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VTEAX vs. USMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEAX vs. USMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) and JPMorgan Ultra-Short Municipal Fund (USMTX). The values are adjusted to include any dividend payments, if applicable.

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VTEAX vs. USMTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
-0.49%3.67%1.63%6.39%-8.21%1.43%4.97%7.45%0.99%4.89%
USMTX
JPMorgan Ultra-Short Municipal Fund
0.32%2.96%3.30%3.46%-0.71%-0.05%1.07%2.01%1.32%0.88%

Returns By Period

In the year-to-date period, VTEAX achieves a -0.49% return, which is significantly lower than USMTX's 0.32% return.


VTEAX

1D
0.20%
1M
-2.46%
YTD
-0.49%
6M
1.05%
1Y
3.84%
3Y*
2.77%
5Y*
0.85%
10Y*
2.06%

USMTX

1D
0.00%
1M
-0.30%
YTD
0.32%
6M
0.91%
1Y
2.68%
3Y*
3.01%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTEAX vs. USMTX - Expense Ratio Comparison

VTEAX has a 0.09% expense ratio, which is lower than USMTX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTEAX vs. USMTX — Risk / Return Rank

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

VTEAX
VTEAX Risk / Return Rank: 4747
Overall Rank
VTEAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VTEAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VTEAX Omega Ratio Rank: 7272
Omega Ratio Rank
VTEAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
VTEAX Martin Ratio Rank: 3131
Martin Ratio Rank

USMTX
USMTX Risk / Return Rank: 9999
Overall Rank
USMTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
USMTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
USMTX Omega Ratio Rank: 9999
Omega Ratio Rank
USMTX Calmar Ratio Rank: 9999
Calmar Ratio Rank
USMTX 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.

VTEAX vs. USMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) and JPMorgan Ultra-Short Municipal Fund (USMTX). 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.


VTEAXUSMTXDifference

Sharpe ratio

Return per unit of total volatility

0.95

3.97

-3.02

Sortino ratio

Return per unit of downside risk

1.25

7.18

-5.93

Omega ratio

Gain probability vs. loss probability

1.27

3.38

-2.11

Calmar ratio

Return relative to maximum drawdown

0.99

6.97

-5.98

Martin ratio

Return relative to average drawdown

3.27

37.45

-34.17

VTEAX vs. USMTX - Sharpe Ratio Comparison

The current VTEAX Sharpe Ratio is 0.95, which is lower than the USMTX Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of VTEAX and USMTX, 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


VTEAXUSMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

3.97

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

2.62

-2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

2.09

-1.43

Correlation

The correlation between VTEAX and USMTX is 0.37, 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.


Dividends

VTEAX vs. USMTX - Dividend Comparison

VTEAX's dividend yield for the trailing twelve months is around 3.06%, more than USMTX's 2.55% yield.


TTM20252024202320222021202020192018201720162015
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
3.06%3.26%3.36%2.98%2.05%1.60%1.97%2.27%2.24%1.95%1.67%0.59%
USMTX
JPMorgan Ultra-Short Municipal Fund
2.55%2.62%3.05%2.58%0.89%0.25%0.76%1.49%1.31%0.78%0.00%0.00%

Drawdowns

VTEAX vs. USMTX - Drawdown Comparison

The maximum VTEAX drawdown since its inception was -12.75%, which is greater than USMTX's maximum drawdown of -1.98%. Use the drawdown chart below to compare losses from any high point for VTEAX and USMTX.


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Drawdown Indicators


VTEAXUSMTXDifference

Max Drawdown

Largest peak-to-trough decline

-12.75%

-1.98%

-10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-0.40%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

-1.92%

-10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-12.75%

Current Drawdown

Current decline from peak

-2.46%

-0.30%

-2.16%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.19%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.07%

+1.29%

Volatility

VTEAX vs. USMTX - Volatility Comparison

Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) has a higher volatility of 1.10% compared to JPMorgan Ultra-Short Municipal Fund (USMTX) at 0.22%. This indicates that VTEAX's price experiences larger fluctuations and is considered to be riskier than USMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEAXUSMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.22%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

0.40%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

0.70%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

0.72%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.65%

0.75%

+2.90%