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SDSI vs. JPST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDSI vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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SDSI vs. JPST - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDSI
American Century Short Duration Strategic Income ETF
0.25%6.54%5.63%5.88%2.05%
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%5.13%1.07%

Returns By Period

In the year-to-date period, SDSI achieves a 0.25% return, which is significantly lower than JPST's 0.71% return.


SDSI

1D
0.39%
1M
-0.66%
YTD
0.25%
6M
1.57%
1Y
4.98%
3Y*
5.46%
5Y*
10Y*

JPST

1D
0.08%
1M
0.03%
YTD
0.71%
6M
1.89%
1Y
4.41%
3Y*
5.12%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDSI vs. JPST - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is higher than JPST's 0.18% expense ratio.


Return for Risk

SDSI vs. JPST — Risk / Return Rank

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

SDSI
SDSI Risk / Return Rank: 9494
Overall Rank
SDSI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SDSI Sortino Ratio Rank: 9393
Sortino Ratio Rank
SDSI Omega Ratio Rank: 9696
Omega Ratio Rank
SDSI Calmar Ratio Rank: 9595
Calmar Ratio Rank
SDSI Martin Ratio Rank: 9696
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.

SDSI vs. JPST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) 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.


SDSIJPSTDifference

Sharpe ratio

Return per unit of total volatility

2.03

7.27

-5.23

Sortino ratio

Return per unit of downside risk

2.81

13.92

-11.11

Omega ratio

Gain probability vs. loss probability

1.49

3.41

-1.93

Calmar ratio

Return relative to maximum drawdown

3.91

14.93

-11.02

Martin ratio

Return relative to average drawdown

16.48

94.51

-78.03

SDSI vs. JPST - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 2.03, which is lower than the JPST Sharpe Ratio of 7.27. The chart below compares the historical Sharpe Ratios of SDSI and JPST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDSIJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

7.27

-5.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.16

Sharpe Ratio (All Time)

Calculated using the full available price history

2.56

3.16

-0.60

Correlation

The correlation between SDSI and JPST is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SDSI vs. JPST - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 4.94%, more than JPST's 4.36% yield.


TTM202520242023202220212020201920182017
SDSI
American Century Short Duration Strategic Income ETF
4.94%4.91%5.49%5.37%0.98%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.36%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

SDSI vs. JPST - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum JPST drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for SDSI and JPST.


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Drawdown Indicators


SDSIJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-1.29%

-3.28%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-0.30%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.08%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.05%

+0.26%

Volatility

SDSI vs. JPST - Volatility Comparison

American Century Short Duration Strategic Income ETF (SDSI) has a higher volatility of 0.80% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that SDSI'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


SDSIJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.22%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.35%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.46%

0.61%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.31%

0.57%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.31%

0.94%

+1.37%