSCP Sortino Ratio Rank: 91
JSCP Omega Ratio Rank: 87
JSCP Calmar Ratio Rank: 73
JSCP Martin Ratio Rank: 73

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.

SCHJ vs. JSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and JPMorgan Short Duration Core Plus ETF (JSCP). 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.

	SCHJ	JSCP	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.70	-0.27
Sortino ratio: Return per unit of downside risk	3.78	4.36	-0.58
Omega ratio: Gain probability vs. loss probability	1.48	1.54	-0.06
Calmar ratio: Return relative to maximum drawdown	3.08	3.67	-0.59
Martin ratio: Return relative to average drawdown	12.17	13.90	-1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHJ vs. JSCP - Sharpe Ratio Comparison

The current SCHJ Sharpe Ratio is 2.42, which is comparable to the JSCP Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SCHJ and JSCP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHJ	JSCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	2.70	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.93	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.94	-0.30

Drawdowns

SCHJ vs. JSCP - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for SCHJ and JSCP.

Drawdown Indicators

	SCHJ	JSCP	Difference
Max Drawdown Largest peak-to-trough decline	-13.62%	-8.90%	-4.72%
Max Drawdown (1Y) Largest decline over 1 year	-1.47%	-1.27%	-0.20%
Max Drawdown (3Y) Largest decline over 3 years	-1.47%	-1.59%	+0.12%
Max Drawdown (5Y) Largest decline over 5 years	-9.43%	-8.90%	-0.53%
Current Drawdown Current decline from peak	-0.45%	-0.37%	-0.08%
Average Drawdown Average peak-to-trough decline	-1.88%	-2.06%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.37%	0.33%	+0.04%

Volatility

SCHJ vs. JSCP - Volatility Comparison

Schwab 1-5 Year Corporate Bond ETF (SCHJ) and JPMorgan Short Duration Core Plus ETF (JSCP) have volatilities of 0.55% and 0.54%, 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.

Volatility by Period

	SCHJ	JSCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.55%	0.54%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	1.35%	1.21%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	1.87%	1.73%	+0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.94%	2.57%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.13%	2.55%	+1.58%

SCHJ vs. JSCP - Expense Ratio Comparison

SCHJ has a 0.05% expense ratio, which is lower than JSCP's 0.33% expense ratio.

Dividends

SCHJ vs. JSCP - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.50%, which matches JSCP's 4.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JSCP JPMorgan Short Duration Core Plus ETF	4.49%	4.64%	4.76%	4.13%	2.51%	1.09%	0.00%	0.00%
SCHJ Schwab 1-5 Year Corporate Bond ETF	4.50%	4.42%	4.00%	2.98%	1.64%	0.94%	2.54%	0.42%

Frequently Asked Questions

Can I hold both SCHJ and JSCP in my portfolio?

SCHJ and JSCP have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHJ or JSCP?

SCHJ has higher volatility (0.55%) compared to JSCP (0.54%). In terms of maximum drawdown, SCHJ dropped -13.62% vs JSCP's -8.90%.

Which ETF is better, SCHJ or JSCP?

On 5-year performance, JSCP leads with 2.37% vs 2.31% for SCHJ. On fees, SCHJ is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHJ or JSCP?

Over the 5-year period, JSCP has performed better with a 2.37% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHJ or JSCP?

SCHJ is cheaper with a 0.05% expense ratio, compared with 0.33% for JSCP.

Which ETF pays a higher dividend yield, SCHJ or JSCP?

SCHJ and JSCP have nearly identical dividend yields, around 4.50%.

What is the main difference between SCHJ and JSCP?

SCHJ is categorized as Corporate Bonds, while JSCP is Short-Term Bond. They also come from different issuers: Charles Schwab and JPMorgan. Their fees differ too: 0.05% for SCHJ and 0.33% for JSCP.

Which has better risk-adjusted returns?

JSCP currently has the higher Sharpe Ratio (2.70 vs 2.42), 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.