JMHI's Sortino Ratio of 2.79 indicates that for each unit of downside volatility, it generates 2.79 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
JMHI Sortino Ratio Rank
JMHI ranks above 60.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
JMHI Sortino Ratio Market Positioning
The chart shows JMHI's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 3.33
- Green zone (top 25%): 3.33 or higher
- Top 1%: 12.88+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares JPMorgan High Yield Municipal ETF's Sortino Ratio with other ETFs in the High Yield Muni category across multiple time periods, showing how JMHI's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EVYM | Eaton Vance High Income Municipal ETF | 4.42 | |||
| CGHM | Capital Group Municipal High-Income ETF | 4.40 | |||
| RMOP | Rockefeller Opportunistic Municipal Bond ETF | 3.95 | |||
| WTMY | WisdomTree High Income Laddered Municipal ETF | 3.49 | |||
| NHYM | Nuveen High Yield Municipal Income ETF | 2.90 | |||
| HTAX | Nomura National High-Yield Municipal Bond ETF | 2.85 | |||
| JMHI | JPMorgan High Yield Municipal ETF | 2.79 | |||
| XMPT | VanEck CEF Municipal Income ETF | 2.46 | |||
| SHYM | iShares Short Duration High Yield Muni Active ETF | 2.43 | |||
| HIMU | iShares High Yield Muni Active ETF | 2.19 |
Historical Sortino Ratio
The chart shows JMHI's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when JMHI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does JMHI fit in your portfolio?
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