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JMHI vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMHI vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan High Yield Municipal ETF (JMHI) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMHI achieves a 2.29% return, which is significantly higher than CSHP's 1.79% return.


JMHI

1D
0.29%
1M
1.69%
YTD
2.29%
6M
2.46%
1Y
6.56%
3Y*
5Y*
10Y*

CSHP

1D
-0.04%
1M
0.23%
YTD
1.79%
6M
1.85%
1Y
3.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMHI vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
JMHI
JPMorgan High Yield Municipal ETF
2.29%4.60%2.04%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.79%4.10%2.24%

Correlation

The correlation between JMHI and CSHP is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

-0.22

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Return for Risk

JMHI vs. CSHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMHI
JMHI Risk / Return Rank: 6868
Overall Rank
JMHI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JMHI Sortino Ratio Rank: 7878
Sortino Ratio Rank
JMHI Omega Ratio Rank: 8282
Omega Ratio Rank
JMHI Calmar Ratio Rank: 5252
Calmar Ratio Rank
JMHI Martin Ratio Rank: 5252
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JMHI vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Municipal ETF (JMHI) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


JMHICSHPDifference
Sharpe ratioReturn per unit of total volatility

-8.73

Sortino ratioReturn per unit of downside risk

-23.16

Omega ratioGain probability vs. loss probability

1.42

6.09

-4.67

Calmar ratioReturn relative to maximum drawdown

2.24

48.60

-46.35

Martin ratioReturn relative to average drawdown

7.81

338.28

-330.47

JMHI vs. CSHP - Sharpe Ratio Comparison

The current JMHI Sharpe Ratio is 2.07, which is lower than the CSHP Sharpe Ratio of 10.81. The chart below compares the historical Sharpe Ratios of JMHI and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JMHI vs. CSHP - Drawdown Comparison

The maximum JMHI drawdown since its inception was -7.11%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for JMHI and CSHP.


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Drawdown Indicators


JMHICSHPDifference

Max Drawdown

Largest peak-to-trough decline

-7.11%

-0.08%

-7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-0.08%

-2.85%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.00%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.01%

+0.83%

Volatility

JMHI vs. CSHP - Volatility Comparison

JPMorgan High Yield Municipal ETF (JMHI) has a higher volatility of 0.80% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that JMHI's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMHICSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.16%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

0.27%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

0.36%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

0.41%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

0.41%

+4.05%

JMHI vs. CSHP - Expense Ratio Comparison

JMHI has a 0.35% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

JMHI vs. CSHP - Dividend Comparison

JMHI's dividend yield for the trailing twelve months is around 4.51%, more than CSHP's 3.92% yield.


PositionTTM202520242023
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.92%5.39%1.96%0.00%
JMHI
JPMorgan High Yield Municipal ETF
4.51%4.42%4.49%2.48%

Frequently Asked Questions


JMHI and CSHP have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMHI has higher volatility (0.80%) compared to CSHP (0.16%). In terms of maximum drawdown, JMHI dropped -7.11% vs CSHP's -0.08%.

On 1-year performance, JMHI leads with 6.56% vs 3.89% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JMHI has performed better with a 6.56% return vs 3.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.35% for JMHI.

JMHI has the higher dividend yield at 4.51%, compared with 3.92% for CSHP.

JMHI is categorized as High Yield Muni, while CSHP is Ultrashort Bond. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JMHI and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (10.81 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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