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JMSI vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JMSI and JPST is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

JMSI vs. JPST - 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 JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
0.87%
2.37%
JMSI
JPST

Key characteristics

Sharpe Ratio

JMSI:

1.15

JPST:

10.99

Sortino Ratio

JMSI:

1.55

JPST:

24.83

Omega Ratio

JMSI:

1.23

JPST:

5.61

Calmar Ratio

JMSI:

1.71

JPST:

56.50

Martin Ratio

JMSI:

4.68

JPST:

298.14

Ulcer Index

JMSI:

0.76%

JPST:

0.02%

Daily Std Dev

JMSI:

3.11%

JPST:

0.51%

Max Drawdown

JMSI:

-4.56%

JPST:

-3.28%

Current Drawdown

JMSI:

-0.85%

JPST:

0.00%

Returns By Period

In the year-to-date period, JMSI achieves a 0.51% return, which is significantly lower than JPST's 0.68% return.


JMSI

YTD

0.51%

1M

0.87%

6M

0.82%

1Y

3.54%

5Y*

N/A

10Y*

N/A

JPST

YTD

0.68%

1M

0.44%

6M

2.33%

1Y

5.55%

5Y*

2.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JMSI vs. JPST - Expense Ratio Comparison

Both JMSI and JPST have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


JMSI
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund
Expense ratio chart for JMSI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for JPST: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

JMSI vs. JPST — Risk-Adjusted Performance Rank

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

JMSI
The Risk-Adjusted Performance Rank of JMSI is 4848
Overall Rank
The Sharpe Ratio Rank of JMSI is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of JMSI is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JMSI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of JMSI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JMSI is 4646
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 100100
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JMSI vs. JPST - Risk-Adjusted Performance 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 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.


Sharpe ratio
The chart of Sharpe ratio for JMSI, currently valued at 1.15, compared to the broader market0.002.004.001.1510.99
The chart of Sortino ratio for JMSI, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.5524.83
The chart of Omega ratio for JMSI, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.235.61
The chart of Calmar ratio for JMSI, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.7156.50
The chart of Martin ratio for JMSI, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.00100.004.68298.14
JMSI
JPST

The current JMSI Sharpe Ratio is 1.15, which is lower than the JPST Sharpe Ratio of 10.99. The chart below compares the historical Sharpe Ratios of JMSI 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.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00SeptemberOctoberNovemberDecember2025February
1.15
10.99
JMSI
JPST

Dividends

JMSI vs. JPST - Dividend Comparison

JMSI's dividend yield for the trailing twelve months is around 3.66%, less than JPST's 5.09% yield.


TTM20242023202220212020201920182017
JMSI
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund
3.66%3.66%1.79%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
5.09%5.16%4.80%1.83%0.73%1.43%2.68%2.07%0.96%

Drawdowns

JMSI vs. JPST - Drawdown Comparison

The maximum JMSI drawdown since its inception was -4.56%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for JMSI and JPST. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.85%
0
JMSI
JPST

Volatility

JMSI vs. JPST - Volatility Comparison

J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) has a higher volatility of 0.87% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.13%. This indicates that JMSI's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%SeptemberOctoberNovemberDecember2025February
0.87%
0.13%
JMSI
JPST
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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