PortfoliosLab logoPortfoliosLab logo
VTES vs. JMST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTES vs. JMST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) and JPMorgan Ultra-Short Municipal Income ETF (JMST). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTES vs. JMST - Yearly Performance Comparison


2026 (YTD)202520242023
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
0.02%4.19%1.85%3.32%
JMST
JPMorgan Ultra-Short Municipal Income ETF
0.50%3.35%3.31%3.12%

Returns By Period

In the year-to-date period, VTES achieves a 0.02% return, which is significantly lower than JMST's 0.50% return.


VTES

1D
0.11%
1M
-1.24%
YTD
0.02%
6M
0.60%
1Y
3.45%
3Y*
2.61%
5Y*
10Y*

JMST

1D
0.02%
1M
-0.07%
YTD
0.50%
6M
1.20%
1Y
3.07%
3Y*
3.25%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTES vs. JMST - Expense Ratio Comparison

VTES has a 0.07% expense ratio, which is lower than JMST's 0.18% 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

VTES vs. JMST — Risk / Return Rank

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

VTES
VTES Risk / Return Rank: 8787
Overall Rank
VTES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 8989
Sortino Ratio Rank
VTES Omega Ratio Rank: 9696
Omega Ratio Rank
VTES Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTES Martin Ratio Rank: 7575
Martin Ratio Rank

JMST
JMST Risk / Return Rank: 9898
Overall Rank
JMST Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JMST Sortino Ratio Rank: 9898
Sortino Ratio Rank
JMST Omega Ratio Rank: 9999
Omega Ratio Rank
JMST Calmar Ratio Rank: 9696
Calmar Ratio Rank
JMST Martin Ratio Rank: 9898
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.

VTES vs. JMST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) and JPMorgan Ultra-Short Municipal Income ETF (JMST). 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.


VTESJMSTDifference

Sharpe ratio

Return per unit of total volatility

1.91

3.81

-1.91

Sortino ratio

Return per unit of downside risk

2.43

5.54

-3.12

Omega ratio

Gain probability vs. loss probability

1.49

2.23

-0.74

Calmar ratio

Return relative to maximum drawdown

2.30

4.43

-2.13

Martin ratio

Return relative to average drawdown

7.44

23.50

-16.06

VTES vs. JMST - Sharpe Ratio Comparison

The current VTES Sharpe Ratio is 1.91, which is lower than the JMST Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of VTES and JMST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTESJMSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

3.81

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

1.86

-0.10

Correlation

The correlation between VTES and JMST is 0.38, 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

VTES vs. JMST - Dividend Comparison

VTES's dividend yield for the trailing twelve months is around 2.77%, which matches JMST's 2.77% yield.


TTM20252024202320222021202020192018
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
2.77%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%
JMST
JPMorgan Ultra-Short Municipal Income ETF
2.77%2.84%3.32%3.09%1.10%0.27%0.87%1.63%0.28%

Drawdowns

VTES vs. JMST - Drawdown Comparison

The maximum VTES drawdown since its inception was -2.42%, roughly equal to the maximum JMST drawdown of -2.41%. Use the drawdown chart below to compare losses from any high point for VTES and JMST.


Loading graphics...

Drawdown Indicators


VTESJMSTDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-2.41%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-0.71%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

Current Drawdown

Current decline from peak

-1.24%

-0.14%

-1.10%

Average Drawdown

Average peak-to-trough decline

-0.48%

-0.13%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.13%

+0.36%

Volatility

VTES vs. JMST - Volatility Comparison

Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) has a higher volatility of 0.69% compared to JPMorgan Ultra-Short Municipal Income ETF (JMST) at 0.18%. This indicates that VTES's price experiences larger fluctuations and is considered to be riskier than JMST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTESJMSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.18%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

0.47%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

0.81%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

0.82%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

1.15%

+0.60%