FTSM vs. JPST

In the year-to-date period, FTSM achieves a 1.69% return, which is significantly lower than JPST's 1.79% return.

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FTSM has a 0.25% expense ratio, which is higher than JPST's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) and JPMorgan Ultra-Short Income ETF (JPST). 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.

The current FTSM Sharpe Ratio is 9.52, which is comparable to the JPST Sharpe Ratio of 8.74. The chart below compares the historical Sharpe Ratios of FTSM and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FTSM's dividend yield for the trailing twelve months is around 4.68%, less than JPST's 4.90% yield.

The maximum FTSM drawdown since its inception was -4.12%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for FTSM and JPST. For additional features, visit the drawdowns tool.

First Trust Enhanced Short Maturity ETF (FTSM) and JPMorgan Ultra-Short Income ETF (JPST) have volatilities of 0.21% and 0.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.