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VIITX vs. JSDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIITX vs. JSDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and JPMorgan Short Duration Core Plus Fund (JSDSX). The values are adjusted to include any dividend payments, if applicable.

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VIITX vs. JSDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
-0.06%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%
JSDSX
JPMorgan Short Duration Core Plus Fund
-0.30%6.57%5.26%6.12%-5.95%0.21%5.13%6.03%0.87%4.09%

Returns By Period

In the year-to-date period, VIITX achieves a -0.06% return, which is significantly higher than JSDSX's -0.30% return. Over the past 10 years, VIITX has underperformed JSDSX with an annualized return of 2.13%, while JSDSX has yielded a comparatively higher 3.59% annualized return.


VIITX

1D
0.33%
1M
-1.48%
YTD
-0.06%
6M
1.26%
1Y
4.72%
3Y*
4.60%
5Y*
1.57%
10Y*
2.13%

JSDSX

1D
0.21%
1M
-1.37%
YTD
-0.30%
6M
0.99%
1Y
4.42%
3Y*
5.18%
5Y*
2.27%
10Y*
3.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIITX vs. JSDSX - Expense Ratio Comparison

VIITX has a 0.02% expense ratio, which is lower than JSDSX's 0.60% expense ratio.


Return for Risk

VIITX vs. JSDSX — Risk / Return Rank

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

VIITX
VIITX Risk / Return Rank: 8989
Overall Rank
VIITX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VIITX Omega Ratio Rank: 8383
Omega Ratio Rank
VIITX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VIITX Martin Ratio Rank: 9191
Martin Ratio Rank

JSDSX
JSDSX Risk / Return Rank: 9595
Overall Rank
JSDSX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
JSDSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
JSDSX Omega Ratio Rank: 9494
Omega Ratio Rank
JSDSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
JSDSX Martin Ratio Rank: 9696
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.

VIITX vs. JSDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and JPMorgan Short Duration Core Plus Fund (JSDSX). 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.


VIITXJSDSXDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.22

-0.44

Sortino ratio

Return per unit of downside risk

2.61

3.38

-0.77

Omega ratio

Gain probability vs. loss probability

1.33

1.47

-0.14

Calmar ratio

Return relative to maximum drawdown

2.76

2.95

-0.18

Martin ratio

Return relative to average drawdown

10.44

14.36

-3.92

VIITX vs. JSDSX - Sharpe Ratio Comparison

The current VIITX Sharpe Ratio is 1.77, which is comparable to the JSDSX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VIITX and JSDSX, 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


VIITXJSDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.22

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.87

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

1.52

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.22

-0.47

Correlation

The correlation between VIITX and JSDSX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIITX vs. JSDSX - Dividend Comparison

VIITX's dividend yield for the trailing twelve months is around 4.17%, more than JSDSX's 3.92% yield.


TTM20252024202320222021202020192018201720162015
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.17%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%
JSDSX
JPMorgan Short Duration Core Plus Fund
3.92%3.88%3.91%3.33%2.51%1.86%2.39%2.66%2.68%3.93%4.72%4.81%

Drawdowns

VIITX vs. JSDSX - Drawdown Comparison

The maximum VIITX drawdown since its inception was -11.86%, which is greater than JSDSX's maximum drawdown of -8.93%. Use the drawdown chart below to compare losses from any high point for VIITX and JSDSX.


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Drawdown Indicators


VIITXJSDSXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-8.93%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-1.58%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-11.86%

-8.93%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

-8.93%

-2.93%

Current Drawdown

Current decline from peak

-1.48%

-1.37%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.15%

-1.29%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.32%

+0.18%

Volatility

VIITX vs. JSDSX - Volatility Comparison

Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a higher volatility of 1.16% compared to JPMorgan Short Duration Core Plus Fund (JSDSX) at 0.66%. This indicates that VIITX's price experiences larger fluctuations and is considered to be riskier than JSDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIITXJSDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.66%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

1.16%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

2.01%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

2.61%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.05%

2.37%

+0.68%