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. Their 0.53 correlation means they have sometimes moved together and sometimes differently. JMTG charges 0.24%/yr vs 0.38%/yr for NSCI.
Performance
JMTG vs. NSCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JMTG achieves a 0.28% return, which is significantly lower than NSCI's 2.46% return.
JMTG
- 1D
- 0.22%
- 1M
- -0.92%
- 6M
- -0.08%
- YTD
- 0.28%
- 1Y
- 4.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.93%
NSCI
- 1D
- 0.04%
- 1M
- 0.25%
- 6M
- 2.09%
- YTD
- 2.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.75M | $27.99M | $36.83M | |
| $1.69M | $1.53M | $994.13K |
JMTG vs. NSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JMTG JPMorgan Mortgage-Backed Securities ETF | 0.28% | 1.40% |
NSCI Nuveen Securitized Income ETF | 2.46% | 1.66% |
Correlation
The correlation between JMTG and NSCI is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.53 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | — | — |
| Martin ratioReturn relative to average drawdown | 4.56 | — | — |
Loading charts...
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.
Loading charts...
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 | -1.96% | -0.04% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -0.16% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | — | — |
Volatility
JMTG vs. NSCI - Volatility Comparison
Loading charts...
Volatility by Period
| JMTG | NSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 1.28% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.66% | 1.28% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.66% | 1.28% | +2.38% |
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 4.33%, more than NSCI's 3.44% yield.
| Position | TTM | 2025 |
|---|---|---|
JMTG JPMorgan Mortgage-Backed Securities ETF | 4.33% | 2.10% |
NSCI Nuveen Securitized Income ETF | 3.44% | 1.09% |
Frequently Asked Questions
JMTG and NSCI have a correlation of 0.53, 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 4.33%, compared with 3.44% for NSCI.
They also come from different issuers: JPMorgan and Nuveen. Their fees differ too: 0.24% for JMTG and 0.38% for NSCI.
Find the right allocation for JMTG and NSCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer