TMBTX vs. JIBEX
TMBTX (Transamerica Intermediate Bond) and JIBEX (Johnson Institutional Intermediate Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, TMBTX returned 1.08%/yr vs 1.91%/yr for JIBEX. Their correlation of 0.89 means they have usually moved in the same direction. TMBTX charges 0.41%/yr vs 0.25%/yr for JIBEX.
Performance
TMBTX vs. JIBEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMBTX achieves a -0.68% return, which is significantly lower than JIBEX's -0.46% return. Over the past 10 years, TMBTX has underperformed JIBEX with an annualized return of 1.08%, while JIBEX has yielded a comparatively higher 1.91% annualized return.
TMBTX
- 1D
- 0.12%
- 1M
- -1.28%
- 6M
- -0.89%
- YTD
- -0.68%
- 1Y
- 1.91%
- 3Y*
- 3.37%
- 5Y*
- -0.71%
- 10Y*
- 1.08%
- ALL TIME*
- 0.52%
JIBEX
- 1D
- 0.07%
- 1M
- -0.27%
- 6M
- -0.60%
- YTD
- -0.46%
- 1Y
- 1.68%
- 3Y*
- 4.31%
- 5Y*
- 0.67%
- 10Y*
- 1.91%
- ALL TIME*
- 1.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TMBTX vs. JIBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMBTX Transamerica Intermediate Bond | -0.68% | 7.10% | 1.12% | 4.13% | -13.15% | -0.94% | 7.65% | 8.97% | -0.63% | 3.61% |
JIBEX Johnson Institutional Intermediate Bond Fund | -0.46% | 7.39% | 2.58% | 5.46% | -9.24% | -1.72% | 7.20% | 7.54% | 0.41% | 2.81% |
Correlation
The correlation between TMBTX and JIBEX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.89 |
The correlation between TMBTX and JIBEX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMBTX vs. JIBEX — Risk / Return Rank
TMBTX
JIBEX
TMBTX vs. JIBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Intermediate Bond (TMBTX) and Johnson Institutional Intermediate Bond Fund (JIBEX). 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.
| TMBTX | JIBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.11 | -0.08 |
| Martin ratioReturn relative to average drawdown | 2.50 | 2.54 | -0.04 |
Loading charts...
Drawdowns
TMBTX vs. JIBEX - Drawdown Comparison
The maximum TMBTX drawdown since its inception was -18.61%, which is greater than JIBEX's maximum drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for TMBTX and JIBEX.
Loading charts...
Drawdown Indicators
| TMBTX | JIBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.61% | -13.85% | -4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.21% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -5.40% | -3.37% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -13.76% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -18.61% | -13.85% | -4.76% |
Current DrawdownCurrent decline from peak | -4.41% | -1.81% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -3.62% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 0.96% | +0.25% |
Volatility
TMBTX vs. JIBEX - Volatility Comparison
Transamerica Intermediate Bond (TMBTX) has a higher volatility of 0.97% compared to Johnson Institutional Intermediate Bond Fund (JIBEX) at 0.66%. This indicates that TMBTX's price experiences larger fluctuations and is considered to be riskier than JIBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMBTX | JIBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.66% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 2.13% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 2.71% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 4.40% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 3.59% | +1.35% |
TMBTX vs. JIBEX - Expense Ratio Comparison
TMBTX has a 0.41% expense ratio, which is higher than JIBEX's 0.25% expense ratio.
Dividends
TMBTX vs. JIBEX - Dividend Comparison
TMBTX's dividend yield for the trailing twelve months is around 3.98%, more than JIBEX's 3.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIBEX Johnson Institutional Intermediate Bond Fund | 3.35% | 4.03% | 3.39% | 2.90% | 2.14% | 1.79% | 3.15% | 2.69% | 2.74% | 2.33% | 2.39% | 1.54% |
TMBTX Transamerica Intermediate Bond | 3.98% | 4.25% | 4.18% | 2.39% | 2.90% | 3.53% | 5.64% | 2.74% | 2.86% | 1.87% | 0.00% | 0.00% |
Frequently Asked Questions
TMBTX and JIBEX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMBTX has higher volatility (0.97%) compared to JIBEX (0.66%). In terms of maximum drawdown, TMBTX dropped -18.61% vs JIBEX's -13.85%.
JIBEX currently has the higher Sharpe Ratio (0.90 vs 0.77), 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.
Find the right allocation for TMBTX and JIBEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer