DSCO vs. JMTG
DSCO (DoubleLine Securitized Credit ETF) and JMTG (JPMorgan Mortgage-Backed Securities ETF) are both Mortgage Backed Securities funds. Both are actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. DSCO charges 0.50%/yr vs 0.24%/yr for JMTG.
Performance
DSCO vs. JMTG - Performance Comparison
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Returns By Period
DSCO
- 1D
- 0.10%
- 1M
- -0.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
JMTG
- 1D
- 0.22%
- 1M
- -0.92%
- 6M
- -0.08%
- YTD
- 0.28%
- 1Y
- 4.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.41M | $2.41M | $1.73M | |
| $24.75M | $27.99M | $36.83M |
DSCO vs. JMTG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DSCO DoubleLine Securitized Credit ETF | 1.27% |
JMTG JPMorgan Mortgage-Backed Securities ETF | 0.16% |
Correlation
The correlation between DSCO and JMTG is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026 | 0.40 |
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Return for Risk
DSCO vs. JMTG — Risk / Return Rank
DSCO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JMTG
DSCO vs. JMTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Securitized Credit ETF (DSCO) and JPMorgan Mortgage-Backed Securities ETF (JMTG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSCO | JMTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.76 | — |
| Martin ratioReturn relative to average drawdown | — | 4.56 | — |
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Drawdowns
DSCO vs. JMTG - Drawdown Comparison
The maximum DSCO drawdown since its inception was -1.64%, smaller than the maximum JMTG drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for DSCO and JMTG.
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Drawdown Indicators
| DSCO | JMTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.64% | -2.78% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.78% | — |
Current DrawdownCurrent decline from peak | -0.26% | -1.96% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -0.79% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.07% | — |
Volatility
DSCO vs. JMTG - Volatility Comparison
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Volatility by Period
| DSCO | JMTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.85% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.42% | 3.66% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.42% | 3.66% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.42% | 3.66% | -1.24% |
DSCO vs. JMTG - Expense Ratio Comparison
DSCO has a 0.50% expense ratio, which is higher than JMTG's 0.24% expense ratio.
Dividends
DSCO vs. JMTG - Dividend Comparison
DSCO's dividend yield for the trailing twelve months is around 2.26%, less than JMTG's 4.33% yield.
| Position | TTM | 2025 |
|---|---|---|
DSCO DoubleLine Securitized Credit ETF | 2.26% | 0.00% |
JMTG JPMorgan Mortgage-Backed Securities ETF | 4.33% | 2.10% |
Frequently Asked Questions
DSCO and JMTG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMTG is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMTG is cheaper with a 0.24% expense ratio, compared with 0.50% for DSCO.
JMTG has the higher dividend yield at 4.33%, compared with 2.26% for DSCO.
They also come from different issuers: DoubleLine and JPMorgan. Their fees differ too: 0.50% for DSCO and 0.24% for JMTG.
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