JMSI vs DFJ
Comparison between JPMORGAN SUSTAINABLE MUNICIPAL INCOME ETF (JMSI, ETF) and WISDOMTREE JAPAN SMALLCAP DIVIDEND FUND (DFJ, ETF).
JMSI vs DFJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JMSI
$383M
Winner
DFJ
$384M
Expense Ratio
Winner
JMSI
0.18%
DFJ
0.58%
Max Drawdown
Winner
JMSI
5.42%
DFJ
46.70%
Sharpe Ratio
JMSI
0.14
Winner
DFJ
1.12
5Y Beta
Winner
JMSI
0.04
DFJ
0.44
5Y Dividends CAGR
JMSI
N/A
DFJ
18.84%
JMSI vs DFJ - Historical Returns
Returns include dividend reinvestment.
1M
JMSI
-0.35%
Winner
DFJ
+6.28%
3M
JMSI
+0.14%
Winner
DFJ
+7.78%
6M
JMSI
-1.40%
Winner
DFJ
+3.33%
1Y
JMSI
+4.41%
Winner
DFJ
+25.68%
5Y(CAGR)
JMSI
N/A
DFJ
+11.83%
10Y(CAGR)
JMSI
N/A
DFJ
+9.21%
Max(CAGR)
JMSI
+3.23%
Winner
DFJ
+6.23%
JMSI vs DFJ - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | JMSI | DFJ |
|---|---|---|
| 2026 | +0.17% | +18.17% |
| 2025 | +4.25% | +32.00% |
| 2024 | +2.72% | +3.57% |
| 2023 | +2.70% | +21.71% |
| 2022 | N/A | -8.90% |
| 2021 | N/A | +1.91% |
| 2020 | N/A | +0.11% |
| 2019 | N/A | +16.27% |
| 2018 | N/A | -18.93% |
| 2017 | N/A | +31.33% |
| 2016 | N/A | +13.37% |
| 2015 | N/A | +18.01% |
| 2014 | N/A | -2.00% |
| 2013 | N/A | +16.59% |
| 2012 | N/A | +5.09% |
| 2011 | N/A | -4.39% |
| 2010 | N/A | +15.08% |
| 2009 | N/A | -0.91% |
| 2008 | N/A | -12.90% |
| 2007 | N/A | -10.73% |
| 2006 | N/A | +1.74% |
JMSI vs DFJ Drawdown Comparison
The maximum drawdown for JMSI was -4.56%, occurring on Oct 31, 2023. Recovery took 91 trading sessions.
The maximum drawdown for DFJ was -45.97%, occurring on Oct 10, 2008. Recovery took 1531 trading sessions.
The current JMSI drawdown is -1.77%. The current DFJ drawdown is -1.60%.
| Rank | JMSI | DFJ |
|---|---|---|
| #1 | -4.56% Jul 21, 2023 - Nov 29, 2023 | -45.97% Feb 26, 2007 - Mar 26, 2013 |
| #2 | -3.59% Feb 28, 2025 - Sep 5, 2025 | -40.00% Jan 26, 2018 - Mar 19, 2021 |
| #3 | -2.98% Feb 26, 2026 - Mar 24, 2026 | -29.72% Sep 16, 2021 - Mar 6, 2024 |
| #4 | -2.08% Oct 3, 2024 - Dec 2, 2024 | -15.24% May 8, 2013 - Jan 17, 2014 |
| #5 | -2.03% Dec 4, 2024 - Feb 28, 2025 | -13.83% Aug 10, 2015 - Jun 6, 2016 |
| #6 | -1.57% Mar 22, 2024 - May 7, 2024 | -13.03% Feb 27, 2026 - Aug 5, 2026 |
| #7 | -1.07% May 15, 2024 - Jun 6, 2024 | -12.59% Mar 19, 2025 - Apr 21, 2025 |
| #8 | -0.98% Jan 8, 2024 - Feb 1, 2024 | -12.12% Jul 28, 2014 - Mar 16, 2015 |
| #9 | -0.94% Aug 5, 2024 - Sep 9, 2024 | -10.77% Jul 31, 2024 - Aug 27, 2024 |
| #10 | -0.81% Feb 1, 2024 - Mar 5, 2024 | -10.61% Aug 18, 2006 - Jan 24, 2007 |
| #11 | -0.54% Nov 11, 2025 - Nov 26, 2025 | -9.84% Jun 30, 2006 - Aug 18, 2006 |
| #12 | -0.54% Sep 23, 2025 - Oct 10, 2025 | -9.62% Sep 26, 2024 - Mar 17, 2025 |
| #13 | -0.43% Jun 17, 2024 - Jul 5, 2024 | -8.89% Jan 21, 2014 - Jun 18, 2014 |
| #14 | -0.35% Jun 6, 2024 - Jun 12, 2024 | -8.53% Mar 22, 2021 - Sep 7, 2021 |
| #15 | -0.34% Jan 14, 2026 - Jan 27, 2026 | -6.78% Sep 16, 2025 - Dec 15, 2025 |
Correlation
Correlation between JMSI and DFJ is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
Dividend Comparison (2006 - 2026)
JMSI vs DFJ dividend yield comparison.
| Year | JMSI | DFJ |
|---|---|---|
| 2026 | 2.15% | 1.18% |
| 2025 | 3.65% | 2.68% |
| 2024 | 3.66% | 2.46% |
| 2023 | 1.79% | 2.43% |
| 2022 | 0.00% | 2.62% |
| 2021 | 0.00% | 2.07% |
| 2020 | 0.00% | 2.59% |
| 2019 | 0.00% | 2.24% |
| 2018 | 0.00% | 1.89% |
| 2017 | 0.00% | 1.60% |
| 2016 | 0.00% | 1.76% |
| 2015 | 0.00% | 1.23% |
| 2014 | 0.00% | 1.63% |
| 2013 | 0.00% | 2.20% |
| 2012 | 0.00% | 2.23% |
| 2011 | 0.00% | 2.15% |
| 2010 | 0.00% | 1.70% |
| 2009 | 0.00% | 1.88% |
| 2008 | 0.00% | 1.18% |
| 2007 | 0.00% | 1.37% |
| 2006 | 0.00% | 0.10% |
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