MTCIX vs. JMST
Compare and contrast key facts about MFS Technology Fund (MTCIX) and JPMorgan Ultra-Short Municipal Income ETF (JMST).
MTCIX is managed by MFS. It was launched on Jan 1, 1997. JMST is an actively managed fund by JPMorgan Chase. It was launched on Oct 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTCIX or JMST.
Performance
MTCIX vs. JMST - Performance Comparison
Returns By Period
In the year-to-date period, MTCIX achieves a 34.34% return, which is significantly higher than JMST's 3.05% return.
MTCIX
34.34%
4.02%
12.05%
28.32%
9.72%
12.35%
JMST
3.05%
0.37%
1.98%
3.78%
1.83%
N/A
Key characteristics
| MTCIX | JMST | |
|---|---|---|
| Sharpe Ratio | 1.27 | 4.99 |
| Sortino Ratio | 1.69 | 8.94 |
| Omega Ratio | 1.25 | 2.24 |
| Calmar Ratio | 0.84 | 22.56 |
| Martin Ratio | 6.27 | 99.34 |
| Ulcer Index | 4.52% | 0.04% |
| Daily Std Dev | 22.37% | 0.76% |
| Max Drawdown | -81.20% | -2.41% |
| Current Drawdown | -7.26% | 0.00% |
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MTCIX vs. JMST - Expense Ratio Comparison
MTCIX has a 0.88% expense ratio, which is higher than JMST's 0.18% expense ratio.
Correlation
The correlation between MTCIX and JMST is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MTCIX vs. JMST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Technology Fund (MTCIX) and JPMorgan Ultra-Short Municipal Income ETF (JMST). 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.
Dividends
MTCIX vs. JMST - Dividend Comparison
MTCIX has not paid dividends to shareholders, while JMST's dividend yield for the trailing twelve months is around 3.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTCIX MFS Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.62% | 3.31% |
JMST JPMorgan Ultra-Short Municipal Income ETF | 3.35% | 3.09% | 1.11% | 0.27% | 0.87% | 1.63% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MTCIX vs. JMST - Drawdown Comparison
The maximum MTCIX drawdown since its inception was -81.20%, which is greater than JMST's maximum drawdown of -2.41%. Use the drawdown chart below to compare losses from any high point for MTCIX and JMST. For additional features, visit the drawdowns tool.
Volatility
MTCIX vs. JMST - Volatility Comparison
MFS Technology Fund (MTCIX) has a higher volatility of 5.90% compared to JPMorgan Ultra-Short Municipal Income ETF (JMST) at 0.29%. This indicates that MTCIX's price experiences larger fluctuations and is considered to be riskier than JMST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.