CDL vs JMSI

Comparison between VICTORYSHARES US LARGE CAP HIGH DIV VOLATILITY WTD ETF (CDL, ETF) and JPMORGAN SUSTAINABLE MUNICIPAL INCOME ETF (JMSI, ETF).

CDL vs JMSI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CDL(ETF)	JMSI(ETF)
Net Assets	$392M	$391M
Expense Ratio	0.35%	0.18%
Max Drawdown	41.37%	5.42%
Sharpe Ratio	1.53	0.58
5Y Beta	0.43	0.03
P/E Ratio	18.18	N/A
Forward P/E	14.46	N/A
PEG Ratio	0.45	N/A
5Y Dividends CAGR	13.29%	N/A
5Y EPS CAGR	5.48%	N/A
Debt to Equity	-30.74%	N/A
P/S Ratio	1.65	N/A
P/B Ratio	2.31	N/A

Net Assets

Winner

CDL

$392M

JMSI

$391M

Expense Ratio

CDL

0.35%

Winner

JMSI

0.18%

Max Drawdown

CDL

41.37%

Winner

JMSI

5.42%

Sharpe Ratio

Winner

CDL

1.53

JMSI

0.58

5Y Beta

CDL

0.43

Winner

JMSI

0.03

P/E Ratio

CDL

18.18

JMSI

N/A

Forward P/E

CDL

14.46

JMSI

N/A

PEG Ratio

CDL

0.45

JMSI

N/A

5Y Dividends CAGR

CDL

13.29%

JMSI

N/A

5Y EPS CAGR

CDL

5.48%

JMSI

N/A

Debt to Equity

CDL

-30.74%

JMSI

N/A

P/S Ratio

CDL

1.65

JMSI

N/A

P/B Ratio

CDL

2.31

JMSI

N/A

CDL vs JMSI - Historical Returns

Returns include dividend reinvestment.

Period	CDL	JMSI
1 month	+3.65%	-0.82%
3 months	+5.76%	-0.10%
6 months	+11.71%	-0.03%
1 year	+20.95%	+5.37%
5 years(CAGR)	+10.65%	N/A
10 years(CAGR)	+11.04%	N/A
Max(CAGR)	+11.29%	+3.45%

Winner

CDL

+3.65%

JMSI

-0.82%

Winner

CDL

+5.76%

JMSI

-0.10%

Winner

CDL

+11.71%

JMSI

-0.03%

Winner

CDL

+20.95%

JMSI

+5.37%

5Y(CAGR)

CDL

+10.65%

JMSI

N/A

10Y(CAGR)

CDL

+11.04%

JMSI

N/A

Max(CAGR)

Winner

CDL

+11.29%

JMSI

+3.45%

CDL vs JMSI - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	CDL	JMSI
2026	+16.06%	+0.53%
2025	+9.00%	+4.25%
2024	+14.13%	+2.72%
2023	+2.66%	+2.70%
2022	-0.49%	N/A
2021	+35.24%	N/A
2020	-3.15%	N/A
2019	+26.55%	N/A
2018	-5.51%	N/A
2017	+15.39%	N/A
2016	+21.72%	N/A
2015	+0.35%	N/A

CDL vs JMSI Drawdown Comparison

The maximum drawdown for CDL was -41.02%, occurring on Mar 23, 2020. Recovery took 250 trading sessions.

The maximum drawdown for JMSI was -4.56%, occurring on Oct 31, 2023. Recovery took 91 trading sessions.

The current CDL drawdown is -1.32%. The current JMSI drawdown is -1.42%.

Rank	CDL	JMSI
#1	-41.02% Jan 17, 2020 - Jan 14, 2021	-4.56% Jul 21, 2023 - Nov 29, 2023
#2	-17.28% Apr 20, 2022 - Mar 20, 2024	-3.59% Feb 28, 2025 - Sep 5, 2025
#3	-15.21% Sep 14, 2018 - Apr 1, 2019	-2.98% Feb 26, 2026 - Mar 24, 2026
#4	-12.87% Nov 29, 2024 - Aug 13, 2025	-2.08% Oct 3, 2024 - Dec 2, 2024
#5	-9.66% Nov 2, 2015 - Mar 4, 2016	-2.03% Dec 4, 2024 - Feb 28, 2025
#6	-9.13% Jan 26, 2018 - Aug 17, 2018	-1.57% Mar 22, 2024 - May 7, 2024
#7	-8.30% Aug 14, 2015 - Oct 12, 2015	-1.07% May 15, 2024 - Jun 6, 2024
#8	-6.55% Jul 26, 2019 - Sep 11, 2019	-0.98% Jan 8, 2024 - Feb 1, 2024
#9	-6.36% Apr 30, 2019 - Jun 20, 2019	-0.94% Aug 5, 2024 - Sep 9, 2024
#10	-5.66% Mar 2, 2026 - Apr 30, 2026	-0.81% Feb 1, 2024 - Mar 5, 2024
#11	-5.43% Jan 14, 2022 - Mar 25, 2022	-0.54% Nov 11, 2025 - Nov 26, 2025
#12	-5.26% Mar 28, 2024 - May 9, 2024	-0.54% Sep 23, 2025 - Oct 10, 2025
#13	-4.84% May 10, 2021 - Aug 11, 2021	-0.43% Jun 17, 2024 - Jul 5, 2024
#14	-4.79% Jan 14, 2021 - Feb 8, 2021	-0.35% Jun 6, 2024 - Jun 12, 2024
#15	-4.69% Nov 23, 2021 - Dec 15, 2021	-0.34% Jan 14, 2026 - Jan 27, 2026

Correlation

Correlation between CDL and JMSI is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2015 - 2026)

CDL vs JMSI dividend yield comparison.

Year	CDL	JMSI
2026	1.61%	1.83%
2025	3.33%	3.65%
2024	3.27%	3.66%
2023	3.61%	1.79%
2022	3.31%	0.00%
2021	2.60%	0.00%
2020	3.32%	0.00%
2019	3.05%	0.00%
2018	3.32%	0.00%
2017	2.87%	0.00%
2016	2.97%	0.00%
2015	1.28%	0.00%