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JMSI vs. RINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMSI vs. RINT - 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 Russell Investments International Developed Equity ETF (RINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMSI achieves a 1.06% return, which is significantly lower than RINT's 8.39% return.


JMSI

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

RINT

1D
-0.77%
1M
3.99%
YTD
8.39%
6M
11.05%
1Y
21.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMSI vs. RINT - Yearly Performance Comparison


Correlation

The correlation between JMSI and RINT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.32

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Return for Risk

JMSI vs. RINT — 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

RINT
RINT Risk / Return Rank: 4242
Overall Rank
RINT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 4343
Sortino Ratio Rank
RINT Omega Ratio Rank: 4444
Omega Ratio Rank
RINT Calmar Ratio Rank: 3838
Calmar Ratio Rank
RINT Martin Ratio Rank: 4444
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.

JMSI vs. RINT - 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 Russell Investments International Developed Equity ETF (RINT). 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.


JMSIRINTDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.43

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

2.05

1.85

+0.20

Martin ratioReturn relative to average drawdown

7.06

6.94

+0.13

JMSI vs. RINT - Sharpe Ratio Comparison

The current JMSI Sharpe Ratio is 2.10, which is higher than the RINT Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of JMSI and RINT, 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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Sharpe Ratios by Period


JMSIRINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.49

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.72

-0.69

Drawdowns

JMSI vs. RINT - Drawdown Comparison

The maximum JMSI drawdown since its inception was -4.57%, smaller than the maximum RINT drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for JMSI and RINT.


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Drawdown Indicators


JMSIRINTDifference

Max Drawdown

Largest peak-to-trough decline

-4.57%

-11.91%

+7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-11.91%

+8.93%

Current Drawdown

Current decline from peak

-0.87%

-0.86%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.92%

-1.82%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.16%

-2.30%

Volatility

JMSI vs. RINT - Volatility Comparison

The current volatility for J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) is 0.96%, while Russell Investments International Developed Equity ETF (RINT) has a volatility of 4.31%. This indicates that JMSI experiences smaller price fluctuations and is considered to be less risky than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMSIRINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

4.31%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

12.36%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

14.79%

-11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.73%

14.64%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.73%

14.64%

-10.91%

JMSI vs. RINT - Expense Ratio Comparison

JMSI has a 0.18% expense ratio, which is lower than RINT's 0.49% expense ratio.


Dividends

JMSI vs. RINT - Dividend Comparison

JMSI's dividend yield for the trailing twelve months is around 3.65%, more than RINT's 0.82% yield.


Frequently Asked Questions


JMSI and RINT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.31%) compared to JMSI (0.96%). In terms of maximum drawdown, JMSI dropped -4.57% vs RINT's -11.91%.

On 1-year performance, RINT leads with 21.90% vs 6.08% for JMSI. On fees, JMSI is cheaper at 0.18% per year. On volatility, JMSI has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RINT has performed better with a 21.90% return vs 6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JMSI is cheaper with a 0.18% expense ratio, compared with 0.49% for RINT.

JMSI has the higher dividend yield at 3.65%, compared with 0.82% for RINT.

JMSI is categorized as Municipal Bonds, while RINT is Foreign Large Cap Equities. They also come from different issuers: JPMorgan and Russell. Their fees differ too: 0.18% for JMSI and 0.49% for RINT.

JMSI currently has the higher Sharpe Ratio (2.10 vs 1.49), 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.

Portfolio Optimizer

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