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TBX vs. JSCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. JSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and JPMorgan Short Duration Core Plus ETF (JSCP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBX achieves a 4.71% return, which is significantly higher than JSCP's 0.81% return.


TBX

1D
0.17%
1M
1.73%
6M
4.03%
YTD
4.71%
1Y
5.30%
3Y*
4.21%
5Y*
6.92%
10Y*
2.33%
ALL TIME*
-1.00%

JSCP

1D
-0.09%
1M
-0.17%
6M
0.52%
YTD
0.81%
1Y
3.14%
3Y*
5.52%
5Y*
2.42%
10Y*
ALL TIME*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.77M$14.57M$12.08M
$818.03K$918.65K$792.72K

TBX vs. JSCP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBX
ProShares Short 7-10 Year Treasury
4.71%-1.15%8.52%3.99%18.31%-1.56%
JSCP
JPMorgan Short Duration Core Plus ETF
0.81%6.86%5.06%6.22%-5.80%0.15%

Correlation

The correlation between TBX and JSCP is -0.87, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.87

Correlation (3Y)
Balances recent behavior with more history.

-0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.75

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2021

-0.73

The correlation between TBX and JSCP shifts across timeframes, from -0.87 (1 year) to -0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TBX vs. JSCP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TBX
TBX Risk / Return Rank: 3939
Overall Rank
TBX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TBX Omega Ratio Rank: 3232
Omega Ratio Rank
TBX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TBX Martin Ratio Rank: 4040
Martin Ratio Rank

JSCP
JSCP Risk / Return Rank: 8787
Overall Rank
JSCP Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JSCP Sortino Ratio Rank: 9292
Sortino Ratio Rank
JSCP Omega Ratio Rank: 9090
Omega Ratio Rank
JSCP Calmar Ratio Rank: 8181
Calmar Ratio Rank
JSCP Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TBX vs. JSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) 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.

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.


TBXJSCPDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.26

Calmar ratioReturn relative to maximum drawdown

1.88

2.94

-1.06

Martin ratioReturn relative to average drawdown

4.19

10.89

-6.71

TBX vs. JSCP - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.89, which is lower than the JSCP Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TBX 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.


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Drawdowns

TBX vs. JSCP - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for TBX and JSCP.


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Drawdown Indicators


TBXJSCPDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-8.90%

-32.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-1.27%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-1.59%

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-8.90%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

Current Drawdown

Current decline from peak

-15.77%

-0.23%

-15.54%

Average Drawdown

Average peak-to-trough decline

-26.53%

-2.01%

-24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.34%

+0.78%

Volatility

TBX vs. JSCP - Volatility Comparison

ProShares Short 7-10 Year Treasury (TBX) has a higher volatility of 1.27% compared to JPMorgan Short Duration Core Plus ETF (JSCP) at 0.43%. This indicates that TBX's price experiences larger fluctuations and is considered to be riskier than JSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXJSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.43%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

1.34%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

1.73%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.42%

2.58%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

2.53%

+4.58%

TBX vs. JSCP - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than JSCP's 0.33% expense ratio.


Dividends

TBX vs. JSCP - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 2.84%, less than JSCP's 4.46% yield.


PositionTTM20252024202320222021202020192018
JSCP
JPMorgan Short Duration Core Plus ETF
4.07%4.64%4.76%4.13%2.51%1.09%0.00%0.00%0.00%
TBX
ProShares Short 7-10 Year Treasury
2.84%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%

Frequently Asked Questions


TBX 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.

TBX has higher volatility (1.27%) compared to JSCP (0.43%). In terms of maximum drawdown, TBX dropped -41.04% vs JSCP's -8.90%.

On 5-year performance, TBX leads with 6.92% vs 2.42% for JSCP. On fees, JSCP is cheaper at 0.33% per year. On volatility, JSCP has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TBX has performed better with a 6.92% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JSCP is cheaper with a 0.33% expense ratio, compared with 0.95% for TBX.

JSCP has the higher dividend yield at 4.07%, compared with 2.84% for TBX.

TBX is categorized as Inverse Bonds, while JSCP is Short-Term Bond. They also come from different issuers: ProShares and JPMorgan. Their fees differ too: 0.95% for TBX and 0.33% for JSCP.

JSCP currently has the higher Sharpe Ratio (2.15 vs 0.89), 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 TBX and JSCP

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