TGRNX vs. JCPUX
Compare and contrast key facts about TIAA-CREF Green Bond Fund (TGRNX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX).
TGRNX is managed by TIAA Investments. It was launched on Nov 16, 2018. JCPUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 23, 2005.
Performance
TGRNX vs. JCPUX - Performance Comparison
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TGRNX vs. JCPUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | -0.50% | 6.76% | 3.08% | 5.73% | -13.43% | -0.60% | 8.57% | 9.15% | 1.43% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 0.26% | 8.07% | 2.87% | 6.46% | -12.73% | -0.10% | 7.87% | 8.93% | 1.62% |
Returns By Period
In the year-to-date period, TGRNX achieves a -0.50% return, which is significantly lower than JCPUX's 0.26% return.
TGRNX
- 1D
- 0.22%
- 1M
- -1.51%
- YTD
- -0.50%
- 6M
- 0.25%
- 1Y
- 3.91%
- 3Y*
- 3.90%
- 5Y*
- 0.40%
- 10Y*
- —
JCPUX
- 1D
- 0.28%
- 1M
- -1.49%
- YTD
- 0.26%
- 6M
- 1.23%
- 1Y
- 5.00%
- 3Y*
- 4.62%
- 5Y*
- 1.09%
- 10Y*
- 2.55%
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TGRNX vs. JCPUX - Expense Ratio Comparison
TGRNX has a 0.45% expense ratio, which is higher than JCPUX's 0.38% expense ratio.
Return for Risk
TGRNX vs. JCPUX — Risk / Return Rank
TGRNX
JCPUX
TGRNX vs. JCPUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Green Bond Fund (TGRNX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX). 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.
| TGRNX | JCPUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.26 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.80 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.09 | -0.07 |
Martin ratioReturn relative to average drawdown | 7.18 | 6.20 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGRNX | JCPUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.26 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.19 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.94 | -0.43 |
Correlation
The correlation between TGRNX and JCPUX is 0.91, 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
TGRNX vs. JCPUX - Dividend Comparison
TGRNX's dividend yield for the trailing twelve months is around 3.97%, less than JCPUX's 5.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | 3.97% | 4.31% | 4.48% | 3.30% | 2.69% | 2.76% | 4.20% | 4.38% | 0.43% | 0.00% | 0.00% | 0.00% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 5.04% | 4.94% | 4.96% | 4.10% | 3.45% | 3.32% | 4.43% | 3.30% | 3.15% | 2.89% | 2.84% | 3.49% |
Drawdowns
TGRNX vs. JCPUX - Drawdown Comparison
The maximum TGRNX drawdown since its inception was -17.85%, which is greater than JCPUX's maximum drawdown of -16.81%. Use the drawdown chart below to compare losses from any high point for TGRNX and JCPUX.
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Drawdown Indicators
| TGRNX | JCPUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.85% | -16.81% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -2.61% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.85% | -16.81% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.81% | — |
Current DrawdownCurrent decline from peak | -1.94% | -1.89% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -2.31% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.88% | -0.19% |
Volatility
TGRNX vs. JCPUX - Volatility Comparison
The current volatility for TIAA-CREF Green Bond Fund (TGRNX) is 1.13%, while JPMorgan Core Plus Bond Fund Class R6 (JCPUX) has a volatility of 1.60%. This indicates that TGRNX experiences smaller price fluctuations and is considered to be less risky than JCPUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRNX | JCPUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.60% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 2.47% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.36% | 4.22% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 5.66% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 4.62% | +0.22% |