JAAEX Performance — Core Bond Trust, Series II
Data updated: 2026-08-27
JAAEX returned +0.61% year to date and +3.40% over one year to Jun 2026. Annualised returns are +3.91% over 3 years and −0.29% over 5 years. The fund trailed its Intermediate Core Bond category average: $100 invested three years ago grew to $112, against $115 for the category, and to $103 over one year, against $104. Volatility over the past three years was 5.61% a year. In the 12 months to Jun 2026 the fund lost a net $109.7M, and assets reached $660.64M.
JAAEX Growth of $100
What $100 invested in Core Bond Trust grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | JAAEX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $103 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $112 | $115 |
| 5 years (Jul 2021 – Jun 2026) | $99 | $102 |
| Since data start (Jul 2019 – Jun 2026) | $107 | $112 |
JAAEX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.61% |
| 1 year | +3.40% |
| 3 years (annualised) | +3.91% |
| 5 years (annualised) | −0.29% |
JAAEX Annual Returns
Calendar-year total returns of Core Bond Trust, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.61% |
| 2025 | +6.76% |
| 2024 | +1.22% |
| 2023 | +5.61% |
| 2022 | −13.81% |
| 2021 | −2.23% |
| 2020 | +8.51% |
| 2019 (Jul–Dec) | +2.17% |
JAAEX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.3% | +1.7% | −1.9% | +0.1% | +0.3% | +0.3% | — | — | — | — | — | — |
| 2025 | +0.5% | +2.2% | 0.0% | +0.3% | −0.7% | +1.6% | −0.3% | +1.1% | +1.1% | +0.6% | +0.5% | −0.4% |
| 2024 | −0.1% | −1.4% | +0.9% | −2.5% | +1.6% | +1.0% | +2.3% | +1.3% | +1.3% | −2.5% | +1.1% | −1.7% |
| 2023 | +3.4% | −2.5% | +2.4% | +0.6% | −1.1% | −0.3% | −0.1% | −0.7% | −2.5% | −1.8% | +4.6% | +3.9% |
| 2022 | −2.2% | −1.2% | −2.9% | −3.9% | +0.5% | −1.8% | +2.3% | −2.7% | −4.3% | −1.4% | +3.6% | −0.5% |
| 2021 | −0.8% | −1.4% | −1.2% | +0.7% | +0.1% | +0.8% | +1.1% | −0.2% | −0.9% | −0.3% | +0.1% | −0.3% |
| 2020 | +2.0% | +1.6% | −1.5% | +2.3% | +0.9% | +1.0% | +1.6% | −0.7% | +0.1% | −0.4% | +1.2% | +0.1% |
| 2019 | — | — | — | — | — | — | +0.3% | +2.4% | −0.5% | +0.2% | −0.1% | −0.2% |
JAAEX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.61%
- 3-year Sharpe ratio: -0.11 (vs 4.5% risk-free rate)
- Best month: +4.62% (Nov 2023)
- Worst month: −2.50% (Sep 2023)
JAAEX Fund Flows
Monthly money in and out of Core Bond Trust, from SEC Form N-PORT.
- 12-month net flow: −$109.7M
- 12-month gross sales (incl. reinvestments): $88.9M
- Sales ÷ redemptions: 0.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $5.6M | $4.4M | $1.2M |
| May 2026 | $3.1M | $1.1M | $2.0M |
| Apr 2026 | $9.8M | $79.4M | −$69.6M |
| Mar 2026 | $2.1M | $79.7M | −$77.6M |
| Feb 2026 | $1.8M | $3.8M | −$2.0M |
| Jan 2026 | $7.1M | $3.8M | $3.3M |
| Dec 2025 | $3.2M | $3.3M | −$106K |
| Nov 2025 | $1.5M | $5.8M | −$4.4M |
| Oct 2025 | $36.6M | $7.3M | $29.3M |
| Sep 2025 | $6.9M | $2.3M | $4.6M |
| Aug 2025 | $6.4M | $4.4M | $2.0M |
| Jul 2025 | $4.8M | $3.3M | $1.5M |
JAAEX Assets Under Management
Net assets of Core Bond Trust by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $660.64M |
| 2026-03-31 | $722.41M |
| 2025-12-31 | $798.90M |
| 2025-09-30 | $800.79M |
| 2025-06-30 | $776.45M |
| 2025-03-31 | $787.94M |
| 2024-12-31 | $796.28M |
| 2024-09-30 | $809.79M |
| 2024-06-30 | $789.58M |
| 2024-03-31 | $796.73M |
| 2023-12-31 | $800.41M |
| 2023-09-30 | $763.54M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.