JPMorgan Mortgage-Backed Securities ETF (JMTG) Performance
JMTG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −0.6% since Dec 31, 2025
- 1 year
- −0.4% total return
- Since first price
- +3.3% since 2025
JMTG trailing returns vs AGG, TLT, SPY
| Period | JMTG total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +1.1% | +0.7% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.7% | −1.8% | −0.4% | −1.0% | +3.2% |
| 6 months | −1.6% | −3.8% | −1.5% | −3.8% | +7.8% |
| YTD | −0.6% | −3.9% | −1.0% | −3.4% | +12.3% |
| 1 year | −0.4% | −4.6% | −1.1% | −6.9% | +14.4% |
| Since inceptionJun 30, 2025 | +3.3% | −2.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JMTG vs AGG
From Jun 30, 2025: JMTG grew to $10,326, AGG to $10,203.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JMTG returns by calendar year
2026 is year to date.
JMTG annual returns table
| Year | JMTG | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −0.6% | −4.9% | −1.0% | −3.4% | +12.3% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JMTG risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +1.0% |
| Volatility (annualized) | 4.4% |
| Sharpe ratio | -0.60 |
| Sortino ratio | -0.72 |
| Best month | +2.2% |
| Worst month | −2.8% |
| Best 12 months | +5.0% |
| Worst 12 months | −1.0% |
| Positive months | 67% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JMTG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 5 | −1.0% | +2.9% | +5.0% | 80% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
JMTG performance overview
JPMorgan Mortgage-Backed Securities ETF (JMTG) returned −0.4% over the past year, with distributions reinvested. Since its first recorded price on Jun 30, 2025 it has returned +3.3%. Over the same year U.S. bonds (AGG) returned −1.1%.
Related: JMTG chart, JMTG dividends, JMTG bond profile. See the JMTG overview for the latest quote and fund facts.
JMTG performance FAQ
What is the JMTG return over the past year?
JMTG returned −0.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 4.6%.
How much would $10,000 invested in JMTG be worth?
$10,000 invested in JMTG at its first recorded close on June 30, 2025 would be worth about $10,326 on October 23, 2026 with distributions reinvested.
How volatile is JMTG?
Over the past history JMTG had an annualized volatility of 4.4% and a Sharpe ratio of -0.60 (excess return over 1–3 month T-bills per unit of risk).