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JMTG vs. DEED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMTG vs. DEED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mortgage-Backed Securities ETF (JMTG) and First Trust TCW Securitized Plus ETF (DEED). The values are adjusted to include any dividend payments, if applicable.

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JMTG vs. DEED - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JMTG achieves a 0.60% return, which is significantly higher than DEED's -0.24% return.


JMTG

1D
0.01%
1M
-1.21%
YTD
0.60%
6M
1.93%
1Y
3Y*
5Y*
10Y*

DEED

1D
-0.05%
1M
-2.10%
YTD
-0.24%
6M
1.63%
1Y
4.96%
3Y*
4.60%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMTG vs. DEED - Expense Ratio Comparison

JMTG has a 0.24% expense ratio, which is lower than DEED's 0.65% expense ratio.


Return for Risk

JMTG vs. DEED — Risk / Return Rank

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

JMTG

DEED
DEED Risk / Return Rank: 5353
Overall Rank
DEED Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DEED Sortino Ratio Rank: 5656
Sortino Ratio Rank
DEED Omega Ratio Rank: 4646
Omega Ratio Rank
DEED Calmar Ratio Rank: 5959
Calmar Ratio Rank
DEED Martin Ratio Rank: 4646
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.

JMTG vs. DEED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and First Trust TCW Securitized Plus ETF (DEED). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JMTG vs. DEED - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JMTGDEEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

0.18

+1.47

Correlation

The correlation between JMTG and DEED is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JMTG vs. DEED - Dividend Comparison

JMTG's dividend yield for the trailing twelve months is around 3.16%, less than DEED's 4.17% yield.


TTM202520242023202220212020
JMTG
JPMorgan Mortgage-Backed Securities ETF
3.16%2.10%0.00%0.00%0.00%0.00%0.00%
DEED
First Trust TCW Securitized Plus ETF
4.17%4.10%5.73%5.59%2.43%1.93%1.60%

Drawdowns

JMTG vs. DEED - Drawdown Comparison

The maximum JMTG drawdown since its inception was -2.64%, smaller than the maximum DEED drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for JMTG and DEED.


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Drawdown Indicators


JMTGDEEDDifference

Max Drawdown

Largest peak-to-trough decline

-2.64%

-19.96%

+17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

Current Drawdown

Current decline from peak

-1.65%

-2.59%

+0.94%

Average Drawdown

Average peak-to-trough decline

-0.46%

-6.75%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

JMTG vs. DEED - Volatility Comparison


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Volatility by Period


JMTGDEEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

4.65%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

6.52%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

6.03%

-2.36%