JPME vs. PTMC
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF) and PTMC (Pacer Trendpilot US Mid Cap ETF) are both Mid Cap Blend Equities funds - JPME tracks the JPMorgan Diversified Factor US Mid Cap Equity Index while PTMC tracks the Pacer Trendpilot US Mid Cap Index. Both are passively managed. Over the past 10 years, JPME returned 11.69%/yr vs 6.77%/yr for PTMC. A 0.74 correlation means they provide meaningful diversification when combined. JPME charges 0.24%/yr vs 0.60%/yr for PTMC.
Performance
JPME vs. PTMC - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JPME having a 15.68% return and PTMC slightly higher at 15.95%. Over the past 10 years, JPME has outperformed PTMC with an annualized return of 11.69%, while PTMC has yielded a comparatively lower 6.77% annualized return.
JPME
- 1D
- 0.14%
- 1M
- 2.46%
- YTD
- 15.68%
- 6M
- 14.25%
- 1Y
- 23.26%
- 3Y*
- 15.04%
- 5Y*
- 9.25%
- 10Y*
- 11.69%
PTMC
- 1D
- -0.13%
- 1M
- 2.67%
- YTD
- 15.95%
- 6M
- 13.66%
- 1Y
- 20.80%
- 3Y*
- 10.26%
- 5Y*
- 4.12%
- 10Y*
- 6.77%
JPME vs. PTMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPME JPMorgan Diversified Return US Mid Cap Equity ETF | 15.68% | 8.26% | 13.55% | 11.28% | -10.12% | 28.90% | 8.46% | 25.87% | -8.92% | 19.09% |
PTMC Pacer Trendpilot US Mid Cap ETF | 15.95% | -1.55% | 13.22% | 7.29% | -13.99% | 12.42% | 6.58% | 1.04% | 0.02% | 17.79% |
Correlation
The correlation between JPME and PTMC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since May 18, 2016 | 0.74 |
The correlation between JPME and PTMC shifts across timeframes, from 0.73 (5 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JPME vs. PTMC — Risk / Return Rank
JPME
PTMC
JPME vs. PTMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and Pacer Trendpilot US Mid Cap ETF (PTMC). 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.
| JPME | PTMC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.35 | +1.07 |
| Martin ratioReturn relative to average drawdown | 12.64 | 8.56 | +4.08 |
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Drawdowns
JPME vs. PTMC - Drawdown Comparison
The maximum JPME drawdown since its inception was -41.01%, which is greater than PTMC's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for JPME and PTMC.
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Drawdown Indicators
| JPME | PTMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -20.53% | -20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.84% | -8.89% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -15.31% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -16.93% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -20.53% | -20.48% |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -6.44% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.44% | -0.60% |
Volatility
JPME vs. PTMC - Volatility Comparison
The current volatility for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) is 3.26%, while Pacer Trendpilot US Mid Cap ETF (PTMC) has a volatility of 4.34%. This indicates that JPME experiences smaller price fluctuations and is considered to be less risky than PTMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPME | PTMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 4.34% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 11.78% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 15.72% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 13.24% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 12.94% | +4.74% |
JPME vs. PTMC - Expense Ratio Comparison
JPME has a 0.24% expense ratio, which is lower than PTMC's 0.60% expense ratio.
Dividends
JPME vs. PTMC - Dividend Comparison
JPME's dividend yield for the trailing twelve months is around 1.76%, more than PTMC's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPME JPMorgan Diversified Return US Mid Cap Equity ETF | 1.76% | 2.03% | 1.77% | 1.84% | 1.84% | 1.44% | 1.51% | 1.68% | 1.80% | 1.17% | 0.91% |
PTMC Pacer Trendpilot US Mid Cap ETF | 1.59% | 1.84% | 0.87% | 1.92% | 0.82% | 0.12% | 0.53% | 1.40% | 0.89% | 0.67% | 0.66% |
Frequently Asked Questions
With a correlation of 0.91, JPME and PTMC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTMC has higher volatility (4.34%) compared to JPME (3.26%). In terms of maximum drawdown, JPME dropped -41.01% vs PTMC's -20.53%.
On 10-year performance, JPME leads with 11.69% vs 6.77% for PTMC. On fees, JPME is cheaper at 0.24% per year. On volatility, JPME has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, JPME has performed better with a 11.69% return vs 6.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JPME is cheaper with a 0.24% expense ratio, compared with 0.60% for PTMC.
JPME has the higher dividend yield at 1.76%, compared with 1.59% for PTMC.
JPME tracks JPMorgan Diversified Factor US Mid Cap Equity Index, while PTMC tracks Pacer Trendpilot US Mid Cap Index. They also come from different issuers: JPMorgan and Pacer. Their fees differ too: 0.24% for JPME and 0.60% for PTMC.
JPME currently has the higher Sharpe Ratio (1.93 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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