JMTG vs. NSCI
JMTG (JPMorgan Mortgage-Backed Securities ETF) and NSCI (Nuveen Securitized Income ETF) are both Mortgage Backed Securities funds. Both are actively managed. A 0.52 correlation means they provide meaningful diversification when combined. JMTG charges 0.24%/yr vs 0.38%/yr for NSCI.
Performance
JMTG vs. NSCI - Performance Comparison
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Returns By Period
In the year-to-date period, JMTG achieves a 0.66% return, which is significantly lower than NSCI's 2.25% return.
JMTG
- 1D
- -0.46%
- 1M
- 0.57%
- 6M
- 0.62%
- YTD
- 0.66%
- 1Y
- 5.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NSCI
- 1D
- -0.08%
- 1M
- 0.34%
- 6M
- 2.21%
- YTD
- 2.25%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMTG vs. NSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JMTG JPMorgan Mortgage-Backed Securities ETF | 0.66% | 1.40% |
NSCI Nuveen Securitized Income ETF | 2.25% | 1.66% |
Correlation
The correlation between JMTG and NSCI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.52 |
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Return for Risk
JMTG vs. NSCI — Risk / Return Rank
JMTG
NSCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JMTG vs. NSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and Nuveen Securitized Income ETF (NSCI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMTG | NSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | — | — |
| Martin ratioReturn relative to average drawdown | 5.34 | — | — |
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Drawdowns
JMTG vs. NSCI - Drawdown Comparison
The maximum JMTG drawdown since its inception was -2.78%, which is greater than NSCI's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for JMTG and NSCI.
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Drawdown Indicators
| JMTG | NSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.78% | -1.10% | -1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | — | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.08% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -0.73% | -0.17% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | — | — |
Volatility
JMTG vs. NSCI - Volatility Comparison
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Volatility by Period
| JMTG | NSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.68% | 1.29% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.71% | 1.29% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.71% | 1.29% | +2.42% |
JMTG vs. NSCI - Expense Ratio Comparison
JMTG has a 0.24% expense ratio, which is lower than NSCI's 0.38% expense ratio.
Dividends
JMTG vs. NSCI - Dividend Comparison
JMTG's dividend yield for the trailing twelve months is around 4.31%, more than NSCI's 3.45% yield.
| Position | TTM | 2025 |
|---|---|---|
JMTG JPMorgan Mortgage-Backed Securities ETF | 4.31% | 2.10% |
NSCI Nuveen Securitized Income ETF | 3.45% | 1.09% |
Frequently Asked Questions
JMTG and NSCI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMTG is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMTG is cheaper with a 0.24% expense ratio, compared with 0.38% for NSCI.
JMTG has the higher dividend yield at 4.31%, compared with 3.45% for NSCI.
They also come from different issuers: JPMorgan and Nuveen. Their fees differ too: 0.24% for JMTG and 0.38% for NSCI.
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