TIBDX vs. JCPUX
TIBDX (TIAA-CREF Core Bond Fund) and JCPUX (JPMorgan Core Plus Bond Fund Class R6) are both Intermediate Core-Plus Bond funds. Over the past 10 years, TIBDX returned 1.97%/yr vs 2.45%/yr for JCPUX. Their correlation of 0.89 suggests significant overlap in exposure. TIBDX charges 0.29%/yr vs 0.38%/yr for JCPUX.
Performance
TIBDX vs. JCPUX - Performance Comparison
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Returns By Period
In the year-to-date period, TIBDX achieves a 0.67% return, which is significantly lower than JCPUX's 1.17% return. Over the past 10 years, TIBDX has underperformed JCPUX with an annualized return of 1.97%, while JCPUX has yielded a comparatively higher 2.45% annualized return.
TIBDX
- 1D
- 0.22%
- 1M
- 0.93%
- YTD
- 0.67%
- 6M
- 1.04%
- 1Y
- 5.45%
- 3Y*
- 4.33%
- 5Y*
- 0.10%
- 10Y*
- 1.97%
JCPUX
- 1D
- 0.28%
- 1M
- 0.84%
- YTD
- 1.17%
- 6M
- 1.32%
- 1Y
- 6.03%
- 3Y*
- 5.21%
- 5Y*
- 0.92%
- 10Y*
- 2.45%
TIBDX vs. JCPUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIBDX TIAA-CREF Core Bond Fund | 0.67% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 1.17% | 8.07% | 2.87% | 6.46% | -12.73% | -0.10% | 7.87% | 8.93% | -0.05% | 4.32% |
Correlation
The correlation between TIBDX and JCPUX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2005 | 0.89 |
The correlation between TIBDX and JCPUX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
TIBDX vs. JCPUX — Risk / Return Rank
TIBDX
JCPUX
TIBDX vs. JCPUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Bond Fund (TIBDX) 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.
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.
| TIBDX | JCPUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.30 | -0.46 |
| Martin ratioReturn relative to average drawdown | 5.46 | 6.63 | -1.17 |
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Drawdowns
TIBDX vs. JCPUX - Drawdown Comparison
The maximum TIBDX drawdown since its inception was -18.82%, which is greater than JCPUX's maximum drawdown of -16.81%. Use the drawdown chart below to compare losses from any high point for TIBDX and JCPUX.
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Drawdown Indicators
| TIBDX | JCPUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -16.81% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.98% | -2.64% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.29% | -6.05% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.82% | -16.81% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -18.82% | -16.81% | -2.01% |
Current DrawdownCurrent decline from peak | -1.22% | -0.99% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -2.30% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.91% | +0.09% |
Volatility
TIBDX vs. JCPUX - Volatility Comparison
TIAA-CREF Core Bond Fund (TIBDX) and JPMorgan Core Plus Bond Fund Class R6 (JCPUX) have volatilities of 1.15% and 1.18%, 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
| TIBDX | JCPUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.18% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 2.76% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.86% | 3.70% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 5.70% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 4.64% | +0.10% |
TIBDX vs. JCPUX - Expense Ratio Comparison
TIBDX has a 0.29% expense ratio, which is lower than JCPUX's 0.38% expense ratio.
Dividends
TIBDX vs. JCPUX - Dividend Comparison
TIBDX's dividend yield for the trailing twelve months is around 4.45%, less than JCPUX's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCPUX JPMorgan Core Plus Bond Fund Class R6 | 5.06% | 4.94% | 4.96% | 4.10% | 3.45% | 3.32% | 4.43% | 3.30% | 3.15% | 2.89% | 2.84% | 3.49% |
TIBDX TIAA-CREF Core Bond Fund | 4.45% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
Frequently Asked Questions
TIBDX and JCPUX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCPUX has higher volatility (1.18%) compared to TIBDX (1.15%). In terms of maximum drawdown, TIBDX dropped -18.82% vs JCPUX's -16.81%.
JCPUX currently has the higher Sharpe Ratio (1.64 vs 1.42), 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.
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