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SWNTX vs. JMUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWNTX vs. JMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Tax-Free Bond Fund™ (SWNTX) and JPMorgan Municipal ETF (JMUB). The values are adjusted to include any dividend payments, if applicable.

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SWNTX vs. JMUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SWNTX
Schwab Tax-Free Bond Fund™
-0.62%4.20%1.57%5.09%-8.57%0.37%4.45%6.55%2.01%
JMUB
JPMorgan Municipal ETF
-0.44%4.34%1.88%5.96%-7.43%1.58%4.98%8.37%2.81%

Returns By Period

In the year-to-date period, SWNTX achieves a -0.62% return, which is significantly lower than JMUB's -0.44% return.


SWNTX

1D
0.19%
1M
-2.70%
YTD
-0.62%
6M
0.90%
1Y
3.60%
3Y*
2.58%
5Y*
0.44%
10Y*
1.55%

JMUB

1D
0.08%
1M
-2.26%
YTD
-0.44%
6M
0.84%
1Y
3.63%
3Y*
3.07%
5Y*
1.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWNTX vs. JMUB - Expense Ratio Comparison

SWNTX has a 0.48% expense ratio, which is higher than JMUB's 0.18% expense ratio.


Return for Risk

SWNTX vs. JMUB — Risk / Return Rank

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

SWNTX
SWNTX Risk / Return Rank: 5252
Overall Rank
SWNTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 7878
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
Martin Ratio Rank

JMUB
JMUB Risk / Return Rank: 5656
Overall Rank
JMUB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMUB Omega Ratio Rank: 6969
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4646
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.

SWNTX vs. JMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Tax-Free Bond Fund™ (SWNTX) and JPMorgan Municipal ETF (JMUB). 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.


SWNTXJMUBDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.07

-0.06

Sortino ratio

Return per unit of downside risk

1.38

1.37

+0.01

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

1.08

1.11

-0.03

Martin ratio

Return relative to average drawdown

3.58

4.20

-0.63

SWNTX vs. JMUB - Sharpe Ratio Comparison

The current SWNTX Sharpe Ratio is 1.02, which is comparable to the JMUB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SWNTX and JMUB, 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


SWNTXJMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.07

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.36

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.69

+0.46

Correlation

The correlation between SWNTX and JMUB is 0.71, 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

SWNTX vs. JMUB - Dividend Comparison

SWNTX's dividend yield for the trailing twelve months is around 3.26%, less than JMUB's 3.60% yield.


TTM20252024202320222021202020192018201720162015
SWNTX
Schwab Tax-Free Bond Fund™
3.26%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%
JMUB
JPMorgan Municipal ETF
3.60%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%0.00%0.00%0.00%

Drawdowns

SWNTX vs. JMUB - Drawdown Comparison

The maximum SWNTX drawdown since its inception was -13.26%, which is greater than JMUB's maximum drawdown of -12.50%. Use the drawdown chart below to compare losses from any high point for SWNTX and JMUB.


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Drawdown Indicators


SWNTXJMUBDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-12.50%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-4.40%

-3.47%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

-12.06%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-13.26%

Current Drawdown

Current decline from peak

-2.70%

-2.26%

-0.44%

Average Drawdown

Average peak-to-trough decline

-1.89%

-2.54%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.92%

+0.41%

Volatility

SWNTX vs. JMUB - Volatility Comparison

The current volatility for Schwab Tax-Free Bond Fund™ (SWNTX) is 0.94%, while JPMorgan Municipal ETF (JMUB) has a volatility of 1.23%. This indicates that SWNTX experiences smaller price fluctuations and is considered to be less risky than JMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWNTXJMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.23%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.64%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

3.41%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

3.30%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.56%

4.17%

-0.61%