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TMSF vs. JPIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMSF vs. JPIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Multi-Sector Income ETF (TMSF) and JPMorgan Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMSF achieves a 1.71% return, which is significantly higher than JPIE's 1.43% return.


TMSF

1D
-0.20%
1M
0.53%
YTD
1.71%
6M
2.23%
1Y
3Y*
5Y*
10Y*

JPIE

1D
-0.13%
1M
0.37%
YTD
1.43%
6M
1.83%
1Y
5.90%
3Y*
6.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMSF vs. JPIE - Yearly Performance Comparison


2026 (YTD)2025
TMSF
T. Rowe Price Multi-Sector Income ETF
1.71%1.29%
JPIE
JPMorgan Income ETF
1.43%0.92%

Correlation

The correlation between TMSF and JPIE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.67

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Return for Risk

TMSF vs. JPIE — Risk / Return Rank

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

TMSF

JPIE
JPIE Risk / Return Rank: 9393
Overall Rank
JPIE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9696
Omega Ratio Rank
JPIE Calmar Ratio Rank: 8888
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9393
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.

TMSF vs. JPIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Multi-Sector Income ETF (TMSF) and JPMorgan Income ETF (JPIE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TMSF vs. JPIE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TMSFJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

0.98

+1.01

Drawdowns

TMSF vs. JPIE - Drawdown Comparison

The maximum TMSF drawdown since its inception was -2.28%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for TMSF and JPIE.


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Drawdown Indicators


TMSFJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-2.28%

-9.96%

+7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

Current Drawdown

Current decline from peak

-0.25%

-0.13%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.38%

-2.10%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

Volatility

TMSF vs. JPIE - Volatility Comparison


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Volatility by Period


TMSFJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

1.59%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

3.52%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.94%

3.52%

-0.58%

TMSF vs. JPIE - Expense Ratio Comparison

TMSF has a 0.37% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Dividends

TMSF vs. JPIE - Dividend Comparison

TMSF's dividend yield for the trailing twelve months is around 3.06%, less than JPIE's 5.62% yield.


PositionTTM20252024202320222021
JPIE
JPMorgan Income ETF
5.62%5.65%6.11%5.70%4.49%0.63%
TMSF
T. Rowe Price Multi-Sector Income ETF
3.06%0.75%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMSF and JPIE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMSF is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMSF is cheaper with a 0.37% expense ratio, compared with 0.41% for JPIE.

JPIE has the higher dividend yield at 5.62%, compared with 3.06% for TMSF.

They also come from different issuers: T. Rowe Price and JPMorgan. Their fees differ too: 0.37% for TMSF and 0.41% for JPIE.

Portfolio Optimizer

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