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JMSI vs. AMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMSI vs. AMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) and abrdn Ultra Short Municipal Income Active ETF (AMUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JMSI having a 1.06% return and AMUN slightly higher at 1.11%.


JMSI

1D
-0.13%
1M
0.57%
YTD
1.06%
6M
1.41%
1Y
6.08%
3Y*
5Y*
10Y*

AMUN

1D
-0.02%
1M
0.32%
YTD
1.11%
6M
1.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMSI vs. AMUN - Yearly Performance Comparison


Correlation

The correlation between JMSI and AMUN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

0.21

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Return for Risk

JMSI vs. AMUN — Risk / Return Rank

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

JMSI
JMSI Risk / Return Rank: 5858
Overall Rank
JMSI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JMSI Sortino Ratio Rank: 6868
Sortino Ratio Rank
JMSI Omega Ratio Rank: 7373
Omega Ratio Rank
JMSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
JMSI Martin Ratio Rank: 4444
Martin Ratio Rank

AMUN
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.

JMSI vs. AMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) and abrdn Ultra Short Municipal Income Active ETF (AMUN). 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.


JMSIAMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.05

Martin ratioReturn relative to average drawdown

7.06

JMSI vs. AMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JMSIAMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

2.05

-1.02

Drawdowns

JMSI vs. AMUN - Drawdown Comparison

The maximum JMSI drawdown since its inception was -4.57%, which is greater than AMUN's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for JMSI and AMUN.


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Drawdown Indicators


JMSIAMUNDifference

Max Drawdown

Largest peak-to-trough decline

-4.57%

-0.61%

-3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

Current Drawdown

Current decline from peak

-0.87%

-0.02%

-0.85%

Average Drawdown

Average peak-to-trough decline

-0.92%

-0.09%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

JMSI vs. AMUN - Volatility Comparison


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Volatility by Period


JMSIAMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

1.01%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

1.01%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.73%

1.01%

+2.72%

JMSI vs. AMUN - Expense Ratio Comparison

JMSI has a 0.18% expense ratio, which is lower than AMUN's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JMSI vs. AMUN - Dividend Comparison

JMSI's dividend yield for the trailing twelve months is around 3.65%, more than AMUN's 1.89% yield.


Frequently Asked Questions


JMSI and AMUN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMSI is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMSI is cheaper with a 0.18% expense ratio, compared with 0.25% for AMUN.

JMSI has the higher dividend yield at 3.65%, compared with 1.89% for AMUN.

They also come from different issuers: JPMorgan and abrdn. Their fees differ too: 0.18% for JMSI and 0.25% for AMUN.

Portfolio Optimizer

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