JMM vs ROSC

Comparison between Nuveen Multi-Market Income Fund (JMM, ETF) and HARTFORD MULTIFACTOR SMALL CAP ETF (ROSC, ETF).

5-Year PerformanceROSC has outperformed JMM, delivering a return of +9.8% compared to +0.3%

JMM vs ROSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMM(ETF)	ROSC(ETF)
Net Assets	$62M	$62M
Expense Ratio	N/A	0.34%
Max Drawdown	49.78%	46.32%
Sharpe Ratio	-0.58	1.81
5Y Beta	0.14	0.83
P/E Ratio	N/A	18.90
Forward P/E	N/A	13.39
5Y Dividends CAGR	2.92%	11.47%
5Y EPS CAGR	N/A	5.99%
Debt to Equity	N/A	51.80%
P/S Ratio	N/A	1.10
P/B Ratio	N/A	1.88

Net Assets

JMM

$62M

ROSC

$62M

Expense Ratio

JMM

N/A

ROSC

0.34%

Max Drawdown

JMM

49.78%

Winner

ROSC

46.32%

Sharpe Ratio

JMM

-0.58

Winner

ROSC

1.81

5Y Beta

Winner

JMM

0.14

ROSC

0.83

P/E Ratio

JMM

N/A

ROSC

18.90

Forward P/E

JMM

N/A

ROSC

13.39

5Y Dividends CAGR

JMM

2.92%

Winner

ROSC

11.47%

5Y EPS CAGR

JMM

N/A

ROSC

5.99%

Debt to Equity

JMM

N/A

ROSC

51.80%

P/S Ratio

JMM

N/A

ROSC

1.10

P/B Ratio

JMM

N/A

ROSC

1.88

JMM vs ROSC - Historical Returns

Returns include dividend reinvestment.

Period	JMM	ROSC
1 month	-0.71%	+1.82%
3 months	-1.07%	+7.72%
6 months	-4.65%	+13.71%
1 year	-3.75%	+31.06%
5 years(CAGR)	+0.25%	+9.84%
10 years(CAGR)	+2.85%	+10.90%
Max(CAGR)	+5.62%	+9.65%

JMM

-0.71%

Winner

ROSC

+1.82%

JMM

-1.07%

Winner

ROSC

+7.72%

JMM

-4.65%

Winner

ROSC

+13.71%

JMM

-3.75%

Winner

ROSC

+31.06%

5Y(CAGR)

JMM

+0.25%

Winner

ROSC

+9.84%

10Y(CAGR)

JMM

+2.85%

Winner

ROSC

+10.90%

Max(CAGR)

JMM

+5.62%

Winner

ROSC

+9.65%

JMM vs ROSC - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JMM	ROSC
2026	-1.57%	+18.84%
2025	+4.90%	+10.67%
2024	+8.06%	+7.66%
2023	+6.54%	+18.98%
2022	-16.62%	-11.36%
2021	+10.98%	+31.47%
2020	+1.98%	+5.63%
2019	+13.39%	+16.84%
2018	-5.12%	-13.11%
2017	+10.38%	+23.93%
2016	+10.05%	+17.91%
2015	-3.73%	-6.23%
2014	+11.14%	N/A
2013	-7.11%	N/A
2012	+16.97%	N/A
2011	-0.76%	N/A
2010	+22.86%	N/A
2009	+41.47%	N/A
2008	-18.30%	N/A
2007	+4.19%	N/A
2006	+14.18%	N/A
2005	-1.18%	N/A
2004	+3.56%	N/A
2003	+8.27%	N/A
2002	+10.28%	N/A
2001	+10.71%	N/A
2000	+20.84%	N/A
1999	-5.79%	N/A

JMM vs ROSC Drawdown Comparison

The maximum drawdown for JMM was -40.49%, occurring on Oct 10, 2008. Recovery took 376 trading sessions.

The maximum drawdown for ROSC was -43.12%, occurring on Mar 18, 2020. Recovery took 727 trading sessions.

The current JMM drawdown is -6.60%. The current ROSC drawdown is -1.64%.

Rank	JMM	ROSC
#1	-40.49% Jan 31, 2008 - Jul 29, 2009	-43.12% Jan 26, 2018 - Dec 15, 2020
#2	-26.45% Feb 21, 2020 - Nov 19, 2020	-23.74% Nov 25, 2024 - Dec 3, 2025
#3	-24.18% Dec 31, 2021 - Mar 3, 2025	-22.92% Nov 16, 2021 - Dec 19, 2023
#4	-17.65% Oct 13, 2010 - Jul 25, 2012	-19.97% Apr 27, 2015 - Aug 9, 2016
#5	-16.18% May 9, 2013 - Feb 6, 2015	-9.37% Jul 31, 2024 - Nov 6, 2024
#6	-13.65% May 7, 2007 - Jan 31, 2008	-7.75% Feb 6, 2026 - Apr 17, 2026
#7	-10.41% Nov 5, 1999 - Jul 6, 2000	-7.59% Dec 27, 2023 - Jul 15, 2024
#8	-10.02% Jan 26, 2018 - May 21, 2019	-7.20% Jun 8, 2021 - Nov 1, 2021
#9	-9.92% Mar 27, 2025 - Jul 11, 2025	-6.34% Mar 15, 2021 - May 27, 2021
#10	-9.88% Sep 9, 2005 - Jul 27, 2006	-4.77% Sep 22, 2016 - Dec 6, 2016
#11	-9.81% Feb 27, 2004 - Oct 7, 2004	-4.47% Nov 11, 2024 - Nov 25, 2024
#12	-9.39% Feb 6, 2015 - Apr 4, 2016	-3.98% Jan 25, 2021 - Feb 4, 2021
#13	-8.67% Mar 2, 2005 - Jun 23, 2005	-3.50% Feb 12, 2021 - Mar 8, 2021
#14	-8.27% Feb 27, 2026 - Mar 27, 2026	-3.26% Sep 6, 2016 - Sep 22, 2016
#15	-7.77% Oct 28, 2009 - Dec 24, 2009	-3.16% May 8, 2026 - May 26, 2026

Correlation

Correlation between JMM and ROSC is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2000 - 2026)

JMM vs ROSC dividend yield comparison.

Year	JMM	ROSC
2026	3.54%	0.74%
2025	5.76%	2.08%
2024	5.48%	2.00%
2023	5.58%	2.01%
2022	6.13%	1.51%
2021	4.60%	2.13%
2020	4.49%	1.75%
2019	4.86%	3.05%
2018	5.34%	2.86%
2017	5.63%	2.13%
2016	6.19%	2.20%
2015	6.76%	2.48%
2014	5.74%	0.00%
2013	7.23%	0.00%
2012	7.11%	0.00%
2011	8.19%	0.00%
2010	8.77%	0.00%
2009	9.31%	0.00%
2008	9.42%	0.00%
2007	6.46%	0.00%
2006	6.36%	0.00%
2005	6.97%	0.00%
2004	7.75%	0.00%
2003	7.79%	0.00%
2002	7.98%	0.00%
2001	7.81%	0.00%
2000	3.56%	0.00%