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JMTG vs. FTSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JMTG vs. FTSD

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Mortgage-Backed Securities ETF (JMTG) and Franklin Short Duration U.S. Government ETF (FTSD).

JMTG and FTSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMTG is an actively managed fund by JPMorgan. It was launched on Aug 18, 2000. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013.

Performance

JMTG vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mortgage-Backed Securities ETF (JMTG) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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JMTG vs. FTSD - Yearly Performance Comparison

2026 (YTD)2025
JMTG
JPMorgan Mortgage-Backed Securities ETF		0.60%3.90%
FTSD
Franklin Short Duration U.S. Government ETF		0.47%2.90%

Returns By Period

In the year-to-date period, JMTG achieves a 0.60% return, which is significantly higher than FTSD's 0.47% return.

JMTG

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

FTSD

1D
0.07%
1M
0.02%
YTD
0.47%
6M
1.93%
1Y
4.67%
3Y*
4.85%
5Y*
2.41%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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JPMorgan Mortgage-Backed Securities ETF

Franklin Short Duration U.S. Government ETF

Often compared with JMTG:
JMTG vs. SPMBJMTG vs. PMBSJMTG vs. MBBJMTG vs. LMBSJMTG vs. CMBSJMTG vs. JMBSJMTG vs. VMBS
Often compared with FTSD:
FTSD vs. USFRFTSD vs. SGOVFTSD vs. FXAIXFTSD vs. PULSFTSD vs. FLRTFTSD vs. VFIAXFTSD vs. SPIB

JMTG vs. FTSD - Expense Ratio Comparison

JMTG has a 0.24% expense ratio, which is lower than FTSD'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%.

FTSD
Franklin Short Duration U.S. Government ETF
JMTG
JPMorgan Mortgage-Backed Securities ETF

Return for Risk

JMTG vs. FTSD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JMTG
FTSD
FTSD Risk / Return Rank: 9696
Overall Rank
FTSD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9797
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9898
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and Franklin Short Duration U.S. Government ETF (FTSD). 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. FTSD - Sharpe Ratio Comparison

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Sharpe Ratios by Period

JMTGFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.39

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.32

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.16

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

1.04

+0.61

Correlation

The correlation between JMTG and FTSD is 0.39, 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.

Dividends

JMTG vs. FTSD - Dividend Comparison

JMTG's dividend yield for the trailing twelve months is around 3.16%, less than FTSD's 4.54% yield.

TTM20252024202320222021202020192018201720162015
JMTG
JPMorgan Mortgage-Backed Securities ETF		3.16%2.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSD
Franklin Short Duration U.S. Government ETF		4.54%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Drawdowns

JMTG vs. FTSD - Drawdown Comparison

The maximum JMTG drawdown since its inception was -2.64%, smaller than the maximum FTSD drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for JMTG and FTSD.

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Drawdown Indicators

JMTGFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-2.64%

-5.32%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

—

-0.93%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-5.08%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-5.32%

—

Current Drawdown

Current decline from peak

-1.65%

-0.07%

-1.58%

Average Drawdown

Average peak-to-trough decline

-0.46%

-0.61%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

0.20%

—

Volatility

JMTG vs. FTSD - Volatility Comparison

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Volatility by Period

JMTGFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

0.53%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

0.87%

—

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

1.96%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

1.83%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

1.79%

+1.88%