VUSFX vs. JSOSX
Compare and contrast key facts about Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX).
VUSFX is managed by Vanguard. It was launched on Feb 24, 2015. JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008.
Performance
VUSFX vs. JSOSX - Performance Comparison
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VUSFX vs. JSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 0.61% | 5.11% | 6.11% | 5.53% | -0.38% | 0.08% | 2.10% | 3.39% | 2.10% | 1.37% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 3.97% | 0.77% | 3.34% |
Returns By Period
In the year-to-date period, VUSFX achieves a 0.61% return, which is significantly higher than JSOSX's 0.41% return. Over the past 10 years, VUSFX has underperformed JSOSX with an annualized return of 2.66%, while JSOSX has yielded a comparatively higher 3.32% annualized return.
VUSFX
- 1D
- 0.05%
- 1M
- -0.10%
- YTD
- 0.61%
- 6M
- 1.76%
- 1Y
- 4.42%
- 3Y*
- 5.35%
- 5Y*
- 3.36%
- 10Y*
- 2.66%
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
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VUSFX vs. JSOSX - Expense Ratio Comparison
VUSFX has a 0.10% expense ratio, which is lower than JSOSX's 0.77% expense ratio.
Return for Risk
VUSFX vs. JSOSX — Risk / Return Rank
VUSFX
JSOSX
VUSFX vs. JSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and JPMorgan Strategic Income Opportunities Fund Class I (JSOSX). 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.
| VUSFX | JSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.62 | 5.06 | +1.56 |
Sortino ratioReturn per unit of downside risk | 11.85 | 9.95 | +1.90 |
Omega ratioGain probability vs. loss probability | 3.64 | 3.85 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 12.88 | 13.42 | -0.54 |
Martin ratioReturn relative to average drawdown | 74.39 | 93.93 | -19.54 |
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
| VUSFX | JSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.62 | 5.06 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 4.19 | 3.99 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 3.93 | 2.59 | +1.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.93 | 1.98 | +1.95 |
Correlation
The correlation between VUSFX and JSOSX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VUSFX vs. JSOSX - Dividend Comparison
VUSFX's dividend yield for the trailing twelve months is around 4.23%, more than JSOSX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 4.23% | 4.73% | 5.52% | 4.15% | 1.38% | 0.53% | 1.62% | 2.68% | 2.23% | 1.52% | 1.07% | 0.00% |
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
Drawdowns
VUSFX vs. JSOSX - Drawdown Comparison
The maximum VUSFX drawdown since its inception was -1.71%, smaller than the maximum JSOSX drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for VUSFX and JSOSX.
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Drawdown Indicators
| VUSFX | JSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.71% | -6.40% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.35% | -0.26% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -1.71% | -0.98% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -1.71% | -6.19% | +4.48% |
Current DrawdownCurrent decline from peak | -0.10% | -0.26% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -0.47% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 0.04% | +0.02% |
Volatility
VUSFX vs. JSOSX - Volatility Comparison
The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.27%, while JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) has a volatility of 0.34%. This indicates that VUSFX experiences smaller price fluctuations and is considered to be less risky than JSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSFX | JSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.27% | 0.34% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.43% | 0.50% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.67% | 0.68% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.81% | 0.78% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.68% | 1.29% | -0.61% |