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LMBS vs. JPST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMBS vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Mortgage Opportunities ETF (LMBS) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LMBS achieves a 1.24% return, which is significantly lower than JPST's 1.40% return.


LMBS

1D
-0.10%
1M
0.11%
YTD
1.24%
6M
1.47%
1Y
6.09%
3Y*
5.73%
5Y*
3.03%
10Y*
2.67%

JPST

1D
0.00%
1M
0.35%
YTD
1.40%
6M
1.74%
1Y
4.31%
3Y*
5.16%
5Y*
3.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMBS vs. JPST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMBS
First Trust Low Duration Mortgage Opportunities ETF
1.24%7.05%5.15%6.10%-3.07%-0.91%1.64%4.10%1.62%0.73%
JPST
JPMorgan Ultra-Short Income ETF
1.40%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%1.00%

Correlation

The correlation between LMBS and JPST is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 22, 2017

0.33

The correlation between LMBS and JPST shifts across timeframes, from 0.33 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LMBS vs. JPST — Risk / Return Rank

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

LMBS
LMBS Risk / Return Rank: 8888
Overall Rank
LMBS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LMBS Sortino Ratio Rank: 9393
Sortino Ratio Rank
LMBS Omega Ratio Rank: 9292
Omega Ratio Rank
LMBS Calmar Ratio Rank: 8181
Calmar Ratio Rank
LMBS Martin Ratio Rank: 8686
Martin Ratio Rank

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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.

LMBS vs. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Mortgage Opportunities ETF (LMBS) and JPMorgan Ultra-Short Income ETF (JPST). 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.


LMBSJPSTDifference
Sharpe ratioReturn per unit of total volatility

-4.99

Sortino ratioReturn per unit of downside risk

-12.81

Omega ratioGain probability vs. loss probability

1.62

3.94

-2.32

Calmar ratioReturn relative to maximum drawdown

4.28

29.16

-24.88

Martin ratioReturn relative to average drawdown

18.25

144.13

-125.88

LMBS vs. JPST - Sharpe Ratio Comparison

The current LMBS Sharpe Ratio is 3.10, which is lower than the JPST Sharpe Ratio of 8.09. The chart below compares the historical Sharpe Ratios of LMBS and JPST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LMBSJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

8.09

-4.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

6.32

-5.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

3.20

-2.07

Drawdowns

LMBS vs. JPST - Drawdown Comparison

The maximum LMBS drawdown since its inception was -6.49%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for LMBS and JPST.


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Drawdown Indicators


LMBSJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-6.49%

-3.28%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-0.15%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.72%

-0.30%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-0.79%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-6.49%

Current Drawdown

Current decline from peak

-0.34%

-0.02%

-0.32%

Average Drawdown

Average peak-to-trough decline

-0.80%

-0.08%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.03%

+0.30%

Volatility

LMBS vs. JPST - Volatility Comparison

First Trust Low Duration Mortgage Opportunities ETF (LMBS) has a higher volatility of 0.68% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that LMBS's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMBSJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.15%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

0.36%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

1.97%

0.54%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

0.58%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

0.93%

+1.43%

LMBS vs. JPST - Expense Ratio Comparison

LMBS has a 0.68% expense ratio, which is higher than JPST's 0.18% expense ratio.


Dividends

LMBS vs. JPST - Dividend Comparison

LMBS's dividend yield for the trailing twelve months is around 4.10%, less than JPST's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
JPST
JPMorgan Ultra-Short Income ETF
4.26%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%
LMBS
First Trust Low Duration Mortgage Opportunities ETF
4.10%4.08%4.28%3.96%2.22%2.04%2.27%2.55%2.76%2.73%2.84%3.03%

Frequently Asked Questions


LMBS and JPST have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LMBS has higher volatility (0.68%) compared to JPST (0.15%). In terms of maximum drawdown, LMBS dropped -6.49% vs JPST's -3.28%.

On 5-year performance, JPST leads with 3.61% vs 3.03% for LMBS. On fees, JPST is cheaper at 0.18% per year. On volatility, JPST has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JPST has performed better with a 3.61% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPST is cheaper with a 0.18% expense ratio, compared with 0.68% for LMBS.

JPST has the higher dividend yield at 4.26%, compared with 4.10% for LMBS.

LMBS is categorized as Mortgage Backed Securities, while JPST is Ultrashort Bond. They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.68% for LMBS and 0.18% for JPST.

JPST currently has the higher Sharpe Ratio (8.09 vs 3.10), 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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