JPMorgan Mortgage-Backed Securities ETF (JMTG)

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The chart shows the growth of an initial investment of $10,000 in JPMorgan Mortgage-Backed Securities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jun 30, 2025, JMTG's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, your investment would double in approximately 11.6 years.

Historically, 78% of months were positive and 22% were negative. The best month was Feb 2026 with a return of +2.2%, while the worst month was Mar 2026 at -1.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, JMTG closed higher 53% of trading days. The best single day was Aug 1, 2025 with a return of +0.9%, while the worst single day was Mar 20, 2026 at -0.8%.

JPMorgan Mortgage-Backed Securities ETF has an annualized alpha of 5.72%, beta of 0.05, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 01, 2025.

• This ETF captured 32.48% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.86%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.05 may look defensive, but with R² of 0.03 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.03 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

JMTG has an expense ratio of 0.24%, which is considered low.

The table below present risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and compare them to a chosen benchmark (S&P 500 Index).

JPMorgan Mortgage-Backed Securities ETF provided a 2.81% dividend yield over the last twelve months, with an annual payout of $1.43 per share.

The table displays the monthly dividend distributions for JPMorgan Mortgage-Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the JPMorgan Mortgage-Backed Securities ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Mortgage-Backed Securities ETF was 2.64%, occurring on Mar 26, 2026. The portfolio has not yet recovered.

The current JPMorgan Mortgage-Backed Securities ETF drawdown is 1.66%.

The chart below shows the rolling one-month volatility.