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

Correlation

The correlation between JMSI and MUST is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

JMSI vs. MUST - 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 Columbia Multi-Sector Municipal Income ETF (MUST). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
0.89%
0.48%
JMSI
MUST

Key characteristics

Sharpe Ratio

JMSI:

1.21

MUST:

0.46

Sortino Ratio

JMSI:

1.65

MUST:

0.70

Omega Ratio

JMSI:

1.24

MUST:

1.08

Calmar Ratio

JMSI:

1.81

MUST:

0.43

Martin Ratio

JMSI:

4.95

MUST:

2.05

Ulcer Index

JMSI:

0.76%

MUST:

1.23%

Daily Std Dev

JMSI:

3.12%

MUST:

5.44%

Max Drawdown

JMSI:

-4.56%

MUST:

-13.83%

Current Drawdown

JMSI:

-0.62%

MUST:

-2.51%

Returns By Period

In the year-to-date period, JMSI achieves a 0.74% return, which is significantly lower than MUST's 0.92% return.


JMSI

YTD

0.74%

1M

0.72%

6M

0.89%

1Y

3.73%

5Y*

N/A

10Y*

N/A

MUST

YTD

0.92%

1M

0.92%

6M

0.48%

1Y

2.58%

5Y*

0.75%

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. MUST - Expense Ratio Comparison

JMSI has a 0.18% expense ratio, which is lower than MUST's 0.23% 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%.


MUST
Columbia Multi-Sector Municipal Income ETF
Expense ratio chart for MUST: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
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%

Risk-Adjusted Performance

JMSI vs. MUST — 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 5252
Overall Rank
The Sharpe Ratio Rank of JMSI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JMSI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JMSI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of JMSI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JMSI is 5050
Martin Ratio Rank

MUST
The Risk-Adjusted Performance Rank of MUST is 1919
Overall Rank
The Sharpe Ratio Rank of MUST is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MUST is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MUST is 1616
Omega Ratio Rank
The Calmar Ratio Rank of MUST is 2222
Calmar Ratio Rank
The Martin Ratio Rank of MUST is 2424
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. MUST - 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 Columbia Multi-Sector Municipal Income ETF (MUST). 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 1.21, compared to the broader market0.002.004.001.210.46
The chart of Sortino ratio for JMSI, currently valued at 1.65, compared to the broader market0.005.0010.001.650.70
The chart of Omega ratio for JMSI, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.08
The chart of Calmar ratio for JMSI, currently valued at 1.81, compared to the broader market0.005.0010.0015.001.810.78
The chart of Martin ratio for JMSI, currently valued at 4.95, compared to the broader market0.0020.0040.0060.0080.00100.004.952.05
JMSI
MUST

The current JMSI Sharpe Ratio is 1.21, which is higher than the MUST Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JMSI and MUST, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.21
0.46
JMSI
MUST

Dividends

JMSI vs. MUST - Dividend Comparison

JMSI's dividend yield for the trailing twelve months is around 3.65%, more than MUST's 3.14% yield.


TTM2024202320222021202020192018
JMSI
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund
3.65%3.66%1.79%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.14%3.13%2.51%1.76%1.61%2.34%2.69%0.55%

Drawdowns

JMSI vs. MUST - Drawdown Comparison

The maximum JMSI drawdown since its inception was -4.56%, smaller than the maximum MUST drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for JMSI and MUST. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.62%
-1.25%
JMSI
MUST

Volatility

JMSI vs. MUST - Volatility Comparison

The current volatility for J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) is 0.83%, while Columbia Multi-Sector Municipal Income ETF (MUST) has a volatility of 1.73%. This indicates that JMSI experiences smaller price fluctuations and is considered to be less risky than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
0.83%
1.73%
JMSI
MUST
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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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