JEMB's Sortino Ratio of 2.26 indicates that for each unit of downside volatility, it generates 2.26 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
JEMB Sortino Ratio Rank
JEMB ranks above 50.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
JEMB Sortino Ratio Market Positioning
The chart shows JEMB's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 14.84+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares Janus Henderson Emerging Markets Debt Hard Currency ETF's Sortino Ratio with other ETFs in the Emerging Markets Bonds category across multiple time periods, showing how JEMB's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VEMY | Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 4.53 | |||
| GAEM | Simplify Gamma Emerging Market Bond ETF | 4.33 | |||
| KHYB | KraneShares Asia Pacific High Income Bond ETF | 4.29 | |||
| CBON | VanEck Vectors ChinaAMC China Bond ETF | 3.76 | |||
| XEMD | BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 3.62 | |||
| EMHY | iShares J.P. Morgan EM High Yield Bond ETF | 3.29 | |||
| EMBX | VanEck Emerging Markets Bond ETF | 3.24 | |||
| BEMB | Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 3.03 | |||
| EMHC | SPDR Bloomberg Emerging Markets USD Bond ETF | 3.02 | |||
| JPMB | JPMorgan USD Emerging Markets Sovereign Bond ETF | 2.89 | |||
| JEMB | Janus Henderson Emerging Markets Debt Hard Currency ETF | 2.26 |
Historical Sortino Ratio
The chart shows JEMB's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when JEMB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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