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SMARX vs. CBFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMARX vs. CBFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes Separately Managed Account Reserve Trust (SMARX) and JPMorgan Corporate Bond Fund (CBFSX). The values are adjusted to include any dividend payments, if applicable.

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SMARX vs. CBFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMARX
Brandes Separately Managed Account Reserve Trust
-0.30%6.91%3.73%9.76%-11.77%0.76%6.55%7.77%-1.13%4.75%
CBFSX
JPMorgan Corporate Bond Fund
-1.27%7.45%2.71%9.20%-16.06%-0.77%10.23%15.05%-2.31%6.89%

Returns By Period

In the year-to-date period, SMARX achieves a -0.30% return, which is significantly higher than CBFSX's -1.27% return. Over the past 10 years, SMARX has outperformed CBFSX with an annualized return of 3.34%, while CBFSX has yielded a comparatively lower 2.93% annualized return.


SMARX

1D
0.64%
1M
-1.99%
YTD
-0.30%
6M
0.49%
1Y
3.99%
3Y*
5.18%
5Y*
1.98%
10Y*
3.34%

CBFSX

1D
0.48%
1M
-3.03%
YTD
-1.27%
6M
-0.51%
1Y
4.00%
3Y*
4.55%
5Y*
0.78%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMARX vs. CBFSX - Expense Ratio Comparison

SMARX has a 0.00% expense ratio, which is lower than CBFSX's 0.50% expense ratio.


Return for Risk

SMARX vs. CBFSX — Risk / Return Rank

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

SMARX
SMARX Risk / Return Rank: 6464
Overall Rank
SMARX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SMARX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SMARX Omega Ratio Rank: 4949
Omega Ratio Rank
SMARX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SMARX Martin Ratio Rank: 6464
Martin Ratio Rank

CBFSX
CBFSX Risk / Return Rank: 4444
Overall Rank
CBFSX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CBFSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CBFSX Omega Ratio Rank: 3131
Omega Ratio Rank
CBFSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CBFSX Martin Ratio Rank: 4848
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.

SMARX vs. CBFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes Separately Managed Account Reserve Trust (SMARX) and JPMorgan Corporate Bond Fund (CBFSX). 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.


SMARXCBFSXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.88

+0.26

Sortino ratio

Return per unit of downside risk

1.63

1.24

+0.40

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.89

1.36

+0.53

Martin ratio

Return relative to average drawdown

6.07

4.75

+1.32

SMARX vs. CBFSX - Sharpe Ratio Comparison

The current SMARX Sharpe Ratio is 1.14, which is comparable to the CBFSX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SMARX and CBFSX, 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


SMARXCBFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.88

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.12

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.49

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Correlation

The correlation between SMARX and CBFSX is 0.77, 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

SMARX vs. CBFSX - Dividend Comparison

SMARX's dividend yield for the trailing twelve months is around 4.71%, more than CBFSX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
SMARX
Brandes Separately Managed Account Reserve Trust
4.71%5.02%4.07%3.85%3.53%2.57%3.35%4.19%4.55%4.20%4.87%5.24%
CBFSX
JPMorgan Corporate Bond Fund
4.59%4.54%4.99%4.18%4.06%7.96%3.74%3.14%4.55%6.78%3.11%3.11%

Drawdowns

SMARX vs. CBFSX - Drawdown Comparison

The maximum SMARX drawdown since its inception was -47.07%, which is greater than CBFSX's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for SMARX and CBFSX.


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Drawdown Indicators


SMARXCBFSXDifference

Max Drawdown

Largest peak-to-trough decline

-47.07%

-22.42%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-3.49%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-22.42%

+6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-16.20%

-22.42%

+6.22%

Current Drawdown

Current decline from peak

-1.99%

-3.03%

+1.04%

Average Drawdown

Average peak-to-trough decline

-7.02%

-4.39%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.00%

-0.18%

Volatility

SMARX vs. CBFSX - Volatility Comparison

The current volatility for Brandes Separately Managed Account Reserve Trust (SMARX) is 1.66%, while JPMorgan Corporate Bond Fund (CBFSX) has a volatility of 1.85%. This indicates that SMARX experiences smaller price fluctuations and is considered to be less risky than CBFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMARXCBFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.85%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.90%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

4.72%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

6.63%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

5.99%

-1.62%