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JMTG vs. SPMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMTG vs. SPMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mortgage-Backed Securities ETF (JMTG) and SPDR Portfolio Mortgage Backed Bond ETF (SPMB). The values are adjusted to include any dividend payments, if applicable.

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JMTG vs. SPMB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JMTG achieves a 0.59% return, which is significantly higher than SPMB's 0.51% return.


JMTG

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

SPMB

1D
0.31%
1M
-1.58%
YTD
0.51%
6M
1.98%
1Y
5.73%
3Y*
4.11%
5Y*
0.37%
10Y*
1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMTG vs. SPMB - Expense Ratio Comparison

JMTG has a 0.24% expense ratio, which is higher than SPMB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JMTG vs. SPMB — Risk / Return Rank

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

JMTG

SPMB
SPMB Risk / Return Rank: 6666
Overall Rank
SPMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPMB Omega Ratio Rank: 5959
Omega Ratio Rank
SPMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPMB Martin Ratio Rank: 6060
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. SPMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) and SPDR Portfolio Mortgage Backed Bond ETF (SPMB). 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. SPMB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JMTGSPMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

0.34

+1.31

Correlation

The correlation between JMTG and SPMB is 0.92, 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. SPMB - Dividend Comparison

JMTG's dividend yield for the trailing twelve months is around 2.81%, less than SPMB's 4.02% yield.


TTM20252024202320222021202020192018201720162015
JMTG
JPMorgan Mortgage-Backed Securities ETF
2.81%2.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.02%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%

Drawdowns

JMTG vs. SPMB - Drawdown Comparison

The maximum JMTG drawdown since its inception was -2.64%, smaller than the maximum SPMB drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for JMTG and SPMB.


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Drawdown Indicators


JMTGSPMBDifference

Max Drawdown

Largest peak-to-trough decline

-2.64%

-18.03%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-1.66%

-1.58%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.46%

-2.87%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

Volatility

JMTG vs. SPMB - Volatility Comparison


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Volatility by Period


JMTGSPMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

4.88%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.68%

6.73%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

7.59%

-3.91%