JMTG vs. JPLD

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Mortgage-Backed Securities ETF (JMTG) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).

JMTG and JPLD 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. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.

Performance

JMTG vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mortgage-Backed Securities ETF (JMTG) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

JMTG vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025
JMTG JPMorgan Mortgage-Backed Securities ETF	0.59%	3.90%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	0.50%	2.70%

Returns By Period

In the year-to-date period, JMTG achieves a 0.59% return, which is significantly higher than JPLD's 0.50% return.

JMTG

• 1D: 0.28%
• 1M: -1.66%
• YTD: 0.59%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPLD

• 1D: 0.12%
• 1M: -0.50%
• YTD: 0.50%
• 6M: 1.56%
• 1Y: 4.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JMTG vs. JPLD - Expense Ratio Comparison

Both JMTG and JPLD have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

JMTG

JPMorgan Mortgage-Backed Securities ETF

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

Return for Risk

JMTG vs. JPLD — Risk / Return Rank

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

JPLD

JPLD Risk / Return Rank: 96
JPLD Sharpe Ratio Rank: 96
JPLD Sortino Ratio Rank: 98
JPLD Omega Ratio Rank: 97
JPLD Calmar Ratio Rank: 95
JPLD Martin Ratio Rank: 97

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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.

Sharpe Ratios by Period

	JMTG	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.65	3.30	-1.65

Correlation

The correlation between JMTG and JPLD is 0.57, 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.

Dividends

JMTG vs. JPLD - Dividend Comparison

JMTG's dividend yield for the trailing twelve months is around 2.81%, less than JPLD's 4.22% yield.

	TTM	2025	2024	2023
JMTG JPMorgan Mortgage-Backed Securities ETF	2.81%	2.10%	0.00%	0.00%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.22%	4.24%	4.47%	1.83%

Drawdowns

JMTG vs. JPLD - Drawdown Comparison

The maximum JMTG drawdown since its inception was -2.64%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JMTG and JPLD.

Drawdown Indicators

	JMTG	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-2.64%	-1.17%	-1.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.17%	—
Current Drawdown Current decline from peak	-1.66%	-0.62%	-1.04%
Average Drawdown Average peak-to-trough decline	-0.46%	-0.14%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.24%	—

Volatility

Volatility by Period

	JMTG	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.68%	1.79%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.68%	1.86%	+1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.68%	1.86%	+1.82%