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TFI vs. JMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFI vs. JMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and JPMorgan Municipal ETF (JMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFI achieves a 1.19% return, which is significantly lower than JMUB's 1.26% return.


TFI

1D
-0.02%
1M
0.63%
YTD
1.19%
6M
1.64%
1Y
6.67%
3Y*
2.99%
5Y*
-0.07%
10Y*
1.51%

JMUB

1D
-0.06%
1M
0.56%
YTD
1.26%
6M
1.53%
1Y
6.12%
3Y*
3.91%
5Y*
1.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFI vs. JMUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
1.19%3.62%-0.01%5.62%-10.17%0.25%5.82%7.41%2.98%
JMUB
JPMorgan Municipal ETF
1.26%4.34%1.88%5.96%-7.43%1.58%4.98%8.37%2.81%

Correlation

The correlation between TFI and JMUB is 0.85, 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

0.85

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

0.89

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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2018

0.75

The correlation between TFI and JMUB shifts across timeframes, from 0.75 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TFI vs. JMUB — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 6565
Overall Rank
TFI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 7676
Sortino Ratio Rank
TFI Omega Ratio Rank: 8383
Omega Ratio Rank
TFI Calmar Ratio Rank: 4848
Calmar Ratio Rank
TFI Martin Ratio Rank: 4848
Martin Ratio Rank

JMUB
JMUB Risk / Return Rank: 6969
Overall Rank
JMUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
JMUB Omega Ratio Rank: 8989
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4848
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4949
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.

TFI vs. JMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) 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.


TFIJMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.50

1.57

-0.06

Calmar ratioReturn relative to maximum drawdown

2.40

2.40

0.00

Martin ratioReturn relative to average drawdown

7.91

8.37

-0.46

TFI vs. JMUB - Sharpe Ratio Comparison

The current TFI Sharpe Ratio is 2.38, which is comparable to the JMUB Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of TFI and JMUB, 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


TFIJMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.56

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.37

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.74

-0.22

Drawdowns

TFI vs. JMUB - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, which is greater than JMUB's maximum drawdown of -12.50%. Use the drawdown chart below to compare losses from any high point for TFI and JMUB.


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Drawdown Indicators


TFIJMUBDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-12.50%

-2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.55%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.81%

-4.79%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-12.06%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

Current Drawdown

Current decline from peak

-1.21%

-0.59%

-0.62%

Average Drawdown

Average peak-to-trough decline

-2.97%

-2.51%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.73%

+0.12%

Volatility

TFI vs. JMUB - Volatility Comparison

SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and JPMorgan Municipal ETF (JMUB) have volatilities of 0.90% and 0.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFIJMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.86%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

1.83%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

2.40%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

3.33%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

4.14%

+0.86%

TFI vs. JMUB - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is higher than JMUB's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TFI vs. JMUB - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.48%, less than JMUB's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.48%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%

Frequently Asked Questions


TFI and JMUB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TFI has higher volatility (0.90%) compared to JMUB (0.86%). In terms of maximum drawdown, TFI dropped -15.49% vs JMUB's -12.50%.

On 5-year performance, JMUB leads with 1.23% vs -0.07% for TFI. On fees, JMUB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JMUB has performed better with a 1.23% return vs -0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JMUB is cheaper with a 0.18% expense ratio, compared with 0.23% for TFI.

JMUB has the higher dividend yield at 3.60%, compared with 3.48% for TFI.

They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.23% for TFI and 0.18% for JMUB.

JMUB currently has the higher Sharpe Ratio (2.56 vs 2.38), 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.

Portfolio Optimizer

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